Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1516342.34 | 1529653.492 | -13311.152 | -1007957.361 | -98924.1041 | -909033.2569 |
Total P&L (%) | 1516.3423 | 1529.6535 | -13.3112 | -1007.9574 | -98.9241 | -909.0333 |
Avg Daily Profit (%) | 0.6678 | 0.6737 | -0.0059 | 0 | -0.1994 | 0 |
Buy And Hold Return (%) | 515.3153 | 515.3153 | 515.3153 | 515.3153 | 515.3153 | 515.3153 |
Max Trade Drawdown | -174024 | -82773 | -206504 | -1191237 | -463950 | -884874 |
Profit Factor | 3.1034 | 5.3627 | 0.9641 | 0.6089 | 0.925 | 0.2778 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 55 | 26 | 29 | 46 | 28 | 18 |
Losing Trades | 48 | 26 | 22 | 57 | 24 | 33 |
Profitability (%) | 53.3981 | 50 | 56.8627 | 44.6602 | 53.8462 | 35.2941 |
Ratio Avg Win / Avg Loss | 2.7084 | 5.3627 | 0.7314 | 0.7545 | 0.7928 | 0.5093 |
Largest Winning Trade | 1338979 | 1338979 | 39780 | 426264 | 426264 | 76258 |
Largest Losing Trade | -124172 | -38092 | -124172 | -318466 | -243527 | -318466 |
Avg Bars in Trades | 41 | 43 | 38 | 41 | 43 | 38 |
Avg Bars in Winners | 48 | 44 | 52 | 32 | 41 | 20 |
Avg Bars in Losers | 32 | 43 | 19 | 47 | 47 | 48 |
Bars Traded | 4233 | 2283 | 1950 | 4233 | 2283 | 1950 |
Profit Streak | 0 | 0 | 24.2 | 1.7 | 22.2 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558662 | -163047 | -758914 | -584921 | -759290 | -766552 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4541, "evaluation_days": 2270.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1573560000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760028482515, "expiration_time": 1765896336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 225, "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": [ [ 1516342.3399848968, 1529653.4920215975, -13311.1520367004, -1007957.3609805775, -98924.1040729818, -909033.2569075959 ], [ 1516.34234, 1529.653492, -13.311152, -1007.957361, -98.924104, -909.033257 ], [ 0.667845, 0.673708, -0.005863, 0, -0.199405, 0 ], [ 515.315315, 515.315315, 515.315315, 515.315315, 515.315315, 515.315315 ], [ -174024, -82773, -206504, -1191237, -463950, -884874 ], [ 3.103373, 5.362723, 0.964052, 0.60886, 0.924957, 0.277822 ], [ 103, 52, 51, 103, 52, 51 ], [ 55, 26, 29, 46, 28, 18 ], [ 48, 26, 22, 57, 24, 33 ], [ 53.398058, 50, 56.862745, 44.660194, 53.846154, 35.294118 ], [ 2.708398, 5.362723, 0.73135, 0.754457, 0.79282, 0.50934 ], [ 1338979, 1338979, 39780, 426264, 426264, 76258 ], [ -124172, -38092, -124172, -318466, -243527, -318466 ], [ 41, 43, 38, 41, 43, 38 ], [ 48, 44, 52, 32, 41, 20 ], [ 32, 43, 19, 47, 47, 48 ], [ 4233, 2283, 1950, 4233, 2283, 1950 ], [ 0, 0, 24.200029, 1.700029, 22.200029, 0 ], [ 0, 0, 2, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 558662, -163047, -758914, -584921, -759290, -766552 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4541, "evaluation_days": 2270.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1573560000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760028482515, "expiration_time": 1765896336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 225, "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) |
---|