Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274293.403 | 1388720.2078 | -114426.8047 | -61924.0576 | -13830.826 | -48093.2315 |
Total P&L (%) | 1274.2934 | 1388.7202 | -114.4268 | -61.9241 | -13.8308 | -48.0932 |
Avg Daily Profit (%) | 0.5631 | 0.6137 | -0.0506 | -0.0427 | -0.0066 | -0.029 |
Buy And Hold Return (%) | 361.1093 | 361.1093 | 361.1093 | 361.1093 | 361.1093 | 361.1093 |
Max Trade Drawdown | -167543 | -65544 | -226528 | -121436 | -67977 | -69590 |
Profit Factor | 2.7494 | 5.5625 | 0.7302 | 0.7792 | 0.9009 | 0.6586 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 45.2632 | 41.6667 | 48.9362 | 45.2632 | 41.6667 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.3248 | 7.7874 | 0.7619 | 0.9423 | 1.2613 | 0.6872 |
Largest Winning Trade | 1207015 | 1207015 | 54460 | 40827 | 40827 | 14182 |
Largest Losing Trade | -86645 | -54592 | -86645 | -67160 | -67160 | -48401 |
Avg Bars in Trades | 43 | 33 | 53 | 43 | 33 | 53 |
Avg Bars in Winners | 61 | 52 | 69 | 61 | 52 | 69 |
Avg Bars in Losers | 27 | 19 | 37 | 27 | 19 | 37 |
Bars Traded | 4096 | 1598 | 2498 | 4096 | 1598 | 2498 |
Profit Streak | 0 | 0 | 48.5624 | 0 | 0 | 48.5624 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437674 | 513697 | -580121 | -582366 | -582263 | -580121 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4526, "evaluation_days": 2263, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567900800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759368587312, "expiration_time": 1765228896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1274293.4030242744, 1388720.2077672584, -114426.8047429841, -61924.05755791, -13830.8260235922, -48093.2315343179 ], [ 1274.293403, 1388.720208, -114.426805, -61.924058, -13.830826, -48.093232 ], [ 0.563099, 0.613663, -0.050564, -0.042659, -0.006578, -0.028972 ], [ 361.109288, 361.109288, 361.109288, 361.109288, 361.109288, 361.109288 ], [ -167543, -65544, -226528, -121436, -67977, -69590 ], [ 2.749369, 5.562454, 0.730157, 0.779207, 0.900931, 0.658561 ], [ 95, 48, 47, 95, 48, 47 ], [ 43, 20, 23, 43, 20, 23 ], [ 52, 28, 24, 52, 28, 24 ], [ 45.263158, 41.666667, 48.93617, 45.263158, 41.666667, 48.93617 ], [ 3.324818, 7.787435, 0.761903, 0.942297, 1.261303, 0.687194 ], [ 1207015, 1207015, 54460, 40827, 40827, 14182 ], [ -86645, -54592, -86645, -67160, -67160, -48401 ], [ 43, 33, 53, 43, 33, 53 ], [ 61, 52, 69, 61, 52, 69 ], [ 27, 19, 37, 27, 19, 37 ], [ 4096, 1598, 2498, 4096, 1598, 2498 ], [ 0, 0, 48.562353, 0, 0, 48.562353 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 437674, 513697, -580121, -582366, -582263, -580121 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4526, "evaluation_days": 2263, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567900800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759368587312, "expiration_time": 1765228896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|