Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1196815.6737 | 136278.1938 | -1333093.8675 | 34946638.0237 | -19489132.8322 | 54435770.8559 |
Total P&L (%) | -1196.8157 | 136.2782 | -1333.0939 | 34946.638 | -19489.1328 | 54435.7709 |
Avg Daily Profit (%) | -0.5306 | 0.0604 | -0.591 | 0.2601 | 0 | 0.2798 |
Buy And Hold Return (%) | 506.2311 | 506.2311 | 506.2311 | 506.2311 | 506.2311 | 506.2311 |
Max Trade Drawdown | -1442688 | -73318 | -1513477 | -33727571 | -36044042 | -18886925 |
Profit Factor | 0.3806 | 1.5307 | 0.2043 | 1.3074 | 0.7706 | 2.8939 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 123 | 61 | 62 | 105 | 50 | 55 |
Losing Trades | 22 | 11 | 11 | 40 | 22 | 18 |
Profitability (%) | 84.8276 | 84.7222 | 84.9315 | 72.4138 | 69.4444 | 75.3425 |
Ratio Avg Win / Avg Loss | 0.0681 | 0.276 | 0.0362 | 0.4981 | 0.3391 | 0.9471 |
Largest Winning Trade | 25739 | 22035 | 25739 | 13233202 | 5618583 | 13233202 |
Largest Losing Trade | -1214494 | -40839 | -1214494 | -20506993 | -20506993 | -13685287 |
Avg Bars in Trades | 27 | 32 | 23 | 27 | 32 | 23 |
Avg Bars in Winners | 8 | 9 | 8 | 11 | 9 | 12 |
Avg Bars in Losers | 133 | 161 | 104 | 71 | 85 | 54 |
Bars Traded | 4022 | 2343 | 1679 | 4022 | 2343 | 1679 |
Profit Streak | 73.5467 | 73.5467 | 279.5467 | 73.5467 | 73.5467 | 279.5467 |
Trades During Streak | 9 | 4 | 13 | 9 | 4 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573854 | -351605 | -646260 | 439432 | -656013 | -55098 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571616000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758805635532, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 180, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -1196815.673720971, 136278.1938076234, -1333093.8675285948, 34946638.02368071, -19489132.832209088, 54435770.85588975 ], [ -1196.815674, 136.278194, -1333.093868, 34946.638024, -19489.132832, 54435.770856 ], [ -0.530621, 0.06042, -0.591041, 0.260114, 0, 0.279772 ], [ 506.231069, 506.231069, 506.231069, 506.231069, 506.231069, 506.231069 ], [ -1442688, -73318, -1513477, -33727571, -36044042, -18886925 ], [ 0.380588, 1.530667, 0.204301, 1.307388, 0.770572, 2.893914 ], [ 145, 72, 73, 145, 72, 73 ], [ 123, 61, 62, 105, 50, 55 ], [ 22, 11, 11, 40, 22, 18 ], [ 84.827586, 84.722222, 84.931507, 72.413793, 69.444444, 75.342466 ], [ 0.068073, 0.276022, 0.036247, 0.498053, 0.339052, 0.947099 ], [ 25739, 22035, 25739, 13233202, 5618583, 13233202 ], [ -1214494, -40839, -1214494, -20506993, -20506993, -13685287 ], [ 27, 32, 23, 27, 32, 23 ], [ 8, 9, 8, 11, 9, 12 ], [ 133, 161, 104, 71, 85, 54 ], [ 4022, 2343, 1679, 4022, 2343, 1679 ], [ 73.546707, 73.546707, 279.546707, 73.546708, 73.546708, 279.546708 ], [ 9, 4, 13, 9, 4, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573854, -351605, -646260, 439432, -656013, -55098 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571616000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758805635532, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 180, "offset": 0, "scalar": 1 } } }
# | 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) |
---|