Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1553042.7841 | 162967.9056 | -1716010.6898 | 13026167.6371 | -39532661.8823 | 52558829.5194 |
Total P&L (%) | -1553.0428 | 162.9679 | -1716.0107 | 13026.1676 | -39532.6619 | 52558.8295 |
Avg Daily Profit (%) | -0.6888 | 0.0723 | -0.761 | 0.2165 | 0 | 0.2783 |
Buy And Hold Return (%) | 255.5838 | 255.5838 | 255.5838 | 255.5838 | 255.5838 | 255.5838 |
Max Trade Drawdown | -1769024 | -100861 | -1836302 | -59948082 | -55992944 | -17778418 |
Profit Factor | 0.3486 | 1.5021 | 0.1669 | 1.0949 | 0.6132 | 2.5021 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 64 | 29 | 35 | 56 | 24 | 32 |
Losing Trades | 33 | 19 | 14 | 41 | 24 | 17 |
Profitability (%) | 65.9794 | 60.4167 | 71.4286 | 57.732 | 50 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.1798 | 0.9841 | 0.0668 | 0.8017 | 0.6132 | 1.3292 |
Largest Winning Trade | 96353 | 96353 | 37363 | 36267750 | 22025154 | 36267750 |
Largest Losing Trade | -1507091 | -60119 | -1507091 | -35016518 | -35016518 | -11140994 |
Avg Bars in Trades | 126 | 145 | 108 | 126 | 145 | 108 |
Avg Bars in Winners | 63 | 61 | 64 | 71 | 56 | 82 |
Avg Bars in Losers | 249 | 272 | 217 | 202 | 234 | 157 |
Bars Traded | 12280 | 6970 | 5310 | 12280 | 6970 | 5310 |
Profit Streak | 11.9135 | 0 | 276.5801 | 11.9135 | 0 | 276.5801 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577545 | -261126 | -576444 | -107686 | -580689 | 572568 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566504000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758880524914, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 182, "offset": 0, "a": 0.19516 } } }
{ "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": [ [ -1553042.7841371708, 162967.9056306798, -1716010.6897678499, 13026167.63706418, -39532661.8823242, 52558829.5193884 ], [ -1553.042784, 162.967906, -1716.01069, 13026.167637, -39532.661882, 52558.829519 ], [ -0.688763, 0.072275, -0.761038, 0.216534, 0, 0.278297 ], [ 255.583756, 255.583756, 255.583756, 255.583756, 255.583756, 255.583756 ], [ -1769024, -100861, -1836302, -59948082, -55992944, -17778418 ], [ 0.348648, 1.50212, 0.166895, 1.094948, 0.613189, 2.50207 ], [ 97, 48, 49, 97, 48, 49 ], [ 64, 29, 35, 56, 24, 32 ], [ 33, 19, 14, 41, 24, 17 ], [ 65.979381, 60.416667, 71.428571, 57.731959, 50, 65.306122 ], [ 0.179772, 0.984148, 0.066758, 0.801658, 0.613189, 1.329225 ], [ 96353, 96353, 37363, 36267750, 22025154, 36267750 ], [ -1507091, -60119, -1507091, -35016518, -35016518, -11140994 ], [ 126, 145, 108, 126, 145, 108 ], [ 63, 61, 64, 71, 56, 82 ], [ 249, 272, 217, 202, 234, 157 ], [ 12280, 6970, 5310, 12280, 6970, 5310 ], [ 11.913483, 0, 276.580149, 11.913483, 0, 276.580149 ], [ 1, 0, 8, 1, 0, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577545, -261126, -576444, -107686, -580689, 572568 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566504000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758880524914, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 182, "offset": 0, "a": 0.19516 } } }
# | 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) |
---|