Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170849.4238 | 1134681.5885 | 36167.8353 | 1582586.3037 | 2233256.9239 | -650670.6201 |
Total P&L (%) | 1170.8494 | 1134.6816 | 36.1678 | 1582.5863 | 2233.2569 | -650.6706 |
Avg Daily Profit (%) | 0.5173 | 0.5014 | 0.016 | 0.1248 | 0.1393 | 0 |
Buy And Hold Return (%) | 319.0476 | 319.0476 | 319.0476 | 319.0476 | 319.0476 | 319.0476 |
Max Trade Drawdown | -250580 | -115586 | -184253 | -2195692 | -1465055 | -1713966 |
Profit Factor | 2.5317 | 4.0267 | 1.0929 | 1.1618 | 1.4193 | 0.8539 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 40.7767 | 34.6154 | 47.0588 | 40.7767 | 34.6154 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.677 | 7.606 | 1.2295 | 1.6874 | 2.6809 | 0.9606 |
Largest Winning Trade | 497144 | 497144 | 63401 | 1626345 | 1626345 | 678845 |
Largest Losing Trade | -78056 | -49839 | -78056 | -1099539 | -1099539 | -1052076 |
Avg Bars in Trades | 78 | 60 | 96 | 78 | 60 | 96 |
Avg Bars in Winners | 143 | 117 | 163 | 143 | 117 | 163 |
Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
Bars Traded | 8059 | 3123 | 4937 | 8059 | 3123 | 4937 |
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 | 350923 | -170960 | -636864 | -72052 | -190809 | -761977 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9053, "evaluation_days": 2263.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567576800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759417151973, "expiration_time": 1765272744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 19, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 1170849.4238198411, 1134681.5884923164, 36167.835327525, 1582586.3037272752, 2233256.9238527277, -650670.6201254532 ], [ 1170.849424, 1134.681588, 36.167835, 1582.586304, 2233.256924, -650.67062 ], [ 0.517331, 0.501351, 0.01598, 0.124806, 0.139271, 0 ], [ 319.047619, 319.047619, 319.047619, 319.047619, 319.047619, 319.047619 ], [ -250580, -115586, -184253, -2195692, -1465055, -1713966 ], [ 2.531717, 4.026691, 1.092854, 1.161842, 1.419279, 0.853854 ], [ 103, 52, 51, 103, 52, 51 ], [ 42, 18, 24, 42, 18, 24 ], [ 61, 34, 27, 61, 34, 27 ], [ 40.776699, 34.615385, 47.058824, 40.776699, 34.615385, 47.058824 ], [ 3.677017, 7.605973, 1.229461, 1.687437, 2.68086, 0.960585 ], [ 497144, 497144, 63401, 1626345, 1626345, 678845 ], [ -78056, -49839, -78056, -1099539, -1099539, -1052076 ], [ 78, 60, 96, 78, 60, 96 ], [ 143, 117, 163, 143, 117, 163 ], [ 33, 29, 37, 33, 29, 37 ], [ 8059, 3123, 4937, 8059, 3123, 4937 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350923, -170960, -636864, -72052, -190809, -761977 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9053, "evaluation_days": 2263.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567576800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759417151973, "expiration_time": 1765272744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 19, "offset": 0, "scalar": 2 } } }
# | 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) |
---|