| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1690772.2869 | -49144.0217 | -1641628.2652 | 362701.1967 | -8809660.6071 | 9172361.8038 |
| Total P&L (%) | -1690.7723 | -49.144 | -1641.6283 | 362.7012 | -8809.6606 | 9172.3618 |
| Avg Daily Profit (%) | -0.7496 | -0.0218 | -0.7278 | 0.0679 | 0 | 0.201 |
| Buy And Hold Return (%) | 137.0558 | 137.0558 | 137.0558 | 137.0558 | 137.0558 | 137.0558 |
| Max Trade Drawdown | -1824326 | -121585 | -1734576 | -8968539 | -9067920 | -2632237 |
| Profit Factor | 0.2116 | 0.8377 | 0.1086 | 1.021 | 0.3133 | 3.0666 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 33 | 17 | 16 | 37 | 18 | 19 |
| Losing Trades | 30 | 14 | 16 | 26 | 13 | 13 |
| Profitability (%) | 52.381 | 54.8387 | 50 | 58.7302 | 58.0645 | 59.375 |
| Ratio Avg Win / Avg Loss | 0.1924 | 0.6899 | 0.1086 | 0.7175 | 0.2263 | 2.0982 |
| Largest Winning Trade | 48070 | 48070 | 30971 | 9117877 | 2402369 | 9117877 |
| Largest Losing Trade | -1272872 | -60247 | -1272872 | -5505152 | -5505152 | -1302175 |
| Avg Bars in Trades | 68 | 75 | 61 | 68 | 75 | 61 |
| Avg Bars in Winners | 48 | 49 | 45 | 53 | 50 | 55 |
| Avg Bars in Losers | 90 | 105 | 76 | 88 | 108 | 69 |
| Bars Traded | 4284 | 2326 | 1958 | 4284 | 2326 | 1958 |
| 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 | -731469 | -580190 | -580810 | -454600 | -579772 | 543167 |
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1564790400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871901997,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 237,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
-1690772.2869273666,
-49144.0216781045,
-1641628.2652492623,
362701.1967117423,
-8809660.607125284,
9172361.803837024
],
[
-1690.772287,
-49.144022,
-1641.628265,
362.701197,
-8809.660607,
9172.361804
],
[
-0.749622,
-0.021789,
-0.727833,
0.067942,
0,
0.201027
],
[
137.055838,
137.055838,
137.055838,
137.055838,
137.055838,
137.055838
],
[
-1824326,
-121585,
-1734576,
-8968539,
-9067920,
-2632237
],
[
0.211587,
0.837702,
0.108647,
1.021004,
0.313339,
3.066577
],
[
63,
31,
32,
63,
31,
32
],
[
33,
17,
16,
37,
18,
19
],
[
30,
14,
16,
26,
13,
13
],
[
52.380952,
54.83871,
50,
58.730159,
58.064516,
59.375
],
[
0.192352,
0.689872,
0.108647,
0.717462,
0.226301,
2.098184
],
[
48070,
48070,
30971,
9117877,
2402369,
9117877
],
[
-1272872,
-60247,
-1272872,
-5505152,
-5505152,
-1302175
],
[
68,
75,
61,
68,
75,
61
],
[
48,
49,
45,
53,
50,
55
],
[
90,
105,
76,
88,
108,
69
],
[
4284,
2326,
1958,
4284,
2326,
1958
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-731469,
-580190,
-580810,
-454600,
-579772,
543167
]
]
}
{
"trading_pair": "ANKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4511,
"evaluation_days": 2255.5,
"actual_first_datapoint_time": 1563883200000,
"first_datapoint_time": 1564790400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871901997,
"expiration_time": 1764561456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 237,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|