| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2005118.1673 | 1903122.1384 | 101996.0289 | 7839389.5506 | 2963852.2346 | 4875537.316 |
| Total P&L (%) | 2005.1182 | 1903.1221 | 101.996 | 7839.3896 | 2963.8522 | 4875.5373 |
| Avg Daily Profit (%) | 0.8858 | 0.8407 | 0.0451 | 0.1934 | 0.1513 | 0.1728 |
| Buy And Hold Return (%) | 295.2778 | 295.2778 | 295.2778 | 295.2778 | 295.2778 | 295.2778 |
| Max Trade Drawdown | -95682 | -50647 | -117000 | -1797603 | -1847233 | -2058622 |
| Profit Factor | 4.7951 | 9.3907 | 1.3383 | 1.7526 | 1.6034 | 1.8858 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Profitability (%) | 45.7143 | 47.1698 | 44.2308 | 45.7143 | 47.1698 | 44.2308 |
| Ratio Avg Win / Avg Loss | 5.6942 | 10.5176 | 1.6874 | 2.0812 | 1.7958 | 2.3777 |
| Largest Winning Trade | 1478627 | 1478627 | 62383 | 2846241 | 1628744 | 2846241 |
| Largest Losing Trade | -41368 | -41368 | -39440 | -1008705 | -880938 | -1008705 |
| Avg Bars in Trades | 60 | 55 | 65 | 60 | 55 | 65 |
| Avg Bars in Winners | 103 | 88 | 120 | 103 | 88 | 120 |
| Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
| Bars Traded | 6349 | 2936 | 3413 | 6349 | 2936 | 3413 |
| 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 | 696895 | -159796 | -479376 | 357014 | -170499 | -170914 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6791,
"evaluation_days": 2263.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1566950400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759447841945,
"expiration_time": 1765288224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 5,
"offset": 103
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 51,
"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": [
[
2005118.167329019,
1903122.1384439596,
101996.0288850589,
7839389.550576727,
2963852.2346085208,
4875537.315968202
],
[
2005.118167,
1903.122138,
101.996029,
7839.389551,
2963.852235,
4875.537316
],
[
0.885782,
0.840724,
0.045058,
0.193432,
0.151296,
0.17275
],
[
295.277778,
295.277778,
295.277778,
295.277778,
295.277778,
295.277778
],
[
-95682,
-50647,
-117000,
-1797603,
-1847233,
-2058622
],
[
4.7951,
9.390671,
1.338262,
1.752606,
1.603395,
1.885757
],
[
105,
53,
52,
105,
53,
52
],
[
48,
25,
23,
48,
25,
23
],
[
57,
28,
29,
57,
28,
29
],
[
45.714286,
47.169811,
44.230769,
45.714286,
47.169811,
44.230769
],
[
5.694181,
10.517551,
1.687373,
2.081219,
1.795803,
2.377694
],
[
1478627,
1478627,
62383,
2846241,
1628744,
2846241
],
[
-41368,
-41368,
-39440,
-1008705,
-880938,
-1008705
],
[
60,
55,
65,
60,
55,
65
],
[
103,
88,
120,
103,
88,
120
],
[
24,
26,
22,
24,
26,
22
],
[
6349,
2936,
3413,
6349,
2936,
3413
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
696895,
-159796,
-479376,
357014,
-170499,
-170914
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6791,
"evaluation_days": 2263.67,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1566950400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759447841945,
"expiration_time": 1765288224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 5,
"offset": 103
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 51,
"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) |
|---|