Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1309156.9343 | 103687.6378 | -1412844.5721 | 11299539.0576 | -67585355.8268 | 78884894.8844 |
Total P&L (%) | -1309.1569 | 103.6876 | -1412.8446 | 11299.5391 | -67585.3558 | 78884.8949 |
Avg Daily Profit (%) | -0.5772 | 0.0457 | -0.6229 | 0.209 | 0 | 0.2946 |
Buy And Hold Return (%) | 317.9104 | 317.9104 | 317.9104 | 317.9104 | 317.9104 | 317.9104 |
Max Trade Drawdown | -1462034 | -103081 | -1523713 | -109013730 | -99336159 | -46179691 |
Profit Factor | 0.3753 | 1.3476 | 0.214 | 1.0462 | 0.5921 | 1.9995 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 205 | 103 | 102 | 171 | 84 | 87 |
Losing Trades | 34 | 16 | 18 | 68 | 35 | 33 |
Profitability (%) | 85.7741 | 86.5546 | 85 | 71.5481 | 70.5882 | 72.5 |
Ratio Avg Win / Avg Loss | 0.0622 | 0.2093 | 0.0378 | 0.416 | 0.2467 | 0.7584 |
Largest Winning Trade | 19531 | 19531 | 16369 | 53834039 | 9533998 | 53834039 |
Largest Losing Trade | -1164306 | -53245 | -1164306 | -50881107 | -50881107 | -25126094 |
Avg Bars in Trades | 34 | 40 | 28 | 34 | 40 | 28 |
Avg Bars in Winners | 11 | 12 | 9 | 14 | 14 | 14 |
Avg Bars in Losers | 173 | 219 | 132 | 84 | 102 | 65 |
Bars Traded | 8193 | 4798 | 3395 | 8193 | 4798 | 3395 |
Profit Streak | 58.1831 | 87.6831 | 58.1831 | 58.1831 | 87.6831 | 58.1831 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573229 | -292822 | -574685 | -157651 | -576810 | 522048 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9073, "evaluation_days": 2268.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759854218877, "expiration_time": 1765717704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 147, "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": [ [ -1309156.9343399438, 103687.6377760006, -1412844.572115944, 11299539.057635387, -67585355.82680741, 78884894.88444279 ], [ -1309.156934, 103.687638, -1412.844572, 11299.539058, -67585.355827, 78884.894884 ], [ -0.577166, 0.045713, -0.622879, 0.20902, 0, 0.294574 ], [ 317.910448, 317.910448, 317.910448, 317.910448, 317.910448, 317.910448 ], [ -1462034, -103081, -1523713, -109013730, -99336159, -46179691 ], [ 0.375323, 1.34764, 0.213983, 1.046195, 0.592076, 1.999491 ], [ 239, 119, 120, 239, 119, 120 ], [ 205, 103, 102, 171, 84, 87 ], [ 34, 16, 18, 68, 35, 33 ], [ 85.774059, 86.554622, 85, 71.548117, 70.588235, 72.5 ], [ 0.062249, 0.209342, 0.037762, 0.416031, 0.246698, 0.758427 ], [ 19531, 19531, 16369, 53834039, 9533998, 53834039 ], [ -1164306, -53245, -1164306, -50881107, -50881107, -25126094 ], [ 34, 40, 28, 34, 40, 28 ], [ 11, 12, 9, 14, 14, 14 ], [ 173, 219, 132, 84, 102, 65 ], [ 8193, 4798, 3395, 8193, 4798, 3395 ], [ 58.183089, 87.683089, 58.183089, 58.183089, 87.683089, 58.183089 ], [ 6, 7, 3, 6, 7, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573229, -292822, -574685, -157651, -576810, 522048 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9073, "evaluation_days": 2268.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759854218877, "expiration_time": 1765717704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 147, "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) |
---|