Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1657867.0959 | 1616122.8285 | 41744.2674 | 1502512.8926 | 881341.8353 | 621171.0572 |
Total P&L (%) | 1657.8671 | 1616.1228 | 41.7443 | 1502.5129 | 881.3418 | 621.1711 |
Avg Daily Profit (%) | 0.732 | 0.7136 | 0.0184 | 0.1226 | 0.1009 | 0.0873 |
Buy And Hold Return (%) | 254.25 | 254.25 | 254.25 | 254.25 | 254.25 | 254.25 |
Max Trade Drawdown | -123144 | -81089 | -81256 | -3972881 | -2495937 | -2201821 |
Profit Factor | 2.699 | 4.5485 | 1.0802 | 1.0925 | 1.1155 | 1.0721 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 55.2743 | 52.9412 | 57.6271 | 55.2743 | 52.9412 | 57.6271 |
Ratio Avg Win / Avg Loss | 2.1839 | 4.0431 | 0.7943 | 0.884 | 0.9915 | 0.7883 |
Largest Winning Trade | 1152068 | 1152068 | 49917 | 1554153 | 1554153 | 1190722 |
Largest Losing Trade | -52319 | -47334 | -52319 | -948916 | -862254 | -948916 |
Avg Bars in Trades | 36 | 35 | 38 | 36 | 35 | 38 |
Avg Bars in Winners | 44 | 49 | 40 | 44 | 49 | 40 |
Avg Bars in Losers | 26 | 19 | 35 | 26 | 19 | 35 |
Bars Traded | 8658 | 4168 | 4490 | 8658 | 4168 | 4490 |
Profit Streak | 0 | 0 | 19.869 | 0 | 0 | 19.869 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 696186 | 705798 | -466650 | -148212 | -155617 | -221484 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9059, "evaluation_days": 2264.75, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566388800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546280358, "expiration_time": 1765406232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 116, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1657867.0959070553, 1616122.8284817906, 41744.2674252648, 1502512.8925761674, 881341.8353412752, 621171.0572348918 ], [ 1657.867096, 1616.122828, 41.744267, 1502.512893, 881.341835, 621.171057 ], [ 0.732031, 0.713599, 0.018432, 0.122568, 0.10089, 0.087275 ], [ 254.25, 254.25, 254.25, 254.25, 254.25, 254.25 ], [ -123144, -81089, -81256, -3972881, -2495937, -2201821 ], [ 2.699015, 4.548472, 1.080225, 1.0925, 1.115454, 1.072148 ], [ 237, 119, 118, 237, 119, 118 ], [ 131, 63, 68, 131, 63, 68 ], [ 106, 56, 50, 106, 56, 50 ], [ 55.274262, 52.941176, 57.627119, 55.274262, 52.941176, 57.627119 ], [ 2.183936, 4.043086, 0.794283, 0.884008, 0.991515, 0.788344 ], [ 1152068, 1152068, 49917, 1554153, 1554153, 1190722 ], [ -52319, -47334, -52319, -948916, -862254, -948916 ], [ 36, 35, 38, 36, 35, 38 ], [ 44, 49, 40, 44, 49, 40 ], [ 26, 19, 35, 26, 19, 35 ], [ 8658, 4168, 4490, 8658, 4168, 4490 ], [ 0, 0, 19.868986, 0, 0, 19.868986 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 696186, 705798, -466650, -148212, -155617, -221484 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9059, "evaluation_days": 2264.75, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566388800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546280358, "expiration_time": 1765406232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 116, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|