Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1384020.3942 | 1385791.8671 | -1771.4729 | 1045954.3864 | 913068.7736 | 132885.6128 |
Total P&L (%) | 1384.0204 | 1385.7919 | -1.7715 | 1045.9544 | 913.0688 | 132.8856 |
Avg Daily Profit (%) | 0.6134 | 0.6142 | -0.0008 | 0.1081 | 0.1027 | 0.0375 |
Buy And Hold Return (%) | 428.3465 | 428.3465 | 428.3465 | 428.3465 | 428.3465 | 428.3465 |
Max Trade Drawdown | -91840 | -57512 | -117577 | -950062 | -641002 | -620363 |
Profit Factor | 3.7161 | 6.1876 | 0.9927 | 1.2388 | 1.3898 | 1.0652 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 31.6456 | 30 | 33.3333 | 31.6456 | 30 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.0267 | 14.4376 | 1.9854 | 2.6757 | 3.2429 | 2.1304 |
Largest Winning Trade | 1082483 | 1082483 | 53522 | 1296525 | 1296525 | 619928 |
Largest Losing Trade | -28488 | -28488 | -26577 | -317558 | -218541 | -317558 |
Avg Bars in Trades | 77 | 65 | 89 | 77 | 65 | 89 |
Avg Bars in Winners | 166 | 144 | 186 | 166 | 144 | 186 |
Avg Bars in Losers | 36 | 31 | 41 | 36 | 31 | 41 |
Bars Traded | 6103 | 2618 | 3485 | 6103 | 2618 | 3485 |
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 | -22896 | 340358 | -584461 | -89732 | -67502 | -462780 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1570608000000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758816276396, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 7, "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": [ [ 1384020.3942215417, 1385791.8671483994, -1771.4729268573, 1045954.3863920083, 913068.773574184, 132885.6128178242 ], [ 1384.020394, 1385.791867, -1.771473, 1045.954386, 913.068774, 132.885613 ], [ 0.613394, 0.61418, -0.000785, 0.108146, 0.102678, 0.037474 ], [ 428.346457, 428.346457, 428.346457, 428.346457, 428.346457, 428.346457 ], [ -91840, -57512, -117577, -950062, -641002, -620363 ], [ 3.716061, 6.18755, 0.992693, 1.238766, 1.3898, 1.065196 ], [ 79, 40, 39, 79, 40, 39 ], [ 25, 12, 13, 25, 12, 13 ], [ 54, 28, 26, 54, 28, 26 ], [ 31.64557, 30, 33.333333, 31.64557, 30, 33.333333 ], [ 8.026691, 14.437616, 1.985386, 2.675735, 3.242867, 2.130391 ], [ 1082483, 1082483, 53522, 1296525, 1296525, 619928 ], [ -28488, -28488, -26577, -317558, -218541, -317558 ], [ 77, 65, 89, 77, 65, 89 ], [ 166, 144, 186, 166, 144, 186 ], [ 36, 31, 41, 36, 31, 41 ], [ 6103, 2618, 3485, 6103, 2618, 3485 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -22896, 340358, -584461, -89732, -67502, -462780 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1570608000000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758816276396, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 7, "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) |
---|