Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1670183.6908 | 1783966.9134 | -113783.2226 | -56512.832 | 53087.5794 | -109600.4115 |
Total P&L (%) | 1670.1837 | 1783.9669 | -113.7832 | -56.5128 | 53.0876 | -109.6004 |
Avg Daily Profit (%) | 0.7392 | 0.7896 | -0.0504 | -0.0368 | 0.0189 | 0 |
Buy And Hold Return (%) | 380.7346 | 380.7346 | 380.7346 | 380.7346 | 380.7346 | 380.7346 |
Max Trade Drawdown | -376289 | -203285 | -248165 | -2198071 | -2074708 | -671554 |
Profit Factor | 3.435 | 5.9234 | 0.6483 | 0.982 | 1.0227 | 0.8636 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 48.1481 | 50 | 46.3415 | 48.1481 | 50 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.6992 | 5.9234 | 0.7507 | 1.0575 | 1.0227 | 0.9999 |
Largest Winning Trade | 1658909 | 1658909 | 36736 | 1984401 | 1984401 | 193809 |
Largest Losing Trade | -82250 | -61877 | -82250 | -961095 | -961095 | -462767 |
Avg Bars in Trades | 71 | 108 | 35 | 71 | 108 | 35 |
Avg Bars in Winners | 85 | 113 | 56 | 85 | 113 | 56 |
Avg Bars in Losers | 58 | 103 | 17 | 58 | 103 | 17 |
Bars Traded | 5800 | 4339 | 1462 | 5800 | 4339 | 1462 |
Profit Streak | 167.9702 | 175.9702 | 167.9702 | 167.9702 | 175.9702 | 167.9702 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 64063 | 767529 | -580810 | -594669 | -527597 | -580810 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6778, "evaluation_days": 2259.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1569196800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759072624002, "expiration_time": 1764902592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "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": [ [ 1670183.6908245063, 1783966.9134078324, -113783.2225833252, -56512.8320364378, 53087.5794146938, -109600.4114511312 ], [ 1670.183691, 1783.966913, -113.783223, -56.512832, 53.087579, -109.600411 ], [ 0.739238, 0.7896, -0.050361, -0.036849, 0.01885, 0 ], [ 380.734606, 380.734606, 380.734606, 380.734606, 380.734606, 380.734606 ], [ -376289, -203285, -248165, -2198071, -2074708, -671554 ], [ 3.435007, 5.923434, 0.648343, 0.982, 1.022724, 0.863568 ], [ 81, 40, 41, 81, 40, 41 ], [ 39, 20, 19, 39, 20, 19 ], [ 42, 20, 22, 42, 20, 22 ], [ 48.148148, 50, 46.341463, 48.148148, 50, 46.341463 ], [ 3.699238, 5.923434, 0.750713, 1.057538, 1.022724, 0.99992 ], [ 1658909, 1658909, 36736, 1984401, 1984401, 193809 ], [ -82250, -61877, -82250, -961095, -961095, -462767 ], [ 71, 108, 35, 71, 108, 35 ], [ 85, 113, 56, 85, 113, 56 ], [ 58, 103, 17, 58, 103, 17 ], [ 5800, 4339, 1462, 5800, 4339, 1462 ], [ 167.970185, 175.970185, 167.970185, 167.970185, 175.970185, 167.970185 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 64063, 767529, -580810, -594669, -527597, -580810 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6778, "evaluation_days": 2259.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1569196800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759072624002, "expiration_time": 1764902592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "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) |
---|