Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308896.357 | 1392391.8456 | -83495.4886 | -7002.3993 | 54011.3386 | -61013.7378 |
Total P&L (%) | 1308.8964 | 1392.3918 | -83.4955 | -7.0024 | 54.0113 | -61.0137 |
Avg Daily Profit (%) | 0.5767 | 0.6135 | -0.0368 | -0.0032 | 0.019 | -0.0415 |
Buy And Hold Return (%) | 548.0627 | 548.0627 | 548.0627 | 548.0627 | 548.0627 | 548.0627 |
Max Trade Drawdown | -164085 | -93512 | -222877 | -112462 | -83002 | -137163 |
Profit Factor | 2.2843 | 3.8855 | 0.8444 | 0.9904 | 1.1551 | 0.8401 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 53.2934 | 48.8095 | 57.8313 | 53.2934 | 48.8095 | 57.8313 |
Ratio Avg Win / Avg Loss | 2.002 | 4.0751 | 0.6157 | 0.868 | 1.2115 | 0.6125 |
Largest Winning Trade | 1160977 | 1160977 | 49990 | 122450 | 122450 | 53172 |
Largest Losing Trade | -54592 | -54592 | -52976 | -47533 | -31097 | -47533 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 33 | 26 | 38 | 33 | 26 | 38 |
Avg Bars in Losers | 17 | 20 | 15 | 17 | 20 | 15 |
Bars Traded | 4325 | 1954 | 2371 | 4325 | 1954 | 2371 |
Profit Streak | 0 | 0 | 58.9711 | 0 | 0 | 58.9711 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463873 | 522568 | -578362 | -579198 | -383620 | -578362 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4539, "evaluation_days": 2269.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569542400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759965501312, "expiration_time": 1765807344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } }, "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": [ [ 1308896.3569636468, 1392391.845571599, -83495.4886079517, -7002.399255912, 54011.3385518032, -61013.7378077151 ], [ 1308.896357, 1392.391846, -83.495489, -7.002399, 54.011339, -61.013738 ], [ 0.576733, 0.613524, -0.03679, -0.003199, 0.01903, -0.041497 ], [ 548.062731, 548.062731, 548.062731, 548.062731, 548.062731, 548.062731 ], [ -164085, -93512, -222877, -112462, -83002, -137163 ], [ 2.284322, 3.885529, 0.844396, 0.990403, 1.15512, 0.840055 ], [ 167, 84, 83, 167, 84, 83 ], [ 89, 41, 48, 89, 41, 48 ], [ 78, 43, 35, 78, 43, 35 ], [ 53.293413, 48.809524, 57.831325, 53.293413, 48.809524, 57.831325 ], [ 2.00199, 4.075067, 0.615706, 0.867994, 1.211467, 0.61254 ], [ 1160977, 1160977, 49990, 122450, 122450, 53172 ], [ -54592, -54592, -52976, -47533, -31097, -47533 ], [ 25, 23, 28, 25, 23, 28 ], [ 33, 26, 38, 33, 26, 38 ], [ 17, 20, 15, 17, 20, 15 ], [ 4325, 1954, 2371, 4325, 1954, 2371 ], [ 0, 0, 58.97108, 0, 0, 58.97108 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 463873, 522568, -578362, -579198, -383620, -578362 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4539, "evaluation_days": 2269.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569542400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759965501312, "expiration_time": 1765807344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } }, "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) |
---|