| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1308383.8105 | 51169.7216 | -1359553.5321 | 3473754.8799 | -22726833.007 | 26200587.8869 |
| Total P&L (%) | -1308.3838 | 51.1697 | -1359.5535 | 3473.7549 | -22726.833 | 26200.5879 |
| Avg Daily Profit (%) | -0.576 | 0.0225 | -0.5985 | 0.1576 | 0 | 0.2456 |
| Buy And Hold Return (%) | 535.6627 | 535.6627 | 535.6627 | 535.6627 | 535.6627 | 535.6627 |
| Max Trade Drawdown | -1485232 | -139164 | -1466977 | -34990413 | -33189509 | -7711447 |
| Profit Factor | 0.2997 | 1.1983 | 0.1558 | 1.0604 | 0.492 | 3.0449 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 70 | 34 | 36 | 58 | 27 | 31 |
| Losing Trades | 17 | 9 | 8 | 29 | 16 | 13 |
| Profitability (%) | 80.4598 | 79.0698 | 81.8182 | 66.6667 | 62.7907 | 70.4545 |
| Ratio Avg Win / Avg Loss | 0.0728 | 0.3172 | 0.0346 | 0.5302 | 0.2916 | 1.2769 |
| Largest Winning Trade | 36263 | 36263 | 29273 | 21513804 | 5331500 | 21513804 |
| Largest Losing Trade | -1081665 | -56198 | -1081665 | -18909507 | -18909507 | -3614588 |
| Avg Bars in Trades | 47 | 53 | 40 | 47 | 53 | 40 |
| Avg Bars in Winners | 19 | 19 | 19 | 22 | 18 | 26 |
| Avg Bars in Losers | 162 | 184 | 137 | 95 | 112 | 74 |
| Bars Traded | 4096 | 2303 | 1793 | 4096 | 2303 | 1793 |
| Profit Streak | 89.8366 | 89.8366 | 292.3366 | 89.8366 | 89.8366 | 292.3366 |
| Trades During Streak | 9 | 4 | 12 | 9 | 4 | 12 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574716 | -327395 | -575124 | -144182 | -577665 | 625426 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4543,
"evaluation_days": 2271.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1574121600000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760126680923,
"expiration_time": 1765985328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 220,
"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": [
[
-1308383.8105035606,
51169.7216116783,
-1359553.5321152392,
3473754.8799221152,
-22726833.006989878,
26200587.88691199
],
[
-1308.383811,
51.169722,
-1359.553532,
3473.75488,
-22726.833007,
26200.587887
],
[
-0.576,
0.022527,
-0.598527,
0.157562,
0,
0.245609
],
[
535.662651,
535.662651,
535.662651,
535.662651,
535.662651,
535.662651
],
[
-1485232,
-139164,
-1466977,
-34990413,
-33189509,
-7711447
],
[
0.299748,
1.198294,
0.155766,
1.060356,
0.492047,
3.044939
],
[
87,
43,
44,
87,
43,
44
],
[
70,
34,
36,
58,
27,
31
],
[
17,
9,
8,
29,
16,
13
],
[
80.45977,
79.069767,
81.818182,
66.666667,
62.790698,
70.454545
],
[
0.072796,
0.317196,
0.034615,
0.530178,
0.291583,
1.27691
],
[
36263,
36263,
29273,
21513804,
5331500,
21513804
],
[
-1081665,
-56198,
-1081665,
-18909507,
-18909507,
-3614588
],
[
47,
53,
40,
47,
53,
40
],
[
19,
19,
19,
22,
18,
26
],
[
162,
184,
137,
95,
112,
74
],
[
4096,
2303,
1793,
4096,
2303,
1793
],
[
89.836585,
89.836585,
292.336585,
89.836585,
89.836585,
292.336585
],
[
9,
4,
12,
9,
4,
12
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574716,
-327395,
-575124,
-144182,
-577665,
625426
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4543,
"evaluation_days": 2271.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1574121600000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760126680923,
"expiration_time": 1765985328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 220,
"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) |
|---|