| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1818006.1152 | 1701013.9977 | 116992.1175 | 6291273.5292 | 3899487.5735 | 2391785.9557 |
| Total P&L (%) | 1818.0061 | 1701.014 | 116.9921 | 6291.2735 | 3899.4876 | 2391.786 |
| Avg Daily Profit (%) | 0.8037 | 0.752 | 0.0517 | 0.184 | 0.1632 | 0.1423 |
| Buy And Hold Return (%) | 255.914 | 255.914 | 255.914 | 255.914 | 255.914 | 255.914 |
| Max Trade Drawdown | -95026 | -40906 | -91324 | -14792271 | -6652570 | -9196028 |
| Profit Factor | 4.8828 | 8.714 | 1.4723 | 1.1987 | 1.2877 | 1.1321 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
| Profitability (%) | 48.4375 | 40.625 | 56.25 | 48.4375 | 40.625 | 56.25 |
| Ratio Avg Win / Avg Loss | 5.1978 | 12.7359 | 1.1451 | 1.2761 | 1.882 | 0.8805 |
| Largest Winning Trade | 1264194 | 1264194 | 59239 | 6609637 | 6609637 | 6176133 |
| Largest Losing Trade | -51354 | -29746 | -51354 | -7303242 | -2777000 | -7303242 |
| Avg Bars in Trades | 101 | 91 | 111 | 101 | 91 | 111 |
| Avg Bars in Winners | 154 | 161 | 149 | 154 | 161 | 149 |
| Avg Bars in Losers | 52 | 44 | 63 | 52 | 44 | 63 |
| Bars Traded | 6524 | 2942 | 3582 | 6524 | 2942 | 3582 |
| Profit Streak | 130.58 | 130.58 | 157.58 | 130.58 | 130.58 | 157.58 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -122269 | 645773 | -287131 | -137173 | 206372 | -78216 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6786,
"evaluation_days": 2262,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1566720000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759298107776,
"expiration_time": 1765139904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 94,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
1818006.1152235721,
1701013.9977087774,
116992.1175147943,
6291273.529206403,
3899487.573481125,
2391785.95572528
],
[
1818.006115,
1701.013998,
116.992118,
6291.273529,
3899.487573,
2391.785956
],
[
0.803716,
0.751996,
0.051721,
0.183967,
0.163208,
0.142258
],
[
255.913978,
255.913978,
255.913978,
255.913978,
255.913978,
255.913978
],
[
-95026,
-40906,
-91324,
-14792271,
-6652570,
-9196028
],
[
4.882808,
8.71401,
1.472295,
1.198728,
1.287679,
1.132123
],
[
64,
32,
32,
64,
32,
32
],
[
31,
13,
18,
31,
13,
18
],
[
33,
19,
14,
33,
19,
14
],
[
48.4375,
40.625,
56.25,
48.4375,
40.625,
56.25
],
[
5.197828,
12.73586,
1.145119,
1.276065,
1.881992,
0.88054
],
[
1264194,
1264194,
59239,
6609637,
6609637,
6176133
],
[
-51354,
-29746,
-51354,
-7303242,
-2777000,
-7303242
],
[
101,
91,
111,
101,
91,
111
],
[
154,
161,
149,
154,
161,
149
],
[
52,
44,
63,
52,
44,
63
],
[
6524,
2942,
3582,
6524,
2942,
3582
],
[
130.579951,
130.579951,
157.579951,
130.579951,
130.579951,
157.579951
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-122269,
645773,
-287131,
-137173,
206372,
-78216
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6786,
"evaluation_days": 2262,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1566720000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759298107776,
"expiration_time": 1765139904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 94,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|