| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1206212.601 | -12263.5046 | -1193949.0964 | 218397.8117 | -11245279.7803 | 11463677.592 |
| Total P&L (%) | -1206.2126 | -12.2635 | -1193.9491 | 218.3978 | -11245.2798 | 11463.6776 |
| Avg Daily Profit (%) | -0.5334 | -0.0054 | -0.5279 | 0.0512 | 0 | 0.2103 |
| Buy And Hold Return (%) | 346.7158 | 346.7158 | 346.7158 | 346.7158 | 346.7158 | 346.7158 |
| Max Trade Drawdown | -1271875 | -179598 | -1255816 | -16458957 | -14363775 | -2146971 |
| Profit Factor | 0.3078 | 0.9637 | 0.1499 | 1.0097 | 0.3717 | 3.4349 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 54 | 25 | 29 | 40 | 16 | 24 |
| Losing Trades | 27 | 15 | 12 | 41 | 24 | 17 |
| Profitability (%) | 66.6667 | 62.5 | 70.7317 | 49.3827 | 40 | 58.5366 |
| Ratio Avg Win / Avg Loss | 0.1539 | 0.5782 | 0.062 | 1.0349 | 0.5575 | 2.433 |
| Largest Winning Trade | 64787 | 64787 | 18866 | 11704931 | 4012061 | 11704931 |
| Largest Losing Trade | -825933 | -63235 | -825933 | -6936512 | -6936512 | -1362956 |
| Avg Bars in Trades | 52 | 58 | 46 | 52 | 58 | 46 |
| Avg Bars in Winners | 20 | 17 | 22 | 26 | 19 | 31 |
| Avg Bars in Losers | 115 | 124 | 104 | 76 | 84 | 66 |
| Bars Traded | 4225 | 2322 | 1903 | 4225 | 2322 | 1903 |
| Profit Streak | 80.6876 | 0 | 283.1876 | 80.6876 | 0 | 283.1876 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -594059 | -579129 | -577086 | -516145 | -584638 | 605011 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4523,
"evaluation_days": 2261.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1568894400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759249808911,
"expiration_time": 1765095408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 34,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 117,
"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": [
[
-1206212.6010212144,
-12263.5046399199,
-1193949.0963812945,
218397.8116613912,
-11245279.780322934,
11463677.591984322
],
[
-1206.212601,
-12.263505,
-1193.949096,
218.397812,
-11245.27978,
11463.677592
],
[
-0.533368,
-0.005423,
-0.527946,
0.051224,
0,
0.210278
],
[
346.715818,
346.715818,
346.715818,
346.715818,
346.715818,
346.715818
],
[
-1271875,
-179598,
-1255816,
-16458957,
-14363775,
-2146971
],
[
0.307829,
0.96374,
0.149873,
1.009661,
0.371671,
3.434867
],
[
81,
40,
41,
81,
40,
41
],
[
54,
25,
29,
40,
16,
24
],
[
27,
15,
12,
41,
24,
17
],
[
66.666667,
62.5,
70.731707,
49.382716,
40,
58.536585
],
[
0.153915,
0.578244,
0.062017,
1.034903,
0.557507,
2.433031
],
[
64787,
64787,
18866,
11704931,
4012061,
11704931
],
[
-825933,
-63235,
-825933,
-6936512,
-6936512,
-1362956
],
[
52,
58,
46,
52,
58,
46
],
[
20,
17,
22,
26,
19,
31
],
[
115,
124,
104,
76,
84,
66
],
[
4225,
2322,
1903,
4225,
2322,
1903
],
[
80.687603,
0,
283.187603,
80.687603,
0,
283.187603
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-594059,
-579129,
-577086,
-516145,
-584638,
605011
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4523,
"evaluation_days": 2261.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1568894400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759249808911,
"expiration_time": 1765095408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 34,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 117,
"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) |
|---|