Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2229053.6103 | 2204778.7404 | 24274.8699 | 974345.4409 | 208546.3483 | 765799.0926 |
Total P&L (%) | 2229.0536 | 2204.7787 | 24.2749 | 974.3454 | 208.5463 | 765.7991 |
Avg Daily Profit (%) | 1.0699 | 1.0583 | 0.0117 | 0.114 | 0.0541 | 0.1037 |
Buy And Hold Return (%) | 981.6327 | 981.6327 | 981.6327 | 981.6327 | 981.6327 | 981.6327 |
Max Trade Drawdown | -112403 | -107865 | -46686 | -3973264 | -4921930 | -1294883 |
Profit Factor | 3.4299 | 4.1095 | 1.1165 | 1.0488 | 1.0131 | 1.1916 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 113 | 45 | 68 | 113 | 45 | 68 |
Losing Trades | 106 | 64 | 42 | 106 | 64 | 42 |
Profitability (%) | 51.5982 | 41.2844 | 61.8182 | 51.5982 | 41.2844 | 61.8182 |
Ratio Avg Win / Avg Loss | 3.2175 | 5.8446 | 0.6896 | 0.9839 | 1.4408 | 0.736 |
Largest Winning Trade | 1872259 | 1872259 | 11115 | 4602325 | 4602325 | 320695 |
Largest Losing Trade | -48618 | -48618 | -20068 | -1657965 | -1657965 | -386372 |
Avg Bars in Trades | 111 | 211 | 13 | 111 | 211 | 13 |
Avg Bars in Winners | 112 | 261 | 12 | 112 | 261 | 12 |
Avg Bars in Losers | 111 | 175 | 14 | 111 | 175 | 14 |
Bars Traded | 24512 | 23028 | 1484 | 24512 | 23028 | 1484 |
Profit Streak | 4.4706 | 0 | 25.3873 | 4.4706 | 0 | 25.3873 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592165 | 418678 | -434949 | -373038 | -496260 | -229347 |
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579802400000, "first_datapoint_time": 1580241600000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759871863948, "expiration_time": 1766347200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 26, "offset": 0, "std": 4.46704 } }, "second_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.98297 } } }
{ "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": [ [ 2229053.6103269467, 2204778.7404427854, 24274.869884162, 974345.4408674478, 208546.3482590627, 765799.0926083841 ], [ 2229.05361, 2204.77874, 24.27487, 974.345441, 208.546348, 765.799093 ], [ 1.069947, 1.058295, 0.011652, 0.114031, 0.054096, 0.103661 ], [ 981.632653, 981.632653, 981.632653, 981.632653, 981.632653, 981.632653 ], [ -112403, -107865, -46686, -3973264, -4921930, -1294883 ], [ 3.429941, 4.109506, 1.116547, 1.048826, 1.013069, 1.191553 ], [ 219, 109, 110, 219, 109, 110 ], [ 113, 45, 68, 113, 45, 68 ], [ 106, 64, 42, 106, 64, 42 ], [ 51.598174, 41.284404, 61.818182, 51.598174, 41.284404, 61.818182 ], [ 3.217466, 5.844631, 0.689632, 0.983854, 1.440809, 0.735959 ], [ 1872259, 1872259, 11115, 4602325, 4602325, 320695 ], [ -48618, -48618, -20068, -1657965, -1657965, -386372 ], [ 111, 211, 13, 111, 211, 13 ], [ 112, 261, 12, 112, 261, 12 ], [ 111, 175, 14, 111, 175, 14 ], [ 24512, 23028, 1484, 24512, 23028, 1484 ], [ 4.470647, 0, 25.387314, 4.470648, 0, 25.387314 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 592165, 418678, -434949, -373038, -496260, -229347 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579802400000, "first_datapoint_time": 1580241600000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759871863948, "expiration_time": 1766347200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 26, "offset": 0, "std": 4.46704 } }, "second_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.98297 } } }
# | 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) |
---|