Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1798572.572 | 1713903.2012 | 84669.3708 | 4456578.6894 | 4528247.8282 | -71669.1388 |
Total P&L (%) | 1798.5726 | 1713.9032 | 84.6694 | 4456.5787 | 4528.2478 | -71.6691 |
Avg Daily Profit (%) | 0.7963 | 0.7588 | 0.0375 | 0.1692 | 0.1699 | -0.0558 |
Buy And Hold Return (%) | 320.5696 | 320.5696 | 320.5696 | 320.5696 | 320.5696 | 320.5696 |
Max Trade Drawdown | -165595 | -69294 | -145760 | -8317364 | -5501442 | -5308536 |
Profit Factor | 4.0554 | 7.005 | 1.2792 | 1.1777 | 1.3863 | 0.9946 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 33.3333 | 27.6596 | 39.1304 | 33.3333 | 27.6596 | 39.1304 |
Ratio Avg Win / Avg Loss | 8.1108 | 18.3208 | 1.9899 | 2.3554 | 3.6257 | 1.5472 |
Largest Winning Trade | 1216778 | 1216778 | 59751 | 5061973 | 5061973 | 2631969 |
Largest Losing Trade | -38491 | -18847 | -38491 | -4318192 | -845519 | -4318192 |
Avg Bars in Trades | 138 | 122 | 155 | 138 | 122 | 155 |
Avg Bars in Winners | 334 | 331 | 336 | 334 | 331 | 336 |
Avg Bars in Losers | 40 | 42 | 38 | 40 | 42 | 38 |
Bars Traded | 12887 | 5741 | 7146 | 12887 | 5741 | 7146 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470765 | 80205 | -311688 | -22389 | -8508 | -582153 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13552, "evaluation_days": 2258.67, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567224000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759053681338, "expiration_time": 1764900864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 18, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 1798572.572034644, 1713903.2011983485, 84669.3708362946, 4456578.689391629, 4528247.828162289, -71669.1387706636 ], [ 1798.572572, 1713.903201, 84.669371, 4456.578689, 4528.247828, -71.669139 ], [ 0.796297, 0.758811, 0.037486, 0.169232, 0.169924, -0.055823 ], [ 320.56962, 320.56962, 320.56962, 320.56962, 320.56962, 320.56962 ], [ -165595, -69294, -145760, -8317364, -5501442, -5308536 ], [ 4.055407, 7.005003, 1.279216, 1.177714, 1.386307, 0.994634 ], [ 93, 47, 46, 93, 47, 46 ], [ 31, 13, 18, 31, 13, 18 ], [ 62, 34, 28, 62, 34, 28 ], [ 33.333333, 27.659574, 39.130435, 33.333333, 27.659574, 39.130435 ], [ 8.110813, 18.320778, 1.989891, 2.355429, 3.625725, 1.547208 ], [ 1216778, 1216778, 59751, 5061973, 5061973, 2631969 ], [ -38491, -18847, -38491, -4318192, -845519, -4318192 ], [ 138, 122, 155, 138, 122, 155 ], [ 334, 331, 336, 334, 331, 336 ], [ 40, 42, 38, 40, 42, 38 ], [ 12887, 5741, 7146, 12887, 5741, 7146 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 470765, 80205, -311688, -22389, -8508, -582153 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13552, "evaluation_days": 2258.67, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567224000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759053681338, "expiration_time": 1764900864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 18, "offset": 0, "scalar": 5 } } }
# | 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) |
---|