| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 674246.4559 | 719545.3515 | -45298.8956 | 211783.0688 | 1510861.9951 | -1299078.9263 |
| Total P&L (%) | 674.2465 | 719.5454 | -45.2989 | 211.7831 | 1510.862 | -1299.0789 |
| Avg Daily Profit (%) | 0.2975 | 0.3175 | -0.02 | 0.0502 | 0.1227 | 0 |
| Buy And Hold Return (%) | 120.827 | 120.827 | 120.827 | 120.827 | 120.827 | 120.827 |
| Max Trade Drawdown | -207425 | -125190 | -293844 | -1068321 | -401191 | -1573288 |
| Profit Factor | 1.6049 | 2.633 | 0.9328 | 1.0511 | 2.1145 | 0.5336 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
| Profitability (%) | 39.8907 | 39.1304 | 40.6593 | 39.8907 | 39.1304 | 40.6593 |
| Ratio Avg Win / Avg Loss | 2.4184 | 4.0957 | 1.3614 | 1.5839 | 3.2892 | 0.7787 |
| Largest Winning Trade | 344656 | 344656 | 53319 | 888245 | 888245 | 311341 |
| Largest Losing Trade | -55419 | -23080 | -55419 | -393245 | -121394 | -393245 |
| Avg Bars in Trades | 47 | 29 | 66 | 47 | 29 | 66 |
| Avg Bars in Winners | 78 | 47 | 107 | 78 | 47 | 107 |
| Avg Bars in Losers | 27 | 17 | 37 | 27 | 17 | 37 |
| Bars Traded | 8680 | 2669 | 6011 | 8680 | 2669 | 6011 |
| Profit Streak | 0 | 0 | 84.8989 | 0 | 0 | 84.8989 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 287632 | 327954 | -582093 | -300546 | -28986 | -583760 |
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9064,
"evaluation_days": 2266,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565244000000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759656863204,
"expiration_time": 1765517472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 19,
"offset": 0,
"std": 1.03162
}
}
} {
"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": [
[
674246.4559290971,
719545.3514896177,
-45298.8955605207,
211783.0688030369,
1510861.995072519,
-1299078.9262694828
],
[
674.246456,
719.545351,
-45.298896,
211.783069,
1510.861995,
-1299.078926
],
[
0.297549,
0.31754,
-0.019991,
0.050195,
0.12273,
0
],
[
120.826953,
120.826953,
120.826953,
120.826953,
120.826953,
120.826953
],
[
-207425,
-125190,
-293844,
-1068321,
-401191,
-1573288
],
[
1.604931,
2.632974,
0.932786,
1.051145,
2.114498,
0.533575
],
[
183,
92,
91,
183,
92,
91
],
[
73,
36,
37,
73,
36,
37
],
[
110,
56,
54,
110,
56,
54
],
[
39.89071,
39.130435,
40.659341,
39.89071,
39.130435,
40.659341
],
[
2.418389,
4.095737,
1.361363,
1.583917,
3.289219,
0.778731
],
[
344656,
344656,
53319,
888245,
888245,
311341
],
[
-55419,
-23080,
-55419,
-393245,
-121394,
-393245
],
[
47,
29,
66,
47,
29,
66
],
[
78,
47,
107,
78,
47,
107
],
[
27,
17,
37,
27,
17,
37
],
[
8680,
2669,
6011,
8680,
2669,
6011
],
[
0,
0,
84.89888,
0,
0,
84.89888
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
287632,
327954,
-582093,
-300546,
-28986,
-583760
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9064,
"evaluation_days": 2266,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1565244000000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759656863204,
"expiration_time": 1765517472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 19,
"offset": 0,
"std": 1.03162
}
}
}
| # | 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) |
|---|