| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1925348.7323 | -89423.5542 | -1835925.178 | 26564.7936 | -38676325.4534 | 38702890.247 |
| Total P&L (%) | -1925.3487 | -89.4236 | -1835.9252 | 26.5648 | -38676.3255 | 38702.8902 |
| Avg Daily Profit (%) | -0.8494 | -0.0395 | -0.81 | 0.0104 | 0 | 0.2633 |
| Buy And Hold Return (%) | 539.9636 | 539.9636 | 539.9636 | 539.9636 | 539.9636 | 539.9636 |
| Max Trade Drawdown | -1955291 | -235479 | -1874516 | -51922343 | -42196682 | -9729601 |
| Profit Factor | 0.2026 | 0.7569 | 0.103 | 1.0004 | 0.2487 | 3.4542 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 57 | 28 | 29 | 41 | 18 | 23 |
| Losing Trades | 28 | 14 | 14 | 44 | 24 | 20 |
| Profitability (%) | 67.0588 | 66.6667 | 67.4419 | 48.2353 | 42.8571 | 53.4884 |
| Ratio Avg Win / Avg Loss | 0.0995 | 0.3784 | 0.0497 | 1.0736 | 0.3316 | 3.0036 |
| Largest Winning Trade | 71142 | 71142 | 26947 | 40096785 | 2864172 | 40096785 |
| Largest Losing Trade | -1344404 | -62443 | -1344404 | -21446257 | -21446257 | -5225939 |
| Avg Bars in Trades | 74 | 81 | 68 | 74 | 81 | 68 |
| Avg Bars in Winners | 25 | 25 | 25 | 34 | 28 | 38 |
| Avg Bars in Losers | 174 | 191 | 157 | 112 | 120 | 102 |
| Bars Traded | 6348 | 3404 | 2945 | 6348 | 3404 | 2945 |
| Profit Streak | 85.1489 | 0 | 283.4822 | 85.1489 | 0 | 283.4822 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577503 | -578574 | -577497 | -564719 | -583512 | 599665 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6800,
"evaluation_days": 2266.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1569456000000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759692862892,
"expiration_time": 1765555200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 4,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 195,
"offset": 0
}
}
} {
"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": [
[
-1925348.732256229,
-89423.5542387896,
-1835925.178017439,
26564.7935985184,
-38676325.45342759,
38702890.2470261
],
[
-1925.348732,
-89.423554,
-1835.925178,
26.564794,
-38676.325453,
38702.890247
],
[
-0.849417,
-0.039452,
-0.809966,
0.010394,
0,
0.263335
],
[
539.963587,
539.963587,
539.963587,
539.963587,
539.963587,
539.963587
],
[
-1955291,
-235479,
-1874516,
-51922343,
-42196682,
-9729601
],
[
0.202629,
0.756867,
0.103037,
1.000395,
0.248728,
3.454178
],
[
85,
42,
43,
85,
42,
43
],
[
57,
28,
29,
41,
18,
23
],
[
28,
14,
14,
44,
24,
20
],
[
67.058824,
66.666667,
67.44186,
48.235294,
42.857143,
53.488372
],
[
0.099537,
0.378434,
0.049742,
1.073595,
0.331637,
3.003633
],
[
71142,
71142,
26947,
40096785,
2864172,
40096785
],
[
-1344404,
-62443,
-1344404,
-21446257,
-21446257,
-5225939
],
[
74,
81,
68,
74,
81,
68
],
[
25,
25,
25,
34,
28,
38
],
[
174,
191,
157,
112,
120,
102
],
[
6348,
3404,
2945,
6348,
3404,
2945
],
[
85.148876,
0,
283.482209,
85.148876,
0,
283.482209
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577503,
-578574,
-577497,
-564719,
-583512,
599665
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6800,
"evaluation_days": 2266.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1569456000000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759692862892,
"expiration_time": 1765555200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 4,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 195,
"offset": 0
}
}
}
| # | 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) |
|---|