Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900304.6441 | 744317.8948 | 155986.7494 | 11852120.036 | 1786409.0401 | 10065710.9958 |
Total P&L (%) | 900.3046 | 744.3179 | 155.9867 | 11852.12 | 1786.409 | 10065.711 |
Avg Daily Profit (%) | 0.3993 | 0.3301 | 0.0692 | 0.2124 | 0.1304 | 0.2052 |
Buy And Hold Return (%) | 273.6 | 273.6 | 273.6 | 273.6 | 273.6 | 273.6 |
Max Trade Drawdown | -101594 | -73280 | -176413 | -20093412 | -15904799 | -11392371 |
Profit Factor | 2.0316 | 3.2759 | 1.2858 | 1.2157 | 1.0619 | 1.3855 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 64.6341 | 63.4146 | 65.8537 | 64.6341 | 63.4146 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.1116 | 1.8899 | 0.6667 | 0.6652 | 0.6127 | 0.7184 |
Largest Winning Trade | 127227 | 127227 | 46405 | 7670213 | 7670213 | 3932003 |
Largest Losing Trade | -55342 | -46252 | -55342 | -7584740 | -5280525 | -7584740 |
Avg Bars in Trades | 78 | 57 | 99 | 78 | 57 | 99 |
Avg Bars in Winners | 72 | 50 | 93 | 72 | 50 | 93 |
Avg Bars in Losers | 88 | 68 | 110 | 88 | 68 | 110 |
Bars Traded | 12848 | 4705 | 8143 | 12848 | 4705 | 8143 |
Profit Streak | 50.3093 | 0 | 310.476 | 50.3093 | 0 | 310.476 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466524 | 346003 | -268752 | 337187 | -175395 | 226242 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566907200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758857127055, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 98, "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": [ [ 900304.6441325429, 744317.8947790777, 155986.7493534649, 11852120.03596408, 1786409.0401236962, 10065710.995840393 ], [ 900.304644, 744.317895, 155.986749, 11852.120036, 1786.40904, 10065.710996 ], [ 0.399278, 0.330099, 0.069179, 0.21237, 0.13035, 0.205175 ], [ 273.6, 273.6, 273.6, 273.6, 273.6, 273.6 ], [ -101594, -73280, -176413, -20093412, -15904799, -11392371 ], [ 2.031566, 3.275903, 1.285841, 1.215701, 1.061948, 1.385519 ], [ 164, 82, 82, 164, 82, 82 ], [ 106, 52, 54, 106, 52, 54 ], [ 58, 30, 28, 58, 30, 28 ], [ 64.634146, 63.414634, 65.853659, 64.634146, 63.414634, 65.853659 ], [ 1.111612, 1.889944, 0.666732, 0.665195, 0.612662, 0.718417 ], [ 127227, 127227, 46405, 7670213, 7670213, 3932003 ], [ -55342, -46252, -55342, -7584740, -5280525, -7584740 ], [ 78, 57, 99, 78, 57, 99 ], [ 72, 50, 93, 72, 50, 93 ], [ 88, 68, 110, 88, 68, 110 ], [ 12848, 4705, 8143, 12848, 4705, 8143 ], [ 50.309341, 0, 310.476008, 50.309341, 0, 310.476008 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466524, 346003, -268752, 337187, -175395, 226242 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566907200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758857127055, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 98, "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) |
---|