Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1924827.4072 | 1997956.5097 | -73129.1025 | 48555.5464 | 1697100.1941 | -1648544.6477 |
Total P&L (%) | 1924.8274 | 1997.9565 | -73.1291 | 48.5555 | 1697.1002 | -1648.5446 |
Avg Daily Profit (%) | 0.8528 | 0.8852 | -0.0324 | 0.0175 | 0.1281 | 0 |
Buy And Hold Return (%) | 311.215 | 311.215 | 311.215 | 311.215 | 311.215 | 311.215 |
Max Trade Drawdown | -214785 | -147402 | -89171 | -6167100 | -4445241 | -1768447 |
Profit Factor | 2.8938 | 3.7127 | 0.7387 | 1.0049 | 1.2322 | 0.3892 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 32.4468 | 28.7234 | 36.1702 | 32.4468 | 28.7234 | 36.1702 |
Ratio Avg Win / Avg Loss | 6.0248 | 9.2131 | 1.3036 | 2.0921 | 3.0578 | 0.6869 |
Largest Winning Trade | 1217793 | 1217793 | 26843 | 5836396 | 5836396 | 227504 |
Largest Losing Trade | -50099 | -50099 | -22924 | -1549129 | -1549129 | -847427 |
Avg Bars in Trades | 34 | 64 | 5 | 34 | 64 | 5 |
Avg Bars in Winners | 63 | 133 | 8 | 63 | 133 | 8 |
Avg Bars in Losers | 21 | 36 | 3 | 21 | 36 | 3 |
Bars Traded | 6568 | 6047 | 521 | 6568 | 6047 | 521 |
Profit Streak | 0 | 0 | 21.6418 | 0 | 0 | 21.6418 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444661 | 215879 | -583964 | -555120 | -35583 | -585631 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6771, "evaluation_days": 2257, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567152000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758871454381, "expiration_time": 1764694944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 115, "offset": 0, "std": 2.0906 } }, "second_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 2.3348 } } }
{ "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": [ [ 1924827.4072176327, 1997956.5097199697, -73129.1025023338, 48555.5464332264, 1697100.1941342053, -1648544.647700979 ], [ 1924.827407, 1997.95651, -73.129103, 48.555546, 1697.100194, -1648.544648 ], [ 0.852826, 0.885227, -0.032401, 0.017538, 0.128073, 0 ], [ 311.214953, 311.214953, 311.214953, 311.214953, 311.214953, 311.214953 ], [ -214785, -147402, -89171, -6167100, -4445241, -1768447 ], [ 2.89381, 3.712746, 0.738705, 1.004852, 1.23224, 0.389225 ], [ 188, 94, 94, 188, 94, 94 ], [ 61, 27, 34, 61, 27, 34 ], [ 127, 67, 60, 127, 67, 60 ], [ 32.446809, 28.723404, 36.170213, 32.446809, 28.723404, 36.170213 ], [ 6.024817, 9.213111, 1.303597, 2.09207, 3.05778, 0.686867 ], [ 1217793, 1217793, 26843, 5836396, 5836396, 227504 ], [ -50099, -50099, -22924, -1549129, -1549129, -847427 ], [ 34, 64, 5, 34, 64, 5 ], [ 63, 133, 8, 63, 133, 8 ], [ 21, 36, 3, 21, 36, 3 ], [ 6568, 6047, 521, 6568, 6047, 521 ], [ 0, 0, 21.641833, 0, 0, 21.641833 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444661, 215879, -583964, -555120, -35583, -585631 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6771, "evaluation_days": 2257, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567152000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758871454381, "expiration_time": 1764694944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 115, "offset": 0, "std": 2.0906 } }, "second_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 2.3348 } } }
# | 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) |
---|