Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1832252.7559 | 1919186.8238 | -86934.0679 | 8131.5528 | 334415.2549 | -326283.702 |
Total P&L (%) | 1832.2528 | 1919.1868 | -86.9341 | 8.1316 | 334.4153 | -326.2837 |
Avg Daily Profit (%) | 0.8797 | 0.9215 | -0.0417 | 0.0038 | 0.0705 | 0 |
Buy And Hold Return (%) | 761.6697 | 761.6697 | 761.6697 | 761.6697 | 761.6697 | 761.6697 |
Max Trade Drawdown | -117699 | -95329 | -161491 | -852763 | -716545 | -529730 |
Profit Factor | 3.0544 | 5.3813 | 0.8084 | 1.0027 | 1.2104 | 0.7638 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 35.5769 | 28.8462 | 42.3077 | 35.5769 | 28.8462 | 42.3077 |
Ratio Avg Win / Avg Loss | 5.5309 | 13.2738 | 1.1024 | 1.8158 | 2.9857 | 1.0415 |
Largest Winning Trade | 1791592 | 1791592 | 47130 | 894637 | 894637 | 281731 |
Largest Losing Trade | -67796 | -36062 | -67796 | -231282 | -231282 | -181890 |
Avg Bars in Trades | 234 | 235 | 233 | 234 | 235 | 233 |
Avg Bars in Winners | 418 | 500 | 362 | 418 | 500 | 362 |
Avg Bars in Losers | 132 | 127 | 139 | 132 | 127 | 139 |
Bars Traded | 24396 | 12240 | 12156 | 24396 | 12240 | 12156 |
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 | 343903 | -175388 | -762158 | -575315 | -457068 | -762158 |
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579644000000, "first_datapoint_time": 1581393600000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759662925323, "expiration_time": 1766136585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 244, "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": [ [ 1832252.7559150746, 1919186.823831404, -86934.0679163291, 8131.55282958, 334415.2548611412, -326283.7020315613 ], [ 1832.252756, 1919.186824, -86.934068, 8.131553, 334.415255, -326.283702 ], [ 0.879728, 0.921468, -0.04174, 0.003754, 0.070548, 0 ], [ 761.669714, 761.669714, 761.669714, 761.669714, 761.669714, 761.669714 ], [ -117699, -95329, -161491, -852763, -716545, -529730 ], [ 3.054389, 5.38128, 0.808443, 1.002738, 1.210439, 0.76378 ], [ 104, 52, 52, 104, 52, 52 ], [ 37, 15, 22, 37, 15, 22 ], [ 67, 37, 30, 67, 37, 30 ], [ 35.576923, 28.846154, 42.307692, 35.576923, 28.846154, 42.307692 ], [ 5.530921, 13.273824, 1.102423, 1.815768, 2.985749, 1.041518 ], [ 1791592, 1791592, 47130, 894637, 894637, 281731 ], [ -67796, -36062, -67796, -231282, -231282, -181890 ], [ 234, 235, 233, 234, 235, 233 ], [ 418, 500, 362, 418, 500, 362 ], [ 132, 127, 139, 132, 127, 139 ], [ 24396, 12240, 12156, 24396, 12240, 12156 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343903, -175388, -762158, -575315, -457068, -762158 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579644000000, "first_datapoint_time": 1581393600000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759662925323, "expiration_time": 1766136585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 244, "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) |
---|