Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629305.9637 | 664926.8894 | -35620.9257 | -108466.8595 | 227004.74 | -335471.5995 |
Total P&L (%) | 629.306 | 664.9269 | -35.6209 | -108.4669 | 227.0047 | -335.4716 |
Avg Daily Profit (%) | 0.279 | 0.2948 | -0.0158 | 0 | 0.0525 | 0 |
Buy And Hold Return (%) | 74.0373 | 74.0373 | 74.0373 | 74.0373 | 74.0373 | 74.0373 |
Max Trade Drawdown | -181653 | -81874 | -162698 | -415561 | -151120 | -429297 |
Profit Factor | 1.6773 | 2.9401 | 0.9393 | 0.928 | 1.4289 | 0.6565 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 52 | 24 | 28 | 51 | 27 | 24 |
Losing Trades | 36 | 20 | 16 | 37 | 17 | 20 |
Profitability (%) | 59.0909 | 54.5455 | 63.6364 | 57.9545 | 61.3636 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1612 | 2.4501 | 0.5367 | 0.6732 | 0.8997 | 0.5471 |
Largest Winning Trade | 418162 | 418162 | 44278 | 161206 | 161206 | 60957 |
Largest Losing Trade | -106671 | -43936 | -106671 | -370398 | -125512 | -370398 |
Avg Bars in Trades | 50 | 51 | 50 | 50 | 51 | 50 |
Avg Bars in Winners | 50 | 52 | 49 | 50 | 52 | 48 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 49 | 52 |
Bars Traded | 4484 | 2262 | 2222 | 4484 | 2262 | 2222 |
Profit Streak | 0 | 0 | 145.1156 | 39.6156 | 66.1156 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438941 | 543966 | -577989 | -578964 | -124506 | -580130 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1563883200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758811588206, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.00516, "nc": 0.72871 } }, "second_band": { "type": "hlc3", "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": [ [ 629305.9636607963, 664926.889374964, -35620.9257141678, -108466.8594847547, 227004.7399874906, -335471.5994722453 ], [ 629.305964, 664.926889, -35.620926, -108.466859, 227.00474, -335.471599 ], [ 0.27901, 0.294802, -0.015793, 0, 0.052543, 0 ], [ 74.037267, 74.037267, 74.037267, 74.037267, 74.037267, 74.037267 ], [ -181653, -81874, -162698, -415561, -151120, -429297 ], [ 1.67731, 2.940134, 0.939255, 0.927969, 1.428863, 0.656465 ], [ 88, 44, 44, 88, 44, 44 ], [ 52, 24, 28, 51, 27, 24 ], [ 36, 20, 16, 37, 17, 20 ], [ 59.090909, 54.545455, 63.636364, 57.954545, 61.363636, 54.545455 ], [ 1.161214, 2.450112, 0.536717, 0.673233, 0.899655, 0.547054 ], [ 418162, 418162, 44278, 161206, 161206, 60957 ], [ -106671, -43936, -106671, -370398, -125512, -370398 ], [ 50, 51, 50, 50, 51, 50 ], [ 50, 52, 49, 50, 52, 48 ], [ 51, 50, 52, 51, 49, 52 ], [ 4484, 2262, 2222, 4484, 2262, 2222 ], [ 0, 0, 145.115604, 39.615604, 66.115604, 0 ], [ 0, 0, 2, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 438941, 543966, -577989, -578964, -124506, -580130 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1563883200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758811588206, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.00516, "nc": 0.72871 } }, "second_band": { "type": "hlc3", "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) |
---|