Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083903.8739 | 909043.4174 | 174860.4564 | 26274807.6046 | 7369768.4308 | 18905039.1738 |
Total P&L (%) | 1083.9039 | 909.0434 | 174.8605 | 26274.8076 | 7369.7684 | 18905.0392 |
Avg Daily Profit (%) | 0.4798 | 0.4024 | 0.0774 | 0.2471 | 0.1911 | 0.2325 |
Buy And Hold Return (%) | 251.5957 | 251.5957 | 251.5957 | 251.5957 | 251.5957 | 251.5957 |
Max Trade Drawdown | -92729 | -47922 | -196288 | -19205838 | -11431598 | -9102636 |
Profit Factor | 2.4753 | 4.1172 | 1.3946 | 1.7546 | 1.3832 | 2.2127 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 59.4406 | 59.7222 | 59.1549 | 59.4406 | 59.7222 | 59.1549 |
Ratio Avg Win / Avg Loss | 1.689 | 2.7767 | 0.963 | 1.1972 | 0.9329 | 1.5278 |
Largest Winning Trade | 231332 | 231332 | 61268 | 10248902 | 10248902 | 6968089 |
Largest Losing Trade | -50185 | -47634 | -50185 | -6618682 | -6618682 | -4597212 |
Avg Bars in Trades | 59 | 42 | 77 | 59 | 42 | 77 |
Avg Bars in Winners | 67 | 46 | 88 | 67 | 46 | 88 |
Avg Bars in Losers | 49 | 37 | 60 | 49 | 37 | 60 |
Bars Traded | 8553 | 3077 | 5476 | 8553 | 3077 | 5476 |
Profit Streak | 0 | 0 | 315.5949 | 0 | 0 | 315.5949 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532809 | -63571 | -340538 | 441279 | -71032 | -71621 |
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{ "first_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 136, "offset": 0 } } }
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{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9037, "evaluation_days": 2259.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566799200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759068996928, "expiration_time": 1764916776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 136, "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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