Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1695732.6047 | 1577765.7171 | 117966.8876 | 6911489.3762 | 3217206.9424 | 3694282.4339 |
Total P&L (%) | 1695.7326 | 1577.7657 | 117.9669 | 6911.4894 | 3217.2069 | 3694.2824 |
Avg Daily Profit (%) | 0.7487 | 0.6966 | 0.0521 | 0.1878 | 0.1547 | 0.1607 |
Buy And Hold Return (%) | 342.3567 | 342.3567 | 342.3567 | 342.3567 | 342.3567 | 342.3567 |
Max Trade Drawdown | -214840 | -74716 | -153525 | -1077496 | -1080943 | -764284 |
Profit Factor | 5.2037 | 10.3121 | 1.5042 | 2.5392 | 2.4668 | 2.6085 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 46.5517 | 44.8276 | 48.2759 | 46.5517 | 44.8276 | 48.2759 |
Ratio Avg Win / Avg Loss | 5.9746 | 12.6918 | 1.6117 | 2.9154 | 3.036 | 2.7948 |
Largest Winning Trade | 1118663 | 1118663 | 58061 | 1862280 | 1862280 | 1854686 |
Largest Losing Trade | -50453 | -24465 | -50453 | -762680 | -757224 | -762680 |
Avg Bars in Trades | 150 | 133 | 166 | 150 | 133 | 166 |
Avg Bars in Winners | 257 | 226 | 285 | 257 | 226 | 285 |
Avg Bars in Losers | 56 | 57 | 55 | 56 | 57 | 55 |
Bars Traded | 8701 | 3864 | 4837 | 8701 | 3864 | 4837 |
Profit Streak | 327.5484 | 348.0484 | 327.5484 | 327.5484 | 348.0484 | 327.5484 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160158 | 662610 | -286456 | -166680 | 418627 | 464992 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9060, "evaluation_days": 2265, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567166400000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759583378562, "expiration_time": 1765428480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 18, "offset": 0, "std": 3.59804 } } }
{ "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": [ [ 1695732.6046558963, 1577765.7170811223, 117966.8875747743, 6911489.376223563, 3217206.9423577795, 3694282.4338657837 ], [ 1695.732605, 1577.765717, 117.966888, 6911.489376, 3217.206942, 3694.282434 ], [ 0.748668, 0.696585, 0.052083, 0.18782, 0.15472, 0.160662 ], [ 342.356688, 342.356688, 342.356688, 342.356688, 342.356688, 342.356688 ], [ -214840, -74716, -153525, -1077496, -1080943, -764284 ], [ 5.203712, 10.31212, 1.504223, 2.539247, 2.466771, 2.608461 ], [ 58, 29, 29, 58, 29, 29 ], [ 27, 13, 14, 27, 13, 14 ], [ 31, 16, 15, 31, 16, 15 ], [ 46.551724, 44.827586, 48.275862, 46.551724, 44.827586, 48.275862 ], [ 5.974632, 12.69184, 1.611667, 2.915432, 3.036025, 2.79478 ], [ 1118663, 1118663, 58061, 1862280, 1862280, 1854686 ], [ -50453, -24465, -50453, -762680, -757224, -762680 ], [ 150, 133, 166, 150, 133, 166 ], [ 257, 226, 285, 257, 226, 285 ], [ 56, 57, 55, 56, 57, 55 ], [ 8701, 3864, 4837, 8701, 3864, 4837 ], [ 327.548363, 348.048363, 327.548363, 327.548363, 348.048363, 327.548363 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160158, 662610, -286456, -166680, 418627, 464992 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9060, "evaluation_days": 2265, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567166400000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759583378562, "expiration_time": 1765428480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 18, "offset": 0, "std": 3.59804 } } }
# | 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) |
---|