Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195838.8334 | 1047209.305 | 148629.5284 | 11552107.0945 | 6286196.9588 | 5265910.1357 |
Total P&L (%) | 1195.8388 | 1047.2093 | 148.6295 | 11552.1071 | 6286.197 | 5265.9101 |
Avg Daily Profit (%) | 0.5303 | 0.4644 | 0.0659 | 0.2112 | 0.1845 | 0.1768 |
Buy And Hold Return (%) | 336.4486 | 336.4486 | 336.4486 | 336.4486 | 336.4486 | 336.4486 |
Max Trade Drawdown | -77578 | -52495 | -66409 | -11845699 | -5586042 | -10741425 |
Profit Factor | 3.0933 | 4.5893 | 1.5317 | 1.2611 | 1.3128 | 1.2181 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 60.9756 | 51.2195 | 70.7317 | 60.9756 | 51.2195 | 70.7317 |
Ratio Avg Win / Avg Loss | 1.9797 | 4.3708 | 0.6338 | 0.8071 | 1.2503 | 0.504 |
Largest Winning Trade | 472102 | 472102 | 42671 | 4999129 | 4999129 | 4721056 |
Largest Losing Trade | -52495 | -52495 | -38644 | -7426100 | -3089560 | -7426100 |
Avg Bars in Trades | 149 | 129 | 169 | 149 | 129 | 169 |
Avg Bars in Winners | 143 | 123 | 158 | 143 | 123 | 158 |
Avg Bars in Losers | 158 | 136 | 194 | 158 | 136 | 194 |
Bars Traded | 12254 | 5320 | 6935 | 12254 | 5320 | 6935 |
Profit Streak | 28.8228 | 0 | 63.8228 | 28.8228 | 0 | 63.8228 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274178 | 539076 | -266752 | -223 | 297402 | 355174 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567166400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872688127, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 228, "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": [ [ 1195838.8333800752, 1047209.3050260879, 148629.5283539876, 11552107.094511103, 6286196.958838604, 5265910.135672494 ], [ 1195.838833, 1047.209305, 148.629528, 11552.107095, 6286.196959, 5265.910136 ], [ 0.530345, 0.464429, 0.065916, 0.21124, 0.184518, 0.176784 ], [ 336.448598, 336.448598, 336.448598, 336.448598, 336.448598, 336.448598 ], [ -77578, -52495, -66409, -11845699, -5586042, -10741425 ], [ 3.093254, 4.589309, 1.531723, 1.261086, 1.312775, 1.218067 ], [ 82, 41, 41, 82, 41, 41 ], [ 50, 21, 29, 50, 21, 29 ], [ 32, 20, 12, 32, 20, 12 ], [ 60.97561, 51.219512, 70.731707, 60.97561, 51.219512, 70.731707 ], [ 1.979683, 4.37077, 0.633816, 0.807095, 1.250262, 0.504028 ], [ 472102, 472102, 42671, 4999129, 4999129, 4721056 ], [ -52495, -52495, -38644, -7426100, -3089560, -7426100 ], [ 149, 129, 169, 149, 129, 169 ], [ 143, 123, 158, 143, 123, 158 ], [ 158, 136, 194, 158, 136, 194 ], [ 12254, 5320, 6935, 12254, 5320, 6935 ], [ 28.822779, 0, 63.822779, 28.822779, 0, 63.822779 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 274178, 539076, -266752, -223, 297402, 355174 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567166400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872688127, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 228, "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) |
---|