Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033732.2935 | 1217361.4054 | -183629.1119 | -82679.5576 | 4082.6802 | -86762.2379 |
Total P&L (%) | 1033.7323 | 1217.3614 | -183.6291 | -82.6796 | 4.0827 | -86.7622 |
Avg Daily Profit (%) | 0.455 | 0.5358 | -0.0808 | -0.0771 | 0.0018 | -0.089 |
Buy And Hold Return (%) | 316.9014 | 316.9014 | 316.9014 | 316.9014 | 316.9014 | 316.9014 |
Max Trade Drawdown | -214949 | -119582 | -262006 | -106847 | -39359 | -48389 |
Profit Factor | 2.0059 | 3.8099 | 0.6911 | 0.7018 | 1.0355 | 0.4656 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Profitability (%) | 48.503 | 51.1905 | 45.7831 | 48.503 | 51.1905 | 45.7831 |
Ratio Avg Win / Avg Loss | 2.1297 | 3.6327 | 0.8184 | 0.7451 | 0.9874 | 0.5513 |
Largest Winning Trade | 1103574 | 1103574 | 41961 | 42775 | 42775 | 15019 |
Largest Losing Trade | -67194 | -59710 | -67194 | -53909 | -35554 | -53909 |
Avg Bars in Trades | 36 | 25 | 47 | 36 | 25 | 47 |
Avg Bars in Winners | 54 | 34 | 77 | 54 | 34 | 77 |
Avg Bars in Losers | 18 | 16 | 21 | 18 | 16 | 21 |
Bars Traded | 6052 | 2146 | 3906 | 6052 | 2146 | 3906 |
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 | 411952 | 560510 | -582749 | -580485 | -539239 | -582749 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6816, "evaluation_days": 2272, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1570694400000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760152069699, "expiration_time": 1766029824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 238, "offset": 0, "scalar": 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": [ [ 1033732.2934746994, 1217361.4053524507, -183629.1118777507, -82679.5576313847, 4082.6802405335, -86762.2378719181 ], [ 1033.732293, 1217.361405, -183.629112, -82.679558, 4.08268, -86.762238 ], [ 0.454988, 0.53581, -0.080823, -0.077139, 0.001761, -0.088961 ], [ 316.901408, 316.901408, 316.901408, 316.901408, 316.901408, 316.901408 ], [ -214949, -119582, -262006, -106847, -39359, -48389 ], [ 2.005878, 3.809896, 0.691095, 0.701772, 1.035534, 0.465553 ], [ 167, 84, 83, 167, 84, 83 ], [ 81, 43, 38, 81, 43, 38 ], [ 86, 41, 45, 86, 41, 45 ], [ 48.502994, 51.190476, 45.783133, 48.502994, 51.190476, 45.783133 ], [ 2.129698, 3.632692, 0.818401, 0.745091, 0.987369, 0.551313 ], [ 1103574, 1103574, 41961, 42775, 42775, 15019 ], [ -67194, -59710, -67194, -53909, -35554, -53909 ], [ 36, 25, 47, 36, 25, 47 ], [ 54, 34, 77, 54, 34, 77 ], [ 18, 16, 21, 18, 16, 21 ], [ 6052, 2146, 3906, 6052, 2146, 3906 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 411952, 560510, -582749, -580485, -539239, -582749 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6816, "evaluation_days": 2272, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1570694400000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760152069699, "expiration_time": 1766029824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 238, "offset": 0, "scalar": 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) |
---|