Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2403085.7029 | 2326375.2221 | 76710.4807 | 1935296.9124 | -878600.1237 | 2813897.0361 |
Total P&L (%) | 2403.0857 | 2326.3752 | 76.7105 | 1935.2969 | -878.6001 | 2813.897 |
Avg Daily Profit (%) | 1.0628 | 1.0289 | 0.0339 | 0.1334 | 0 | 0.1493 |
Buy And Hold Return (%) | 310.5919 | 310.5919 | 310.5919 | 310.5919 | 310.5919 | 310.5919 |
Max Trade Drawdown | -115126 | -99472 | -49927 | -4568681 | -4583108 | -1592272 |
Profit Factor | 3.2493 | 4.3916 | 1.2006 | 1.0699 | 0.9522 | 1.3028 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 149 | 64 | 85 | 149 | 64 | 85 |
Losing Trades | 155 | 88 | 67 | 155 | 88 | 67 |
Profitability (%) | 49.0132 | 42.1053 | 55.9211 | 49.0132 | 42.1053 | 55.9211 |
Ratio Avg Win / Avg Loss | 3.3801 | 6.0384 | 0.9463 | 1.113 | 1.3093 | 1.0269 |
Largest Winning Trade | 1892472 | 1892472 | 35147 | 2882037 | 2882037 | 713066 |
Largest Losing Trade | -31659 | -31659 | -25244 | -1104975 | -1104975 | -779195 |
Avg Bars in Trades | 43 | 68 | 18 | 43 | 68 | 18 |
Avg Bars in Winners | 55 | 103 | 19 | 55 | 103 | 19 |
Avg Bars in Losers | 32 | 43 | 17 | 32 | 43 | 17 |
Bars Traded | 13300 | 10485 | 2815 | 13300 | 10485 | 2815 |
Profit Streak | 6.2911 | 6.2911 | 34.2911 | 6.2911 | 6.2911 | 34.2911 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 806117 | 668783 | -313257 | -155910 | -581247 | 323767 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13566, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567166400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258750933, "expiration_time": 1765108512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 228, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 2403085.7028606636, 2326375.222116721, 76710.4807439437, 1935296.912420966, -878600.1236751156, 2813897.036096085 ], [ 2403.085703, 2326.375222, 76.710481, 1935.296912, -878.600124, 2813.897036 ], [ 1.062842, 1.028914, 0.033928, 0.133358, 0, 0.149252 ], [ 310.5919, 310.5919, 310.5919, 310.5919, 310.5919, 310.5919 ], [ -115126, -99472, -49927, -4568681, -4583108, -1592272 ], [ 3.24925, 4.39155, 1.20057, 1.069929, 0.952205, 1.302805 ], [ 304, 152, 152, 304, 152, 152 ], [ 149, 64, 85, 149, 64, 85 ], [ 155, 88, 67, 155, 88, 67 ], [ 49.013158, 42.105263, 55.921053, 49.013158, 42.105263, 55.921053 ], [ 3.380092, 6.038382, 0.946332, 1.113013, 1.309281, 1.026917 ], [ 1892472, 1892472, 35147, 2882037, 2882037, 713066 ], [ -31659, -31659, -25244, -1104975, -1104975, -779195 ], [ 43, 68, 18, 43, 68, 18 ], [ 55, 103, 19, 55, 103, 19 ], [ 32, 43, 17, 32, 43, 17 ], [ 13300, 10485, 2815, 13300, 10485, 2815 ], [ 6.291099, 6.291099, 34.291099, 6.291099, 6.291099, 34.291099 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 806117, 668783, -313257, -155910, -581247, 323767 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13566, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567166400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258750933, "expiration_time": 1765108512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 228, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|