Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1786321.7339 | -42800.2588 | -1743521.4751 | -52887.9385 | -3163422.4921 | 3110534.5537 |
Total P&L (%) | -1786.3217 | -42.8003 | -1743.5215 | -52.8879 | -3163.4225 | 3110.5346 |
Avg Daily Profit (%) | -0.7921 | -0.019 | -0.7731 | -0.0334 | 0 | 0.1539 |
Buy And Hold Return (%) | 300.2857 | 300.2857 | 300.2857 | 300.2857 | 300.2857 | 300.2857 |
Max Trade Drawdown | -1865204 | -142858 | -1800330 | -6476483 | -4355050 | -2439684 |
Profit Factor | 0.2357 | 0.8836 | 0.1147 | 0.9953 | 0.5891 | 1.8517 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 16 | 20 | 36 | 14 | 22 |
Losing Trades | 33 | 18 | 15 | 33 | 20 | 13 |
Profitability (%) | 52.1739 | 47.0588 | 57.1429 | 52.1739 | 41.1765 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.2161 | 0.9941 | 0.086 | 0.9124 | 0.8416 | 1.0942 |
Largest Winning Trade | 62411 | 62411 | 31965 | 2919022 | 1469736 | 2919022 |
Largest Losing Trade | -1362360 | -65108 | -1362360 | -4054615 | -4054615 | -1674948 |
Avg Bars in Trades | 122 | 129 | 115 | 122 | 129 | 115 |
Avg Bars in Winners | 82 | 83 | 80 | 87 | 80 | 91 |
Avg Bars in Losers | 167 | 170 | 163 | 161 | 164 | 156 |
Bars Traded | 8466 | 4410 | 4056 | 8466 | 4410 | 4056 |
Profit Streak | 71.4794 | 0 | 273.2294 | 71.4794 | 0 | 273.2294 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685937 | -581939 | -578511 | -685937 | -584226 | 469944 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567015200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864622804, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 146, "offset": 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": [ [ -1786321.7339261454, -42800.25881196, -1743521.475114186, -52887.9384634845, -3163422.492148968, 3110534.553685482 ], [ -1786.321734, -42.800259, -1743.521475, -52.887938, -3163.422492, 3110.534554 ], [ -0.792073, -0.018978, -0.773095, -0.033367, 0, 0.153938 ], [ 300.285714, 300.285714, 300.285714, 300.285714, 300.285714, 300.285714 ], [ -1865204, -142858, -1800330, -6476483, -4355050, -2439684 ], [ 0.235697, 0.883622, 0.114703, 0.995341, 0.589134, 1.851748 ], [ 69, 34, 35, 69, 34, 35 ], [ 36, 16, 20, 36, 14, 22 ], [ 33, 18, 15, 33, 20, 13 ], [ 52.173913, 47.058824, 57.142857, 52.173913, 41.176471, 62.857143 ], [ 0.216055, 0.994075, 0.086027, 0.912396, 0.84162, 1.094215 ], [ 62411, 62411, 31965, 2919022, 1469736, 2919022 ], [ -1362360, -65108, -1362360, -4054615, -4054615, -1674948 ], [ 122, 129, 115, 122, 129, 115 ], [ 82, 83, 80, 87, 80, 91 ], [ 167, 170, 163, 161, 164, 156 ], [ 8466, 4410, 4056, 8466, 4410, 4056 ], [ 71.479431, 0, 273.229431, 71.479431, 0, 273.229431 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -685937, -581939, -578511, -685937, -584226, 469944 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567015200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864622804, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 146, "offset": 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) |
---|