Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537080.841 | 567932.9798 | -30852.1388 | 421817.5708 | 937298.336 | -515480.7652 |
Total P&L (%) | 537.0808 | 567.933 | -30.8521 | 421.8176 | 937.2983 | -515.4808 |
Avg Daily Profit (%) | 0.2367 | 0.2503 | -0.0136 | 0.0728 | 0.1031 | 0 |
Buy And Hold Return (%) | 242.6396 | 242.6396 | 242.6396 | 242.6396 | 242.6396 | 242.6396 |
Max Trade Drawdown | -118265 | -132681 | -106479 | -1374524 | -1128277 | -1099850 |
Profit Factor | 1.8325 | 2.3396 | 0.8605 | 1.0839 | 1.267 | 0.6605 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 74.7748 | 78.1818 | 71.4286 | 74.7748 | 78.1818 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6182 | 0.6529 | 0.3442 | 0.3656 | 0.3536 | 0.2642 |
Largest Winning Trade | 123287 | 123287 | 21744 | 490097 | 490097 | 107101 |
Largest Losing Trade | -68844 | -68844 | -41393 | -1076514 | -1076514 | -486103 |
Avg Bars in Trades | 71 | 139 | 4 | 71 | 139 | 4 |
Avg Bars in Winners | 21 | 39 | 2 | 21 | 39 | 2 |
Avg Bars in Losers | 219 | 500 | 8 | 219 | 500 | 8 |
Bars Traded | 7948 | 7696 | 253 | 7948 | 7696 | 253 |
Profit Streak | 88.065 | 88.065 | 598.815 | 88.065 | 88.065 | 598.815 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317467 | -169914 | -756361 | -229009 | -234430 | -756361 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9076, "evaluation_days": 2269, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566410400000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759908814669, "expiration_time": 1765784448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 118, "offset": 0, "std": 2.68425 } } }
{ "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": [ [ 537080.8410058486, 567932.9798333445, -30852.138827496, 421817.5708189799, 937298.3359979077, -515480.7651789284 ], [ 537.080841, 567.93298, -30.852139, 421.817571, 937.298336, -515.480765 ], [ 0.236704, 0.250301, -0.013597, 0.07284, 0.103147, 0 ], [ 242.639594, 242.639594, 242.639594, 242.639594, 242.639594, 242.639594 ], [ -118265, -132681, -106479, -1374524, -1128277, -1099850 ], [ 1.832523, 2.339575, 0.860498, 1.083882, 1.266997, 0.660457 ], [ 111, 55, 56, 111, 55, 56 ], [ 83, 43, 40, 83, 43, 40 ], [ 28, 12, 16, 28, 12, 16 ], [ 74.774775, 78.181818, 71.428571, 74.774775, 78.181818, 71.428571 ], [ 0.6182, 0.652905, 0.344199, 0.365647, 0.353581, 0.264183 ], [ 123287, 123287, 21744, 490097, 490097, 107101 ], [ -68844, -68844, -41393, -1076514, -1076514, -486103 ], [ 71, 139, 4, 71, 139, 4 ], [ 21, 39, 2, 21, 39, 2 ], [ 219, 500, 8, 219, 500, 8 ], [ 7948, 7696, 253, 7948, 7696, 253 ], [ 88.064984, 88.064985, 598.814985, 88.064985, 88.064985, 598.814985 ], [ 5, 2, 8, 5, 2, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317467, -169914, -756361, -229009, -234430, -756361 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9076, "evaluation_days": 2269, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566410400000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759908814669, "expiration_time": 1765784448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 118, "offset": 0, "std": 2.68425 } } }
# | 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) |
---|