Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387498.7862 | 469988.1258 | -82489.3396 | -83198.8328 | 243509.0789 | -326707.9117 |
Total P&L (%) | 387.4988 | 469.9881 | -82.4893 | -83.1988 | 243.5091 | -326.7079 |
Avg Daily Profit (%) | 0.1713 | 0.2077 | -0.0365 | -0.0788 | 0.0546 | 0 |
Buy And Hold Return (%) | 143.9236 | 143.9236 | 143.9236 | 143.9236 | 143.9236 | 143.9236 |
Max Trade Drawdown | -259416 | -173542 | -287937 | -417821 | -121522 | -573950 |
Profit Factor | 1.1154 | 1.319 | 0.9562 | 0.968 | 1.2592 | 0.8028 |
Total Trades | 1343 | 672 | 671 | 1343 | 672 | 671 |
Winning Trades | 725 | 358 | 367 | 725 | 358 | 367 |
Losing Trades | 618 | 314 | 304 | 618 | 314 | 304 |
Profitability (%) | 53.9836 | 53.2738 | 54.6945 | 53.9836 | 53.2738 | 54.6945 |
Ratio Avg Win / Avg Loss | 0.9508 | 1.1569 | 0.7921 | 0.8251 | 1.1044 | 0.665 |
Largest Winning Trade | 57439 | 57439 | 38856 | 50623 | 34592 | 50623 |
Largest Losing Trade | -76700 | -35370 | -76700 | -227845 | -49797 | -227845 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 13493 | 6170 | 7322 | 13493 | 6170 | 7322 |
Profit Streak | 0 | 0 | 21.3521 | 0 | 0 | 21.3521 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83831 | 312096 | -575429 | -573315 | -125508 | -575429 |
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{ "first_band": { "type": "dcm", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 48, "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": [ [ 387498.7862031083, 469988.1257773294, -82489.3395742225, -83198.8327962327, 243509.0789355212, -326707.9117317532 ], [ 387.498786, 469.988126, -82.48934, -83.198833, 243.509079, -326.707912 ], [ 0.171283, 0.207745, -0.036462, -0.078813, 0.054562, 0 ], [ 143.923611, 143.923611, 143.923611, 143.923611, 143.923611, 143.923611 ], [ -259416, -173542, -287937, -417821, -121522, -573950 ], [ 1.115372, 1.319006, 0.956248, 0.967956, 1.259177, 0.802809 ], [ 1343, 672, 671, 1343, 672, 671 ], [ 725, 358, 367, 725, 358, 367 ], [ 618, 314, 304, 618, 314, 304 ], [ 53.983619, 53.27381, 54.694486, 53.983619, 53.27381, 54.694486 ], [ 0.950759, 1.156893, 0.792097, 0.825099, 1.104418, 0.664997 ], [ 57439, 57439, 38856, 50623, 34592, 50623 ], [ -76700, -35370, -76700, -227845, -49797, -227845 ], [ 10, 9, 10, 10, 9, 10 ], [ 9, 8, 9, 9, 8, 9 ], [ 11, 10, 12, 11, 10, 12 ], [ 13493, 6170, 7322, 13493, 6170, 7322 ], [ 0, 0, 21.352087, 0, 0, 21.352087 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -83831, 312096, -575429, -573315, -125508, -575429 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13574, "evaluation_days": 2262.33, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1564632000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759364820335, "expiration_time": 1765227168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 48, "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) |
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