| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1301869.106 | 107875.2879 | -1409744.3939 | 3194391.0032 | -40452945.8563 | 43647336.8594 |
| Total P&L (%) | -1301.8691 | 107.8753 | -1409.7444 | 3194.391 | -40452.9459 | 43647.3369 |
| Avg Daily Profit (%) | -0.5755 | 0.0477 | -0.6231 | 0.1546 | 0 | 0.2692 |
| Buy And Hold Return (%) | 433.6969 | 433.6969 | 433.6969 | 433.6969 | 433.6969 | 433.6969 |
| Max Trade Drawdown | -1580264 | -147809 | -1553882 | -61759281 | -53485700 | -15441071 |
| Profit Factor | 0.3262 | 1.4498 | 0.1669 | 1.0349 | 0.4363 | 3.2144 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 46 | 22 | 24 | 38 | 16 | 22 |
| Losing Trades | 17 | 9 | 8 | 25 | 15 | 10 |
| Profitability (%) | 73.0159 | 70.9677 | 75 | 60.3175 | 51.6129 | 68.75 |
| Ratio Avg Win / Avg Loss | 0.1205 | 0.5931 | 0.0556 | 0.6809 | 0.409 | 1.4611 |
| Largest Winning Trade | 104060 | 104060 | 46285 | 34909835 | 13481144 | 34909835 |
| Largest Losing Trade | -1162054 | -55790 | -1162054 | -35255031 | -35255031 | -7110061 |
| Avg Bars in Trades | 96 | 106 | 87 | 96 | 106 | 87 |
| Avg Bars in Winners | 37 | 35 | 38 | 49 | 35 | 60 |
| Avg Bars in Losers | 257 | 278 | 233 | 167 | 182 | 145 |
| Bars Traded | 6081 | 3295 | 2786 | 6081 | 3295 | 2786 |
| Profit Streak | 77.799 | 77.799 | 273.4656 | 77.799 | 77.799 | 273.4656 |
| Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -727329 | -292032 | -576131 | -324326 | -579644 | 629921 |
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6787,
"evaluation_days": 2262.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1570550400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759317031057,
"expiration_time": 1765169568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 233,
"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": [
[
-1301869.1060495467,
107875.2878752355,
-1409744.3939247825,
3194391.003160551,
-40452945.85626666,
43647336.85942721
],
[
-1301.869106,
107.875288,
-1409.744394,
3194.391003,
-40452.945856,
43647.336859
],
[
-0.575455,
0.047683,
-0.623138,
0.154598,
0,
0.269156
],
[
433.696922,
433.696922,
433.696922,
433.696922,
433.696922,
433.696922
],
[
-1580264,
-147809,
-1553882,
-61759281,
-53485700,
-15441071
],
[
0.326172,
1.449756,
0.166914,
1.034923,
0.436271,
3.214387
],
[
63,
31,
32,
63,
31,
32
],
[
46,
22,
24,
38,
16,
22
],
[
17,
9,
8,
25,
15,
10
],
[
73.015873,
70.967742,
75,
60.31746,
51.612903,
68.75
],
[
0.120542,
0.593082,
0.055638,
0.68087,
0.409004,
1.461085
],
[
104060,
104060,
46285,
34909835,
13481144,
34909835
],
[
-1162054,
-55790,
-1162054,
-35255031,
-35255031,
-7110061
],
[
96,
106,
87,
96,
106,
87
],
[
37,
35,
38,
49,
35,
60
],
[
257,
278,
233,
167,
182,
145
],
[
6081,
3295,
2786,
6081,
3295,
2786
],
[
77.79897,
77.79897,
273.465637,
77.798971,
77.798971,
273.465637
],
[
5,
2,
7,
5,
2,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-727329,
-292032,
-576131,
-324326,
-579644,
629921
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6787,
"evaluation_days": 2262.33,
"actual_first_datapoint_time": 1563868800000,
"first_datapoint_time": 1570550400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759317031057,
"expiration_time": 1765169568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 233,
"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) |
|---|