Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1685099.4286 | -113900.1547 | -1571199.2739 | -84706.8678 | -7769810.3417 | 7685103.4738 |
Total P&L (%) | -1685.0994 | -113.9002 | -1571.1993 | -84.7069 | -7769.8103 | 7685.1035 |
Avg Daily Profit (%) | -0.7442 | -0.0503 | -0.6939 | -0.0829 | 0 | 0.1925 |
Buy And Hold Return (%) | 214.3488 | 214.3488 | 214.3488 | 214.3488 | 214.3488 | 214.3488 |
Max Trade Drawdown | -1808209 | -196357 | -1683537 | -10538934 | -7890597 | -3176174 |
Profit Factor | 0.2096 | 0.5986 | 0.1499 | 0.9938 | 0.0692 | 2.4745 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 28 | 11 | 17 | 28 | 9 | 19 |
Losing Trades | 29 | 17 | 12 | 29 | 19 | 10 |
Profitability (%) | 49.1228 | 39.2857 | 58.6207 | 49.1228 | 32.1429 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.2171 | 0.9251 | 0.1058 | 1.0292 | 0.1462 | 1.3024 |
Largest Winning Trade | 57505 | 57505 | 40125 | 11627568 | 220001 | 11627568 |
Largest Losing Trade | -1079474 | -60192 | -1079474 | -6350528 | -6350528 | -2351258 |
Avg Bars in Trades | 154 | 135 | 173 | 154 | 135 | 173 |
Avg Bars in Winners | 96 | 101 | 93 | 118 | 105 | 124 |
Avg Bars in Losers | 210 | 157 | 286 | 190 | 149 | 266 |
Bars Traded | 8819 | 3790 | 5029 | 8819 | 3790 | 5029 |
Profit Streak | 12.8298 | 0 | 276.3298 | 12.8298 | 0 | 276.3298 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -760007 | -606000 | -578344 | -758341 | -608777 | 536634 |
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{ "first_band": { "type": "vwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 3 } } }
{ "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": [ [ -1685099.4285943478, -113900.1547223589, -1571199.273871989, -84706.8678467481, -7769810.341672663, 7685103.473825912 ], [ -1685.099429, -113.900155, -1571.199274, -84.706868, -7769.810342, 7685.103474 ], [ -0.74422, -0.050304, -0.693916, -0.082897, 0, 0.192514 ], [ 214.348786, 214.348786, 214.348786, 214.348786, 214.348786, 214.348786 ], [ -1808209, -196357, -1683537, -10538934, -7890597, -3176174 ], [ 0.209596, 0.598594, 0.149873, 0.993753, 0.069246, 2.474473 ], [ 57, 28, 29, 57, 28, 29 ], [ 28, 11, 17, 28, 9, 19 ], [ 29, 17, 12, 29, 19, 10 ], [ 49.122807, 39.285714, 58.62069, 49.122807, 32.142857, 65.517241 ], [ 0.217081, 0.9251, 0.105793, 1.029244, 0.146186, 1.302354 ], [ 57505, 57505, 40125, 11627568, 220001, 11627568 ], [ -1079474, -60192, -1079474, -6350528, -6350528, -2351258 ], [ 154, 135, 173, 154, 135, 173 ], [ 96, 101, 93, 118, 105, 124 ], [ 210, 157, 286, 190, 149, 266 ], [ 8819, 3790, 5029, 8819, 3790, 5029 ], [ 12.829776, 0, 276.329776, 12.829776, 0, 276.329777 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -760007, -606000, -578344, -758341, -608777, 536634 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9057, "evaluation_days": 2264.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566172800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759499692692, "expiration_time": 1765361736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 3 } } }
# | 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) |
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