Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635502.1994 | 625952.7485 | 9549.4509 | 242612.3278 | 875028.6184 | -632416.2906 |
Total P&L (%) | 635.5022 | 625.9527 | 9.5495 | 242.6123 | 875.0286 | -632.4163 |
Avg Daily Profit (%) | 0.2798 | 0.2756 | 0.0042 | 0.0542 | 0.1003 | 0 |
Buy And Hold Return (%) | 204.1475 | 204.1475 | 204.1475 | 204.1475 | 204.1475 | 204.1475 |
Max Trade Drawdown | -115241 | -77180 | -238574 | -582349 | -505382 | -955834 |
Profit Factor | 1.335 | 1.8482 | 1.0082 | 1.0367 | 1.3286 | 0.8398 |
Total Trades | 461 | 231 | 230 | 461 | 231 | 230 |
Winning Trades | 212 | 108 | 104 | 212 | 108 | 104 |
Losing Trades | 249 | 123 | 126 | 249 | 123 | 126 |
Profitability (%) | 45.987 | 46.7532 | 45.2174 | 45.987 | 46.7532 | 45.2174 |
Ratio Avg Win / Avg Loss | 1.5679 | 2.1049 | 1.2215 | 1.2176 | 1.5132 | 1.0175 |
Largest Winning Trade | 125743 | 125743 | 55967 | 160825 | 160825 | 132517 |
Largest Losing Trade | -74491 | -29149 | -74491 | -416462 | -136626 | -416462 |
Avg Bars in Trades | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Winners | 16 | 14 | 19 | 16 | 14 | 19 |
Avg Bars in Losers | 12 | 10 | 14 | 12 | 10 | 14 |
Bars Traded | 6645 | 2839 | 3806 | 6645 | 2839 | 3806 |
Profit Streak | 21.0935 | 21.0935 | 23.0935 | 21.0935 | 21.0935 | 23.0935 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334724 | 336925 | -564832 | -405637 | -59016 | -579498 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6814, "evaluation_days": 2271.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1566115200000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760120079844, "expiration_time": 1765970496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 79, "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": [ [ 635502.1994417993, 625952.7485092828, 9549.4509325171, 242612.3278216905, 875028.6184376575, -632416.2906159656 ], [ 635.502199, 625.952749, 9.549451, 242.612328, 875.028618, -632.416291 ], [ 0.279793, 0.275589, 0.004204, 0.054231, 0.100313, 0 ], [ 204.147465, 204.147465, 204.147465, 204.147465, 204.147465, 204.147465 ], [ -115241, -77180, -238574, -582349, -505382, -955834 ], [ 1.334957, 1.848238, 1.008237, 1.036697, 1.328645, 0.83984 ], [ 461, 231, 230, 461, 231, 230 ], [ 212, 108, 104, 212, 108, 104 ], [ 249, 123, 126, 249, 123, 126 ], [ 45.986985, 46.753247, 45.217391, 45.986985, 46.753247, 45.217391 ], [ 1.567945, 2.104938, 1.221518, 1.21763, 1.513179, 1.017498 ], [ 125743, 125743, 55967, 160825, 160825, 132517 ], [ -74491, -29149, -74491, -416462, -136626, -416462 ], [ 14, 12, 16, 14, 12, 16 ], [ 16, 14, 19, 16, 14, 19 ], [ 12, 10, 14, 12, 10, 14 ], [ 6645, 2839, 3806, 6645, 2839, 3806 ], [ 21.093517, 21.093517, 23.093517, 21.093517, 21.093517, 23.093517 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334724, 336925, -564832, -405637, -59016, -579498 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6814, "evaluation_days": 2271.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1566115200000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760120079844, "expiration_time": 1765970496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 79, "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) |
---|