Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1364075.3603 | 1188978.0295 | 175097.3308 | 26415599.1177 | 20646464.4474 | 5769134.6703 |
Total P&L (%) | 1364.0754 | 1188.978 | 175.0973 | 26415.5991 | 20646.4644 | 5769.1347 |
Avg Daily Profit (%) | 0.6016 | 0.5244 | 0.0772 | 0.2464 | 0.2356 | 0.1798 |
Buy And Hold Return (%) | 211.7647 | 211.7647 | 211.7647 | 211.7647 | 211.7647 | 211.7647 |
Max Trade Drawdown | -85230 | -69498 | -105098 | -27802281 | -22495588 | -23047775 |
Profit Factor | 2.4876 | 3.6844 | 1.3694 | 1.1868 | 1.2747 | 1.087 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 45.5621 | 41.1765 | 50 | 45.5621 | 41.1765 | 50 |
Ratio Avg Win / Avg Loss | 2.9722 | 5.2635 | 1.3694 | 1.4179 | 1.821 | 1.087 |
Largest Winning Trade | 583923 | 583923 | 51790 | 26340985 | 26340985 | 9883322 |
Largest Losing Trade | -39275 | -31666 | -39275 | -13427937 | -13427937 | -8966652 |
Avg Bars in Trades | 38 | 30 | 45 | 38 | 30 | 45 |
Avg Bars in Winners | 58 | 42 | 71 | 58 | 42 | 71 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 6435 | 2607 | 3828 | 6435 | 2607 | 3828 |
Profit Streak | 0 | 0 | 19.0667 | 0 | 0 | 19.0667 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539952 | 466520 | -254878 | -7503 | 202463 | -116690 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6802, "evaluation_days": 2267.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1565913600000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759772159254, "expiration_time": 1765614528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 59, "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": [ [ 1364075.3602670776, 1188978.0294593233, 175097.3308077538, 26415599.11773348, 20646464.447391734, 5769134.670341742 ], [ 1364.07536, 1188.978029, 175.097331, 26415.599118, 20646.464447, 5769.13467 ], [ 0.601622, 0.524396, 0.077226, 0.246422, 0.235574, 0.179769 ], [ 211.764706, 211.764706, 211.764706, 211.764706, 211.764706, 211.764706 ], [ -85230, -69498, -105098, -27802281, -22495588, -23047775 ], [ 2.487593, 3.684423, 1.369364, 1.186754, 1.274691, 1.087038 ], [ 169, 85, 84, 169, 85, 84 ], [ 77, 35, 42, 77, 35, 42 ], [ 92, 50, 42, 92, 50, 42 ], [ 45.56213, 41.176471, 50, 45.56213, 41.176471, 50 ], [ 2.972189, 5.263462, 1.369364, 1.41794, 1.820987, 1.087038 ], [ 583923, 583923, 51790, 26340985, 26340985, 9883322 ], [ -39275, -31666, -39275, -13427937, -13427937, -8966652 ], [ 38, 30, 45, 38, 30, 45 ], [ 58, 42, 71, 58, 42, 71 ], [ 21, 22, 19, 21, 22, 19 ], [ 6435, 2607, 3828, 6435, 2607, 3828 ], [ 0, 0, 19.066658, 0, 0, 19.066658 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 539952, 466520, -254878, -7503, 202463, -116690 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6802, "evaluation_days": 2267.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1565913600000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759772159254, "expiration_time": 1765614528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 59, "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) |
---|