Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9573190.1169 | 9681517.1332 | -108327.0163 | -30856.5654 | 396979.5019 | -427836.0673 |
Total P&L (%) | 9573.1901 | 9681.5171 | -108.327 | -30.8566 | 396.9795 | -427.8361 |
Avg Daily Profit (%) | 4.2422 | 4.2902 | -0.048 | -0.0164 | 0.0711 | 0 |
Buy And Hold Return (%) | 248.8 | 248.8 | 248.8 | 248.8 | 248.8 | 248.8 |
Max Trade Drawdown | -220656 | -178563 | -108871 | -1789414 | -1369264 | -462930 |
Profit Factor | 15.305 | 21.7462 | 0.4652 | 0.9877 | 1.2123 | 0.3245 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 34.375 | 31.25 | 37.5 | 34.375 | 31.25 | 37.5 |
Ratio Avg Win / Avg Loss | 29.2187 | 47.8416 | 0.7753 | 1.8856 | 2.6671 | 0.5409 |
Largest Winning Trade | 9913316 | 9913316 | 22130 | 1827539 | 1827539 | 51450 |
Largest Losing Trade | -54590 | -54590 | -37108 | -906329 | -906329 | -334221 |
Avg Bars in Trades | 102 | 194 | 11 | 102 | 194 | 11 |
Avg Bars in Winners | 186 | 389 | 17 | 186 | 389 | 17 |
Avg Bars in Losers | 58 | 105 | 7 | 58 | 105 | 7 |
Bars Traded | 6568 | 6212 | 356 | 6568 | 6212 | 356 |
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 | -125381 | 617327 | -585393 | -727854 | -114288 | -585393 |
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{ "first_band": { "type": "bbl", "factors": { "length": 106, "offset": 0, "std": 2.02134 } }, "second_band": { "type": "dema", "factors": { "length": 10, "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": [ [ 9573190.116866324, 9681517.1332083, -108327.0163419714, -30856.5654140759, 396979.5019198579, -427836.0673339333 ], [ 9573.190117, 9681.517133, -108.327016, -30.856565, 396.979502, -427.836067 ], [ 4.242175, 4.290179, -0.048003, -0.01635, 0.071076, 0 ], [ 248.8, 248.8, 248.8, 248.8, 248.8, 248.8 ], [ -220656, -178563, -108871, -1789414, -1369264, -462930 ], [ 15.305029, 21.746176, 0.465193, 0.987674, 1.212297, 0.32451 ], [ 64, 32, 32, 64, 32, 32 ], [ 22, 10, 12, 22, 10, 12 ], [ 42, 22, 20, 42, 22, 20 ], [ 34.375, 31.25, 37.5, 34.375, 31.25, 37.5 ], [ 29.218691, 47.841587, 0.775321, 1.885559, 2.667054, 0.54085 ], [ 9913316, 9913316, 22130, 1827539, 1827539, 51450 ], [ -54590, -54590, -37108, -906329, -906329, -334221 ], [ 102, 194, 11, 102, 194, 11 ], [ 186, 389, 17, 186, 389, 17 ], [ 58, 105, 7, 58, 105, 7 ], [ 6568, 6212, 356, 6568, 6212, 356 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125381, 617327, -585393, -727854, -114288, -585393 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6770, "evaluation_days": 2256.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1566892800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758849282896, "expiration_time": 1764665280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 106, "offset": 0, "std": 2.02134 } }, "second_band": { "type": "dema", "factors": { "length": 10, "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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