Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241893.3125 | 1256555.2367 | -14661.9241 | 292752.1572 | 230097.4857 | 62654.6715 |
Total P&L (%) | 1241.8933 | 1256.5552 | -14.6619 | 292.7522 | 230.0975 | 62.6547 |
Avg Daily Profit (%) | 0.5495 | 0.556 | -0.0065 | 0.0606 | 0.0529 | 0.0215 |
Buy And Hold Return (%) | 203.7694 | 203.7694 | 203.7694 | 203.7694 | 203.7694 | 203.7694 |
Max Trade Drawdown | -175617 | -62853 | -201211 | -549828 | -373180 | -267110 |
Profit Factor | 2.5606 | 4.7103 | 0.9679 | 1.1579 | 1.2673 | 1.0631 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 46.4516 | 43.5897 | 49.3506 | 46.4516 | 43.5897 | 49.3506 |
Ratio Avg Win / Avg Loss | 2.9518 | 6.0957 | 0.9934 | 1.3348 | 1.6401 | 1.0911 |
Largest Winning Trade | 844464 | 844464 | 48845 | 259538 | 259538 | 164366 |
Largest Losing Trade | -63832 | -31906 | -63832 | -230151 | -230151 | -136087 |
Avg Bars in Trades | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Winners | 42 | 40 | 43 | 42 | 40 | 43 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 4325 | 1976 | 2349 | 4325 | 1976 | 2349 |
Profit Streak | 0 | 0 | 11.4278 | 0 | 0 | 11.4278 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540490 | -18565 | -622355 | -189101 | -283591 | -522584 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4520, "evaluation_days": 2260, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566259200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759140965724, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 55 } }, "second_band": { "type": "linreg", "factors": { "length": 38, "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": [ [ 1241893.3125386508, 1256555.2366800033, -14661.9241413527, 292752.1571940453, 230097.4856723438, 62654.6715217016 ], [ 1241.893313, 1256.555237, -14.661924, 292.752157, 230.097486, 62.654672 ], [ 0.54951, 0.555998, -0.006488, 0.06055, 0.052855, 0.021527 ], [ 203.769401, 203.769401, 203.769401, 203.769401, 203.769401, 203.769401 ], [ -175617, -62853, -201211, -549828, -373180, -267110 ], [ 2.560632, 4.710321, 0.967924, 1.157918, 1.26732, 1.063092 ], [ 155, 78, 77, 155, 78, 77 ], [ 72, 34, 38, 72, 34, 38 ], [ 83, 44, 39, 83, 44, 39 ], [ 46.451613, 43.589744, 49.350649, 46.451613, 43.589744, 49.350649 ], [ 2.95184, 6.095709, 0.993396, 1.334822, 1.640061, 1.091068 ], [ 844464, 844464, 48845, 259538, 259538, 164366 ], [ -63832, -31906, -63832, -230151, -230151, -136087 ], [ 27, 25, 30, 27, 25, 30 ], [ 42, 40, 43, 42, 40, 43 ], [ 15, 13, 17, 15, 13, 17 ], [ 4325, 1976, 2349, 4325, 1976, 2349 ], [ 0, 0, 11.427844, 0, 0, 11.427844 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 540490, -18565, -622355, -189101, -283591, -522584 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4520, "evaluation_days": 2260, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566259200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759140965724, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 55 } }, "second_band": { "type": "linreg", "factors": { "length": 38, "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) |
---|