Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1625509.0572 | 1629469.5876 | -3960.5304 | 470453.3547 | -968108.337 | 1438561.6917 |
Total P&L (%) | 1625.5091 | 1629.4696 | -3.9605 | 470.4534 | -968.1083 | 1438.5617 |
Avg Daily Profit (%) | 0.7802 | 0.7821 | -0.0019 | 0.0836 | 0 | 0.1313 |
Buy And Hold Return (%) | 784.2365 | 784.2365 | 784.2365 | 784.2365 | 784.2365 | 784.2365 |
Max Trade Drawdown | -167097 | -150128 | -92940 | -12644176 | -11401091 | -2910549 |
Profit Factor | 2.77 | 3.7339 | 0.9877 | 1.0145 | 0.9594 | 1.1663 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 40.884 | 38.8889 | 42.8571 | 40.884 | 38.8889 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.0052 | 5.8676 | 1.317 | 1.4669 | 1.5076 | 1.5551 |
Largest Winning Trade | 1349461 | 1349461 | 26385 | 9523935 | 9523935 | 1565938 |
Largest Losing Trade | -51336 | -51336 | -22998 | -4163291 | -4163291 | -1702753 |
Avg Bars in Trades | 135 | 239 | 32 | 135 | 239 | 32 |
Avg Bars in Winners | 188 | 358 | 35 | 188 | 358 | 35 |
Avg Bars in Losers | 99 | 164 | 30 | 99 | 164 | 30 |
Bars Traded | 24554 | 21582 | 2973 | 24554 | 21582 | 2973 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334152 | 319494 | -582200 | -454287 | -582634 | -64849 |
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579716000000, "first_datapoint_time": 1581134400000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759784161133, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 244, "offset": 0, "std": 4.28864 } } }
{ "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": [ [ 1625509.0571827532, 1629469.5875528962, -3960.5303701443, 470453.3547374095, -968108.3369940257, 1438561.691731437 ], [ 1625.509057, 1629.469588, -3.96053, 470.453355, -968.108337, 1438.561692 ], [ 0.780246, 0.782147, -0.001901, 0.083616, 0, 0.131291 ], [ 784.236453, 784.236453, 784.236453, 784.236453, 784.236453, 784.236453 ], [ -167097, -150128, -92940, -12644176, -11401091, -2910549 ], [ 2.769972, 3.733936, 0.987714, 1.014485, 0.959376, 1.166349 ], [ 181, 90, 91, 181, 90, 91 ], [ 74, 35, 39, 74, 35, 39 ], [ 107, 55, 52, 107, 55, 52 ], [ 40.883978, 38.888889, 42.857143, 40.883978, 38.888889, 42.857143 ], [ 4.00523, 5.867614, 1.316952, 1.46689, 1.507591, 1.555132 ], [ 1349461, 1349461, 26385, 9523935, 9523935, 1565938 ], [ -51336, -51336, -22998, -4163291, -4163291, -1702753 ], [ 135, 239, 32, 135, 239, 32 ], [ 188, 358, 35, 188, 358, 35 ], [ 99, 164, 30, 99, 164, 30 ], [ 24554, 21582, 2973, 24554, 21582, 2973 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334152, 319494, -582200, -454287, -582634, -64849 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579716000000, "first_datapoint_time": 1581134400000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759784161133, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 244, "offset": 0, "std": 4.28864 } } }
# | 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) |
---|