Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1543159.5688 | 147029.5979 | -1690189.1667 | -810057.3005 | -6353487.3595 | 5543430.059 |
Total P&L (%) | -1543.1596 | 147.0296 | -1690.1892 | -810.0573 | -6353.4874 | 5543.4301 |
Avg Daily Profit (%) | -0.6839 | 0.0652 | -0.7491 | 0 | 0 | 0.1789 |
Buy And Hold Return (%) | 319.5061 | 319.5061 | 319.5061 | 319.5061 | 319.5061 | 319.5061 |
Max Trade Drawdown | -1662396 | -120127 | -1778615 | -15170229 | -11033577 | -5419195 |
Profit Factor | 0.3788 | 1.3164 | 0.163 | 0.9693 | 0.6424 | 1.6404 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 61 | 28 | 33 | 45 | 21 | 24 |
Losing Trades | 32 | 18 | 14 | 48 | 25 | 23 |
Profitability (%) | 65.5914 | 60.8696 | 70.2128 | 48.3871 | 45.6522 | 51.0638 |
Ratio Avg Win / Avg Loss | 0.1987 | 0.8463 | 0.0692 | 1.034 | 0.7647 | 1.5721 |
Largest Winning Trade | 134116 | 134116 | 36101 | 4132953 | 2959987 | 4132953 |
Largest Losing Trade | -1439632 | -49805 | -1439632 | -5831239 | -5831239 | -3759479 |
Avg Bars in Trades | 68 | 86 | 50 | 68 | 86 | 50 |
Avg Bars in Winners | 38 | 49 | 28 | 56 | 77 | 38 |
Avg Bars in Losers | 124 | 143 | 100 | 79 | 94 | 62 |
Bars Traded | 6344 | 3979 | 2365 | 6344 | 3979 | 2365 |
Profit Streak | 74.7354 | 0 | 279.7354 | 0 | 154.0688 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577673 | -271699 | -576727 | -579490 | -581819 | 402581 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567728000000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821941849, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 55, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 135, "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": [ [ -1543159.5687588865, 147029.5979173117, -1690189.166676198, -810057.300510441, -6353487.359531134, 5543430.059020696 ], [ -1543.159569, 147.029598, -1690.189167, -810.057301, -6353.48736, 5543.430059 ], [ -0.683925, 0.065163, -0.749088, 0, 0, 0.178905 ], [ 319.506096, 319.506096, 319.506096, 319.506096, 319.506096, 319.506096 ], [ -1662396, -120127, -1778615, -15170229, -11033577, -5419195 ], [ 0.378779, 1.316425, 0.163031, 0.969341, 0.642377, 1.640434 ], [ 93, 46, 47, 93, 46, 47 ], [ 61, 28, 33, 45, 21, 24 ], [ 32, 18, 14, 48, 25, 23 ], [ 65.591398, 60.869565, 70.212766, 48.387097, 45.652174, 51.06383 ], [ 0.198704, 0.846273, 0.069164, 1.033964, 0.764735, 1.572083 ], [ 134116, 134116, 36101, 4132953, 2959987, 4132953 ], [ -1439632, -49805, -1439632, -5831239, -5831239, -3759479 ], [ 68, 86, 50, 68, 86, 50 ], [ 38, 49, 28, 56, 77, 38 ], [ 124, 143, 100, 79, 94, 62 ], [ 6344, 3979, 2365, 6344, 3979, 2365 ], [ 74.735438, 0, 279.735438, 0, 154.068771, 0 ], [ 1, 0, 3, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577673, -271699, -576727, -579490, -581819, 402581 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567728000000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821941849, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 55, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 135, "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) |
---|