Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1671491.739 | -13503.2299 | -1657988.5091 | 2089627.3745 | -2239769.1087 | 4329396.4832 |
Total P&L (%) | -1671.4917 | -13.5032 | -1657.9885 | 2089.6274 | -2239.7691 | 4329.3965 |
Avg Daily Profit (%) | -0.7413 | -0.006 | -0.7353 | 0.137 | 0 | 0.1683 |
Buy And Hold Return (%) | 293.5393 | 293.5393 | 293.5393 | 293.5393 | 293.5393 | 293.5393 |
Max Trade Drawdown | -1812374 | -51952 | -1791847 | -11733515 | -4095527 | -9916597 |
Profit Factor | 0.2435 | 0.9356 | 0.1709 | 1.0814 | 0.753 | 1.2608 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 15 | 22 | 37 | 14 | 23 |
Losing Trades | 29 | 18 | 11 | 29 | 19 | 10 |
Profitability (%) | 56.0606 | 45.4545 | 66.6667 | 56.0606 | 42.4242 | 69.697 |
Ratio Avg Win / Avg Loss | 0.1909 | 1.1227 | 0.0855 | 0.8476 | 1.0219 | 0.5482 |
Largest Winning Trade | 36594 | 36594 | 33785 | 6281495 | 1824071 | 6281495 |
Largest Losing Trade | -1407744 | -35573 | -1407744 | -5026764 | -3185930 | -5026764 |
Avg Bars in Trades | 192 | 87 | 298 | 192 | 87 | 298 |
Avg Bars in Winners | 120 | 73 | 153 | 155 | 68 | 207 |
Avg Bars in Losers | 285 | 99 | 588 | 241 | 101 | 506 |
Bars Traded | 12735 | 2897 | 9838 | 12735 | 2897 | 9838 |
Profit Streak | 0 | 0 | 264.3042 | 0 | 0 | 264.3042 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708492 | -580903 | -577291 | -270111 | -582082 | 353658 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567598400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885483641, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 138, "offset": 120 } } }
{ "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": [ [ -1671491.7390122097, -13503.2298973875, -1657988.5091148228, 2089627.3745278306, -2239769.10869838, 4329396.483226208 ], [ -1671.491739, -13.50323, -1657.988509, 2089.627375, -2239.769109, 4329.396483 ], [ -0.741294, -0.005989, -0.735305, 0.13697, 0, 0.168263 ], [ 293.539326, 293.539326, 293.539326, 293.539326, 293.539326, 293.539326 ], [ -1812374, -51952, -1791847, -11733515, -4095527, -9916597 ], [ 0.243533, 0.935622, 0.170946, 1.081418, 0.752998, 1.260844 ], [ 66, 33, 33, 66, 33, 33 ], [ 37, 15, 22, 37, 14, 23 ], [ 29, 18, 11, 29, 19, 10 ], [ 56.060606, 45.454545, 66.666667, 56.060606, 42.424242, 69.69697 ], [ 0.190877, 1.122746, 0.085473, 0.847598, 1.021926, 0.548193 ], [ 36594, 36594, 33785, 6281495, 1824071, 6281495 ], [ -1407744, -35573, -1407744, -5026764, -3185930, -5026764 ], [ 192, 87, 298, 192, 87, 298 ], [ 120, 73, 153, 155, 68, 207 ], [ 285, 99, 588, 241, 101, 506 ], [ 12735, 2897, 9838, 12735, 2897, 9838 ], [ 0, 0, 264.304209, 0, 0, 264.304209 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -708492, -580903, -577291, -270111, -582082, 353658 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567598400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885483641, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 138, "offset": 120 } } }
# | 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) |
---|