Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1752810.3118 | 1793741.9254 | -40931.6136 | 193724.083 | 1407781.6852 | -1214057.6021 |
Total P&L (%) | 1752.8103 | 1793.7419 | -40.9316 | 193.7241 | 1407.7817 | -1214.0576 |
Avg Daily Profit (%) | 0.7747 | 0.7928 | -0.0181 | 0.0476 | 0.12 | 0 |
Buy And Hold Return (%) | 213.9326 | 213.9326 | 213.9326 | 213.9326 | 213.9326 | 213.9326 |
Max Trade Drawdown | -141632 | -104910 | -164924 | -2380991 | -1470896 | -1616496 |
Profit Factor | 2.4948 | 4.0903 | 0.9309 | 1.0237 | 1.3612 | 0.7156 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 41.2698 | 37.8947 | 44.6809 | 41.2698 | 37.8947 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.5502 | 6.7036 | 1.1525 | 1.4568 | 2.2308 | 0.886 |
Largest Winning Trade | 1373776 | 1373776 | 47535 | 2390794 | 2390794 | 756551 |
Largest Losing Trade | -41727 | -35221 | -41727 | -963206 | -726973 | -963206 |
Avg Bars in Trades | 46 | 54 | 38 | 46 | 54 | 38 |
Avg Bars in Winners | 71 | 93 | 52 | 71 | 93 | 52 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 8774 | 5130 | 3644 | 8774 | 5130 | 3644 |
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 | 550783 | 548069 | -581483 | -491911 | -36118 | -583149 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9050, "evaluation_days": 2262.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566324000000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759365717262, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 1.95642 } } }
{ "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": [ [ 1752810.3118103205, 1793741.9254383931, -40931.6136280729, 193724.083034285, 1407781.685179154, -1214057.6021448697 ], [ 1752.810312, 1793.741925, -40.931614, 193.724083, 1407.781685, -1214.057602 ], [ 0.774723, 0.792814, -0.018091, 0.047634, 0.119993, 0 ], [ 213.932584, 213.932584, 213.932584, 213.932584, 213.932584, 213.932584 ], [ -141632, -104910, -164924, -2380991, -1470896, -1616496 ], [ 2.494769, 4.090304, 0.930881, 1.023721, 1.361165, 0.715607 ], [ 189, 95, 94, 189, 95, 94 ], [ 78, 36, 42, 78, 36, 42 ], [ 111, 59, 52, 111, 59, 52 ], [ 41.269841, 37.894737, 44.680851, 41.269841, 37.894737, 44.680851 ], [ 3.550249, 6.703554, 1.152519, 1.456833, 2.230799, 0.88599 ], [ 1373776, 1373776, 47535, 2390794, 2390794, 756551 ], [ -41727, -35221, -41727, -963206, -726973, -963206 ], [ 46, 54, 38, 46, 54, 38 ], [ 71, 93, 52, 71, 93, 52 ], [ 28, 29, 27, 28, 29, 27 ], [ 8774, 5130, 3644, 8774, 5130, 3644 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 550783, 548069, -581483, -491911, -36118, -583149 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9050, "evaluation_days": 2262.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566324000000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759365717262, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 1.95642 } } }
# | 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) |
---|