Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000753.7684 | 946308.0001 | 54445.7683 | 2625686.5406 | 2824049.3421 | -198362.8015 |
Total P&L (%) | 1000.7538 | 946.308 | 54.4458 | 2625.6865 | 2824.0493 | -198.3628 |
Avg Daily Profit (%) | 0.4414 | 0.4174 | 0.024 | 0.1459 | 0.149 | 0 |
Buy And Hold Return (%) | 270.1031 | 270.1031 | 270.1031 | 270.1031 | 270.1031 | 270.1031 |
Max Trade Drawdown | -219462 | -99397 | -213270 | -3299042 | -2301426 | -2741217 |
Profit Factor | 2.0047 | 2.9612 | 1.106 | 1.1827 | 1.3684 | 0.9704 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 42.0382 | 37.9747 | 46.1538 | 42.0382 | 37.9747 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.764 | 4.8366 | 1.2903 | 1.6307 | 2.235 | 1.1321 |
Largest Winning Trade | 298732 | 298732 | 51213 | 1712514 | 1712514 | 819711 |
Largest Losing Trade | -55942 | -46764 | -55942 | -1635530 | -1635530 | -824057 |
Avg Bars in Trades | 78 | 62 | 95 | 78 | 62 | 95 |
Avg Bars in Winners | 123 | 96 | 145 | 123 | 96 | 145 |
Avg Bars in Losers | 46 | 41 | 51 | 46 | 41 | 51 |
Bars Traded | 12341 | 4918 | 7423 | 12341 | 4918 | 7423 |
Profit Streak | 0 | 0 | 22.1787 | 0 | 0 | 22.1787 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329495 | -18746 | -465882 | -18531 | -23730 | -614516 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13602, "evaluation_days": 2267, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566590400000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759781840453, "expiration_time": 1765642464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 33, "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": [ [ 1000753.7684024444, 946308.0001415391, 54445.7682609058, 2625686.5405648304, 2824049.342062272, -198362.8014974436 ], [ 1000.753768, 946.308, 54.445768, 2625.686541, 2824.049342, -198.362801 ], [ 0.441444, 0.417427, 0.024017, 0.145907, 0.149011, 0 ], [ 270.103093, 270.103093, 270.103093, 270.103093, 270.103093, 270.103093 ], [ -219462, -99397, -213270, -3299042, -2301426, -2741217 ], [ 2.004666, 2.961192, 1.10601, 1.182732, 1.368386, 0.970407 ], [ 157, 79, 78, 157, 79, 78 ], [ 66, 30, 36, 66, 30, 36 ], [ 91, 49, 42, 91, 49, 42 ], [ 42.038217, 37.974684, 46.153846, 42.038217, 37.974684, 46.153846 ], [ 2.764009, 4.836614, 1.290345, 1.630737, 2.235031, 1.132142 ], [ 298732, 298732, 51213, 1712514, 1712514, 819711 ], [ -55942, -46764, -55942, -1635530, -1635530, -824057 ], [ 78, 62, 95, 78, 62, 95 ], [ 123, 96, 145, 123, 96, 145 ], [ 46, 41, 51, 46, 41, 51 ], [ 12341, 4918, 7423, 12341, 4918, 7423 ], [ 0, 0, 22.178709, 0, 0, 22.178709 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329495, -18746, -465882, -18531, -23730, -614516 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13602, "evaluation_days": 2267, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566590400000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759781840453, "expiration_time": 1765642464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 33, "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) |
---|