Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1981675.0355 | 1856273.6572 | 125401.3783 | 11077803.5228 | 5306795.5648 | 5771007.958 |
Total P&L (%) | 1981.675 | 1856.2737 | 125.4014 | 11077.8035 | 5306.7956 | 5771.008 |
Avg Daily Profit (%) | 0.8768 | 0.8214 | 0.0555 | 0.2089 | 0.1767 | 0.1804 |
Buy And Hold Return (%) | 338.6808 | 338.6808 | 338.6808 | 338.6808 | 338.6808 | 338.6808 |
Max Trade Drawdown | -77678 | -47684 | -71406 | -8474546 | -5131484 | -7121762 |
Profit Factor | 4.7224 | 7.457 | 1.5121 | 1.3105 | 1.2751 | 1.352 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 57.3034 | 53.3333 | 61.3636 | 57.3034 | 53.3333 | 61.3636 |
Ratio Avg Win / Avg Loss | 3.5187 | 6.5249 | 0.9521 | 0.9764 | 1.1157 | 0.8513 |
Largest Winning Trade | 1337487 | 1337487 | 62955 | 5191477 | 5191477 | 3215408 |
Largest Losing Trade | -43747 | -40848 | -43747 | -4965030 | -2904087 | -4965030 |
Avg Bars in Trades | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Winners | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Losers | 38 | 36 | 42 | 38 | 36 | 42 |
Bars Traded | 4284 | 2157 | 2127 | 4284 | 2157 | 2127 |
Profit Streak | 43.4266 | 43.4266 | 69.4266 | 43.4266 | 43.4266 | 69.4266 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 800270 | 783039 | -282798 | 315596 | 317580 | 313008 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4520, "evaluation_days": 2260, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568764800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759140855946, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 114, "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": [ [ 1981675.0355129032, 1856273.657220424, 125401.3782924784, 11077803.522816522, 5306795.564783944, 5771007.958032583 ], [ 1981.675036, 1856.273657, 125.401378, 11077.803523, 5306.795565, 5771.007958 ], [ 0.876847, 0.82136, 0.055487, 0.208913, 0.176715, 0.180367 ], [ 338.680756, 338.680756, 338.680756, 338.680756, 338.680756, 338.680756 ], [ -77678, -47684, -71406, -8474546, -5131484, -7121762 ], [ 4.722406, 7.456981, 1.512092, 1.310455, 1.275137, 1.352005 ], [ 89, 45, 44, 89, 45, 44 ], [ 51, 24, 27, 51, 24, 27 ], [ 38, 21, 17, 38, 21, 17 ], [ 57.303371, 53.333333, 61.363636, 57.303371, 53.333333, 61.363636 ], [ 3.518655, 6.524858, 0.952058, 0.976417, 1.115745, 0.851262 ], [ 1337487, 1337487, 62955, 5191477, 5191477, 3215408 ], [ -43747, -40848, -43747, -4965030, -2904087, -4965030 ], [ 48, 47, 48, 48, 47, 48 ], [ 55, 58, 52, 55, 58, 52 ], [ 38, 36, 42, 38, 36, 42 ], [ 4284, 2157, 2127, 4284, 2157, 2127 ], [ 43.426573, 43.426573, 69.426573, 43.426573, 43.426573, 69.426573 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 800270, 783039, -282798, 315596, 317580, 313008 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4520, "evaluation_days": 2260, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568764800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759140855946, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 114, "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) |
---|