Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1488401.6825 | 1446107.1816 | 42294.5008 | 1589928.0113 | 747528.2423 | 842399.7689 |
Total P&L (%) | 1488.4017 | 1446.1072 | 42.2945 | 1589.928 | 747.5282 | 842.3998 |
Avg Daily Profit (%) | 0.6599 | 0.6411 | 0.0188 | 0.1254 | 0.0948 | 0.0995 |
Buy And Hold Return (%) | 525.1673 | 525.1673 | 525.1673 | 525.1673 | 525.1673 | 525.1673 |
Max Trade Drawdown | -106603 | -65757 | -139167 | -1927243 | -989479 | -937764 |
Profit Factor | 2.9915 | 5.0257 | 1.109 | 1.2349 | 1.2305 | 1.2389 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 49.6183 | 45.4545 | 53.8462 | 49.6183 | 45.4545 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.0375 | 6.0308 | 0.9505 | 1.2539 | 1.4767 | 1.0619 |
Largest Winning Trade | 1049426 | 1049426 | 53957 | 1041099 | 788019 | 1041099 |
Largest Losing Trade | -52976 | -46390 | -52976 | -612338 | -298636 | -612338 |
Avg Bars in Trades | 32 | 30 | 35 | 32 | 30 | 35 |
Avg Bars in Winners | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 4311 | 2009 | 2302 | 4311 | 2009 | 2302 |
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 | 526402 | -109933 | -567103 | -28353 | -226609 | -200713 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569585600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758805639741, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 2.28719 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1488401.6824800484, 1446107.1816405826, 42294.5008394661, 1589928.0112679773, 747528.2423305606, 842399.768937418 ], [ 1488.401682, 1446.107182, 42.294501, 1589.928011, 747.528242, 842.399769 ], [ 0.659899, 0.641147, 0.018752, 0.125429, 0.094798, 0.099507 ], [ 525.167336, 525.167336, 525.167336, 525.167336, 525.167336, 525.167336 ], [ -106603, -65757, -139167, -1927243, -989479, -937764 ], [ 2.991463, 5.0257, 1.108958, 1.234877, 1.230544, 1.238862 ], [ 131, 66, 65, 131, 66, 65 ], [ 65, 30, 35, 65, 30, 35 ], [ 66, 36, 30, 66, 36, 30 ], [ 49.618321, 45.454545, 53.846154, 49.618321, 45.454545, 53.846154 ], [ 3.037486, 6.03084, 0.950536, 1.253875, 1.476652, 1.061881 ], [ 1049426, 1049426, 53957, 1041099, 788019, 1041099 ], [ -52976, -46390, -52976, -612338, -298636, -612338 ], [ 32, 30, 35, 32, 30, 35 ], [ 44, 41, 47, 44, 41, 47 ], [ 21, 21, 21, 21, 21, 21 ], [ 4311, 2009, 2302, 4311, 2009, 2302 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 526402, -109933, -567103, -28353, -226609, -200713 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569585600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758805639741, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 2.28719 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|