| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 671733.2982 | 608589.6765 | 63143.6217 | 1036757.4114 | 689367.395 | 347390.0164 |
| Total P&L (%) | 671.7333 | 608.5897 | 63.1436 | 1036.7574 | 689.3674 | 347.39 |
| Avg Daily Profit (%) | 0.2965 | 0.2686 | 0.0279 | 0.1073 | 0.0912 | 0.0661 |
| Buy And Hold Return (%) | 269.3717 | 269.3717 | 269.3717 | 269.3717 | 269.3717 | 269.3717 |
| Max Trade Drawdown | -129772 | -69477 | -180931 | -2439900 | -952599 | -2507396 |
| Profit Factor | 1.2962 | 1.5563 | 1.0538 | 1.0473 | 1.0604 | 1.033 |
| Total Trades | 653 | 326 | 327 | 653 | 326 | 327 |
| Winning Trades | 345 | 167 | 178 | 345 | 167 | 178 |
| Losing Trades | 308 | 159 | 149 | 308 | 159 | 149 |
| Profitability (%) | 52.8331 | 51.227 | 54.4343 | 52.8331 | 51.227 | 54.4343 |
| Ratio Avg Win / Avg Loss | 1.1572 | 1.4818 | 0.8821 | 0.9349 | 1.0096 | 0.8647 |
| Largest Winning Trade | 88016 | 88016 | 37710 | 549986 | 549986 | 275130 |
| Largest Losing Trade | -45813 | -31593 | -45813 | -544407 | -544407 | -435884 |
| Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
| Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
| Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
| Bars Traded | 13399 | 6702 | 6697 | 13399 | 6702 | 6697 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337745 | 241200 | -482437 | -217778 | -226806 | -364126 |
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13595,
"evaluation_days": 2265.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566475200000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759680596819,
"expiration_time": 1765538640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.04918,
"nb": 0.40958,
"nc": 0.1
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
671733.2981718866,
608589.6765044004,
63143.621667486,
1036757.4114262001,
689367.3949917745,
347390.0164344283
],
[
671.733298,
608.589677,
63.143622,
1036.757411,
689.367395,
347.390016
],
[
0.296462,
0.268595,
0.027868,
0.107337,
0.091225,
0.066146
],
[
269.371728,
269.371728,
269.371728,
269.371728,
269.371728,
269.371728
],
[
-129772,
-69477,
-180931,
-2439900,
-952599,
-2507396
],
[
1.296219,
1.556326,
1.053797,
1.047263,
1.060358,
1.033039
],
[
653,
326,
327,
653,
326,
327
],
[
345,
167,
178,
345,
167,
178
],
[
308,
159,
149,
308,
159,
149
],
[
52.833078,
51.226994,
54.434251,
52.833078,
51.226994,
54.434251
],
[
1.157204,
1.481771,
0.882111,
0.934948,
1.009562,
0.864735
],
[
88016,
88016,
37710,
549986,
549986,
275130
],
[
-45813,
-31593,
-45813,
-544407,
-544407,
-435884
],
[
20,
20,
20,
20,
20,
20
],
[
20,
20,
20,
20,
20,
20
],
[
20,
20,
20,
20,
20,
20
],
[
13399,
6702,
6697,
13399,
6702,
6697
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337745,
241200,
-482437,
-217778,
-226806,
-364126
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13595,
"evaluation_days": 2265.83,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1566475200000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759680596819,
"expiration_time": 1765538640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.04918,
"nb": 0.40958,
"nc": 0.1
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|