Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1946652.9586 | -19462.0572 | -1927190.9013 | -7318.3054 | -33311002.9526 | 33303684.6472 |
Total P&L (%) | -1946.653 | -19.4621 | -1927.1909 | -7.3183 | -33311.003 | 33303.6846 |
Avg Daily Profit (%) | -0.8584 | -0.0086 | -0.8498 | -0.0034 | 0 | 0.2566 |
Buy And Hold Return (%) | 267.0984 | 267.0984 | 267.0984 | 267.0984 | 267.0984 | 267.0984 |
Max Trade Drawdown | -1991056 | -173175 | -1969533 | -37264859 | -33534665 | -7329917 |
Profit Factor | 0.2756 | 0.954 | 0.1486 | 0.9999 | 0.3752 | 2.6608 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 129 | 66 | 63 | 103 | 51 | 52 |
Losing Trades | 62 | 29 | 33 | 88 | 44 | 44 |
Profitability (%) | 67.5393 | 69.4737 | 65.625 | 53.9267 | 53.6842 | 54.1667 |
Ratio Avg Win / Avg Loss | 0.1324 | 0.4192 | 0.0778 | 0.8543 | 0.3237 | 2.2515 |
Largest Winning Trade | 39868 | 39868 | 21744 | 32900652 | 3996140 | 32900652 |
Largest Losing Trade | -1567197 | -60921 | -1567197 | -20941039 | -20941039 | -4772486 |
Avg Bars in Trades | 45 | 49 | 40 | 45 | 49 | 40 |
Avg Bars in Winners | 19 | 22 | 16 | 24 | 23 | 24 |
Avg Bars in Losers | 98 | 110 | 88 | 69 | 79 | 60 |
Bars Traded | 8615 | 4686 | 3929 | 8615 | 4686 | 3929 |
Profit Streak | 33.5374 | 33.5374 | 165.5374 | 33.5374 | 33.5374 | 165.5374 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576056 | -577735 | -577332 | -577821 | -580059 | 550040 |
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{ "first_band": { "type": "ssf", "factors": { "length": 5, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 124, "poles": 3 } } }
{ "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": [ [ -1946652.9585603436, -19462.0572418322, -1927190.9013185105, -7318.3053732505, -33311002.95255146, 33303684.647178203 ], [ -1946.652959, -19.462057, -1927.190901, -7.318305, -33311.002953, 33303.684647 ], [ -0.858407, -0.008582, -0.849825, -0.003351, 0, 0.256585 ], [ 267.098446, 267.098446, 267.098446, 267.098446, 267.098446, 267.098446 ], [ -1991056, -173175, -1969533, -37264859, -33534665, -7329917 ], [ 0.27557, 0.954049, 0.14862, 0.9999, 0.375162, 2.660832 ], [ 191, 95, 96, 191, 95, 96 ], [ 129, 66, 63, 103, 51, 52 ], [ 62, 29, 33, 88, 44, 44 ], [ 67.539267, 69.473684, 65.625, 53.926702, 53.684211, 54.166667 ], [ 0.132445, 0.419204, 0.077849, 0.854284, 0.323669, 2.251473 ], [ 39868, 39868, 21744, 32900652, 3996140, 32900652 ], [ -1567197, -60921, -1567197, -20941039, -20941039, -4772486 ], [ 45, 49, 40, 45, 49, 40 ], [ 19, 22, 16, 24, 23, 24 ], [ 98, 110, 88, 69, 79, 60 ], [ 8615, 4686, 3929, 8615, 4686, 3929 ], [ 33.53743, 33.53743, 165.53743, 33.53743, 33.53743, 165.53743 ], [ 3, 1, 6, 3, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576056, -577735, -577332, -577821, -580059, 550040 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9071, "evaluation_days": 2267.75, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566561600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759798433947, "expiration_time": 1765673208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 5, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 124, "poles": 3 } } }
# | 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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