Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432341.9899 | 1486113.9705 | -53771.9806 | 148537.5931 | 190889.8348 | -42352.2416 |
Total P&L (%) | 1432.342 | 1486.114 | -53.772 | 148.5376 | 190.8898 | -42.3522 |
Avg Daily Profit (%) | 0.6352 | 0.6591 | -0.0238 | 0.0404 | 0.0474 | -0.0244 |
Buy And Hold Return (%) | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 | 346.1783 |
Max Trade Drawdown | -139476 | -79722 | -166390 | -276031 | -189005 | -150269 |
Profit Factor | 2.7538 | 4.774 | 0.8729 | 1.1141 | 1.2972 | 0.9358 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 36.4486 | 37.037 | 35.8491 | 36.4486 | 37.037 | 35.8491 |
Ratio Avg Win / Avg Loss | 4.8015 | 8.1158 | 1.562 | 1.9426 | 2.2053 | 1.6745 |
Largest Winning Trade | 1257787 | 1257787 | 52845 | 230374 | 230374 | 105870 |
Largest Losing Trade | -50056 | -50056 | -40600 | -132127 | -84143 | -132127 |
Avg Bars in Trades | 121 | 118 | 125 | 121 | 118 | 125 |
Avg Bars in Winners | 232 | 230 | 233 | 232 | 230 | 233 |
Avg Bars in Losers | 58 | 52 | 64 | 58 | 52 | 64 |
Bars Traded | 13027 | 6396 | 6631 | 13027 | 6396 | 6631 |
Profit Streak | 0 | 0 | 160.976 | 0 | 0 | 160.976 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357381 | -167467 | -762593 | -403592 | -479347 | -762593 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567252800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758857125204, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "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": [ [ 1432341.9898953806, 1486113.9704751836, -53771.980579802, 148537.5931434205, 190889.8347664379, -42352.2416230175 ], [ 1432.34199, 1486.11397, -53.771981, 148.537593, 190.889835, -42.352242 ], [ 0.635233, 0.65908, -0.023847, 0.040385, 0.047366, -0.024425 ], [ 346.178344, 346.178344, 346.178344, 346.178344, 346.178344, 346.178344 ], [ -139476, -79722, -166390, -276031, -189005, -150269 ], [ 2.753816, 4.773999, 0.872856, 1.114133, 1.297224, 0.935752 ], [ 107, 54, 53, 107, 54, 53 ], [ 39, 20, 19, 39, 20, 19 ], [ 68, 34, 34, 68, 34, 34 ], [ 36.448598, 37.037037, 35.849057, 36.448598, 37.037037, 35.849057 ], [ 4.801525, 8.115799, 1.561954, 1.942591, 2.205281, 1.674504 ], [ 1257787, 1257787, 52845, 230374, 230374, 105870 ], [ -50056, -50056, -40600, -132127, -84143, -132127 ], [ 121, 118, 125, 121, 118, 125 ], [ 232, 230, 233, 232, 230, 233 ], [ 58, 52, 64, 58, 52, 64 ], [ 13027, 6396, 6631, 13027, 6396, 6631 ], [ 0, 0, 160.975986, 0, 0, 160.975986 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357381, -167467, -762593, -403592, -479347, -762593 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567252800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758857125204, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "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) |
---|