Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1556202.2971 | 1460070.7028 | 96131.5943 | 2974422.9664 | 5684113.5876 | -2709690.6212 |
Total P&L (%) | 1556.2023 | 1460.0707 | 96.1316 | 2974.423 | 5684.1136 | -2709.6906 |
Avg Daily Profit (%) | 0.6863 | 0.6439 | 0.0424 | 0.1512 | 0.1791 | 0 |
Buy And Hold Return (%) | 366.0194 | 366.0194 | 366.0194 | 366.0194 | 366.0194 | 366.0194 |
Max Trade Drawdown | -126598 | -101137 | -59673 | -30317027 | -27425710 | -7000131 |
Profit Factor | 3.8898 | 4.9308 | 1.5754 | 1.0477 | 1.1285 | 0.851 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 52.2222 | 42.2222 | 62.2222 | 52.2222 | 42.2222 | 62.2222 |
Ratio Avg Win / Avg Loss | 3.5587 | 6.7475 | 0.9565 | 0.9585 | 1.5442 | 0.5167 |
Largest Winning Trade | 919596 | 919596 | 34622 | 19562744 | 19562744 | 3386333 |
Largest Losing Trade | -59931 | -59931 | -21833 | -17793971 | -17793971 | -3297940 |
Avg Bars in Trades | 70 | 125 | 15 | 70 | 125 | 15 |
Avg Bars in Winners | 86 | 190 | 15 | 86 | 190 | 15 |
Avg Bars in Losers | 52 | 77 | 13 | 52 | 77 | 13 |
Bars Traded | 6310 | 5632 | 678 | 6310 | 5632 | 678 |
Profit Streak | 112.7564 | 0 | 264.7564 | 112.7564 | 0 | 264.7564 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 657621 | 517861 | -298682 | -161066 | -73183 | -577498 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6803, "evaluation_days": 2267.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567296000000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759774150875, "expiration_time": 1765644192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 61, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1556202.2970961807, 1460070.702783204, 96131.5943129769, 2974422.96642167, 5684113.587630862, -2709690.6212091977 ], [ 1556.202297, 1460.070703, 96.131594, 2974.422966, 5684.113588, -2709.690621 ], [ 0.686256, 0.643864, 0.042392, 0.151181, 0.179097, 0 ], [ 366.019417, 366.019417, 366.019417, 366.019417, 366.019417, 366.019417 ], [ -126598, -101137, -59673, -30317027, -27425710, -7000131 ], [ 3.88979, 4.930835, 1.575373, 1.047651, 1.128484, 0.850964 ], [ 90, 45, 45, 90, 45, 45 ], [ 47, 19, 28, 47, 19, 28 ], [ 43, 26, 17, 43, 26, 17 ], [ 52.222222, 42.222222, 62.222222, 52.222222, 42.222222, 62.222222 ], [ 3.558744, 6.747458, 0.956476, 0.958489, 1.544241, 0.516657 ], [ 919596, 919596, 34622, 19562744, 19562744, 3386333 ], [ -59931, -59931, -21833, -17793971, -17793971, -3297940 ], [ 70, 125, 15, 70, 125, 15 ], [ 86, 190, 15, 86, 190, 15 ], [ 52, 77, 13, 52, 77, 13 ], [ 6310, 5632, 678, 6310, 5632, 678 ], [ 112.756376, 0, 264.756376, 112.756376, 0, 264.756376 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 657621, 517861, -298682, -161066, -73183, -577498 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6803, "evaluation_days": 2267.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567296000000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759774150875, "expiration_time": 1765644192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 61, "offset": 0, "scalar": 4 } } }
# | 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) |
---|