Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1621087.5048 | 1752172.9547 | -131085.4499 | -80429.0847 | 278804.9407 | -359234.0254 |
Total P&L (%) | 1621.0875 | 1752.173 | -131.0855 | -80.4291 | 278.8049 | -359.234 |
Avg Daily Profit (%) | 0.7189 | 0.7771 | -0.0581 | -0.0723 | 0.0591 | 0 |
Buy And Hold Return (%) | 128.9216 | 128.9216 | 128.9216 | 128.9216 | 128.9216 | 128.9216 |
Max Trade Drawdown | -317503 | -232208 | -200038 | -834873 | -508640 | -378702 |
Profit Factor | 2.4697 | 3.2055 | 0.5752 | 0.9394 | 1.3173 | 0.2 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 38.3117 | 33.7662 | 42.8571 | 38.3117 | 33.7662 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.9766 | 6.2876 | 0.7669 | 1.5126 | 2.584 | 0.2667 |
Largest Winning Trade | 1647981 | 1647981 | 19003 | 796342 | 796342 | 32900 |
Largest Losing Trade | -48425 | -48425 | -22194 | -158885 | -158885 | -107282 |
Avg Bars in Trades | 85 | 153 | 17 | 85 | 153 | 17 |
Avg Bars in Winners | 109 | 226 | 17 | 109 | 226 | 17 |
Avg Bars in Losers | 70 | 116 | 18 | 70 | 116 | 18 |
Bars Traded | 13176 | 11804 | 1371 | 13176 | 11804 | 1371 |
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 | 483885 | -29174 | -625236 | -581738 | -166802 | -625236 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1564747200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758984109265, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 61, "offset": 0, "a": 0.73752 } }, "second_band": { "type": "bbu", "factors": { "length": 213, "offset": 0, "std": 2.45574 } } }
{ "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": [ [ 1621087.5047785167, 1752172.9546596126, -131085.4498810954, -80429.084670263, 278804.940724892, -359234.025395155 ], [ 1621.087505, 1752.172955, -131.08545, -80.429085, 278.804941, -359.234025 ], [ 0.71894, 0.777075, -0.058135, -0.072313, 0.059084, 0 ], [ 128.921569, 128.921569, 128.921569, 128.921569, 128.921569, 128.921569 ], [ -317503, -232208, -200038, -834873, -508640, -378702 ], [ 2.46967, 3.205452, 0.575163, 0.939417, 1.317348, 0.199994 ], [ 154, 77, 77, 154, 77, 77 ], [ 59, 26, 33, 59, 26, 33 ], [ 95, 51, 44, 95, 51, 44 ], [ 38.311688, 33.766234, 42.857143, 38.311688, 33.766234, 42.857143 ], [ 3.976587, 6.287617, 0.766884, 1.512621, 2.58403, 0.266658 ], [ 1647981, 1647981, 19003, 796342, 796342, 32900 ], [ -48425, -48425, -22194, -158885, -158885, -107282 ], [ 85, 153, 17, 85, 153, 17 ], [ 109, 226, 17, 109, 226, 17 ], [ 70, 116, 18, 70, 116, 18 ], [ 13176, 11804, 1371, 13176, 11804, 1371 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483885, -29174, -625236, -581738, -166802, -625236 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1564747200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758984109265, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 61, "offset": 0, "a": 0.73752 } }, "second_band": { "type": "bbu", "factors": { "length": 213, "offset": 0, "std": 2.45574 } } }
# | 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) |
---|