Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768045.883 | 860907.808 | -92861.925 | -1537178.5825 | -759548.7334 | -777629.8491 |
Total P&L (%) | 768.0459 | 860.9078 | -92.8619 | -1537.1786 | -759.5487 | -777.6298 |
Avg Daily Profit (%) | 0.3397 | 0.3808 | -0.0411 | 0 | 0 | 0 |
Buy And Hold Return (%) | 184.6652 | 184.6652 | 184.6652 | 184.6652 | 184.6652 | 184.6652 |
Max Trade Drawdown | -275210 | -79510 | -336324 | -2330761 | -1744935 | -898747 |
Profit Factor | 1.7866 | 3.6021 | 0.8562 | 0.7714 | 0.7522 | 0.7874 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 59 | 30 | 29 | 70 | 39 | 31 |
Losing Trades | 72 | 36 | 36 | 61 | 27 | 34 |
Profitability (%) | 45.0382 | 45.4545 | 44.6154 | 53.4351 | 59.0909 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.1802 | 4.3225 | 1.0628 | 0.6722 | 0.5207 | 0.8637 |
Largest Winning Trade | 579468 | 579468 | 50125 | 688589 | 229884 | 688589 |
Largest Losing Trade | -187435 | -24377 | -187435 | -1083324 | -1083324 | -395131 |
Avg Bars in Trades | 99 | 61 | 137 | 99 | 61 | 137 |
Avg Bars in Winners | 146 | 81 | 212 | 68 | 45 | 96 |
Avg Bars in Losers | 61 | 44 | 77 | 134 | 84 | 175 |
Bars Traded | 13022 | 4062 | 8960 | 13022 | 4062 | 8960 |
Profit Streak | 0 | 0 | 144.6576 | 15.3242 | 62.9909 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322445 | -111507 | -711812 | -579402 | -702806 | -713355 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13566, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565956800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759261614486, "expiration_time": 1765108512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 99, "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": [ [ 768045.882960886, 860907.8079826287, -92861.9250217426, -1537178.5825283362, -759548.7334366395, -777629.8490916964 ], [ 768.045883, 860.907808, -92.861925, -1537.178583, -759.548733, -777.629849 ], [ 0.339693, 0.380764, -0.041071, 0, 0, 0 ], [ 184.665227, 184.665227, 184.665227, 184.665227, 184.665227, 184.665227 ], [ -275210, -79510, -336324, -2330761, -1744935, -898747 ], [ 1.786559, 3.602111, 0.856165, 0.771372, 0.752183, 0.787447 ], [ 131, 66, 65, 131, 66, 65 ], [ 59, 30, 29, 70, 39, 31 ], [ 72, 36, 36, 61, 27, 34 ], [ 45.038168, 45.454545, 44.615385, 53.435115, 59.090909, 47.692308 ], [ 2.180208, 4.322533, 1.062825, 0.672195, 0.520742, 0.863652 ], [ 579468, 579468, 50125, 688589, 229884, 688589 ], [ -187435, -24377, -187435, -1083324, -1083324, -395131 ], [ 99, 61, 137, 99, 61, 137 ], [ 146, 81, 212, 68, 45, 96 ], [ 61, 44, 77, 134, 84, 175 ], [ 13022, 4062, 8960, 13022, 4062, 8960 ], [ 0, 0, 144.657575, 15.324242, 62.990908, 0 ], [ 0, 0, 3, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322445, -111507, -711812, -579402, -702806, -713355 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13566, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565956800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759261614486, "expiration_time": 1765108512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 99, "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) |
---|