Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208446.6553 | 1191966.7524 | 16479.9029 | 935314.4582 | 1818274.1302 | -882959.672 |
Total P&L (%) | 1208.4467 | 1191.9668 | 16.4799 | 935.3145 | 1818.2741 | -882.9597 |
Avg Daily Profit (%) | 0.5358 | 0.5285 | 0.0073 | 0.1037 | 0.1311 | 0 |
Buy And Hold Return (%) | 344.7619 | 344.7619 | 344.7619 | 344.7619 | 344.7619 | 344.7619 |
Max Trade Drawdown | -105199 | -112190 | -102248 | -2676243 | -2270948 | -1442688 |
Profit Factor | 2.2407 | 3.3972 | 1.0346 | 1.0724 | 1.2977 | 0.8704 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 44.1558 | 43.1034 | 45.2174 | 44.1558 | 43.1034 | 45.2174 |
Ratio Avg Win / Avg Loss | 2.8338 | 4.4843 | 1.2534 | 1.3563 | 1.713 | 1.0545 |
Largest Winning Trade | 856285 | 856285 | 59659 | 2293989 | 2293989 | 699907 |
Largest Losing Trade | -34190 | -32825 | -34190 | -1144786 | -424244 | -1144786 |
Avg Bars in Trades | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Winners | 61 | 55 | 68 | 61 | 55 | 68 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 8686 | 3919 | 4767 | 8686 | 3919 | 4767 |
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 | 412089 | 421553 | -533453 | -199461 | -20527 | -581219 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567490400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758822167647, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 168, "offset": 0 } }, "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": [ [ 1208446.655296905, 1191966.7523773136, 16479.9029195915, 935314.4581845471, 1818274.1302066613, -882959.6720221153 ], [ 1208.446655, 1191.966752, 16.479903, 935.314458, 1818.27413, -882.959672 ], [ 0.535837, 0.52853, 0.007307, 0.103691, 0.13107, 0 ], [ 344.761905, 344.761905, 344.761905, 344.761905, 344.761905, 344.761905 ], [ -105199, -112190, -102248, -2676243, -2270948, -1442688 ], [ 2.240709, 3.397176, 1.034567, 1.072392, 1.297691, 0.870386 ], [ 231, 116, 115, 231, 116, 115 ], [ 102, 50, 52, 102, 50, 52 ], [ 129, 66, 63, 129, 66, 63 ], [ 44.155844, 43.103448, 45.217391, 44.155844, 43.103448, 45.217391 ], [ 2.833838, 4.484272, 1.253417, 1.35626, 1.712951, 1.054506 ], [ 856285, 856285, 59659, 2293989, 2293989, 699907 ], [ -34190, -32825, -34190, -1144786, -424244, -1144786 ], [ 37, 33, 41, 37, 33, 41 ], [ 61, 55, 68, 61, 55, 68 ], [ 18, 17, 19, 18, 17, 19 ], [ 8686, 3919, 4767, 8686, 3919, 4767 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412089, 421553, -533453, -199461, -20527, -581219 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567490400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758822167647, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 168, "offset": 0 } }, "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) |
---|