Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986915.2254 | 859887.7771 | 127027.4482 | 16571851.6277 | -11489060.0536 | 28060911.6813 |
Total P&L (%) | 986.9152 | 859.8878 | 127.0274 | 16571.8516 | -11489.0601 | 28060.9117 |
Avg Daily Profit (%) | 0.4739 | 0.4129 | 0.061 | 0.246 | 0 | 0.2712 |
Buy And Hold Return (%) | 946.7791 | 946.7791 | 946.7791 | 946.7791 | 946.7791 | 946.7791 |
Max Trade Drawdown | -108714 | -106294 | -7633 | -88045518 | -88133505 | -2484474 |
Profit Factor | 3.8729 | 3.6843 | 6.4782 | 1.1077 | 0.9225 | 5.9248 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 73.4177 | 74.359 | 72.5 | 73.4177 | 74.359 | 72.5 |
Ratio Avg Win / Avg Loss | 1.4022 | 1.2704 | 2.4573 | 0.4011 | 0.3181 | 2.2473 |
Largest Winning Trade | 170878 | 170878 | 21373 | 17452863 | 17452863 | 9521618 |
Largest Losing Trade | -80996 | -80996 | -7633 | -79586921 | -79586921 | -2484474 |
Avg Bars in Trades | 288 | 583 | 2 | 288 | 583 | 2 |
Avg Bars in Winners | 193 | 385 | 2 | 193 | 385 | 2 |
Avg Bars in Losers | 552 | 1157 | 2 | 552 | 1157 | 2 |
Bars Traded | 22829 | 22737 | 92 | 22829 | 22737 | 92 |
Profit Streak | 172.8536 | 0 | 383.9369 | 172.8536 | 0 | 383.9369 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163735 | -147023 | -264549 | -122687 | -577599 | 766997 |
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579867200000, "first_datapoint_time": 1580256000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759883347824, "expiration_time": 1766359785600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 3.15294 } } }
{ "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": [ [ 986915.2253514277, 859887.7771109731, 127027.4482404549, 16571851.62772824, -11489060.053568035, 28060911.681296285 ], [ 986.915225, 859.887777, 127.027448, 16571.851628, -11489.060054, 28060.911681 ], [ 0.473852, 0.412862, 0.06099, 0.245953, 0, 0.271188 ], [ 946.779141, 946.779141, 946.779141, 946.779141, 946.779141, 946.779141 ], [ -108714, -106294, -7633, -88045518, -88133505, -2484474 ], [ 3.87285, 3.684263, 6.478236, 1.107689, 0.92247, 5.92476 ], [ 79, 39, 40, 79, 39, 40 ], [ 58, 29, 29, 58, 29, 29 ], [ 21, 10, 11, 21, 10, 11 ], [ 73.417722, 74.358974, 72.5, 73.417722, 74.358974, 72.5 ], [ 1.402239, 1.270435, 2.457262, 0.40106, 0.318093, 2.247323 ], [ 170878, 170878, 21373, 17452863, 17452863, 9521618 ], [ -80996, -80996, -7633, -79586921, -79586921, -2484474 ], [ 288, 583, 2, 288, 583, 2 ], [ 193, 385, 2, 193, 385, 2 ], [ 552, 1157, 2, 552, 1157, 2 ], [ 22829, 22737, 92, 22829, 22737, 92 ], [ 172.853563, 0, 383.936896, 172.853563, 0, 383.936896 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163735, -147023, -264549, -122687, -577599, 766997 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579867200000, "first_datapoint_time": 1580256000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759883347824, "expiration_time": 1766359785600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 3.15294 } } }
# | 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) |
---|