Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1540692.2842 | 1633160.5532 | -92468.2691 | -7045.9315 | 584215.1386 | -591261.0701 |
Total P&L (%) | 1540.6923 | 1633.1606 | -92.4683 | -7.0459 | 584.2151 | -591.2611 |
Avg Daily Profit (%) | 0.6803 | 0.7211 | -0.0408 | -0.0032 | 0.085 | 0 |
Buy And Hold Return (%) | 142.2297 | 142.2297 | 142.2297 | 142.2297 | 142.2297 | 142.2297 |
Max Trade Drawdown | -193487 | -147077 | -186876 | -1253806 | -774965 | -698863 |
Profit Factor | 2.4524 | 3.9982 | 0.8208 | 0.998 | 1.3466 | 0.6695 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 31.1111 | 27.9412 | 34.3284 | 31.1111 | 27.9412 | 34.3284 |
Ratio Avg Win / Avg Loss | 5.4304 | 10.3112 | 1.5703 | 2.2098 | 3.4728 | 1.2807 |
Largest Winning Trade | 1524224 | 1524224 | 52346 | 642301 | 642301 | 312613 |
Largest Losing Trade | -38994 | -26653 | -38994 | -280342 | -214327 | -280342 |
Avg Bars in Trades | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Winners | 101 | 104 | 99 | 101 | 104 | 99 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 6585 | 3141 | 3443 | 6585 | 3141 | 3443 |
Profit Streak | 0 | 0 | 51.0894 | 0 | 0 | 51.0894 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353818 | -106757 | -700488 | -584988 | -206074 | -701599 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6794, "evaluation_days": 2264.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1564761600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759514924127, "expiration_time": 1765377216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 32, "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": [ [ 1540692.2841600555, 1633160.5532486686, -92468.2690886132, -7045.9315060686, 584215.1386377126, -591261.0701437809 ], [ 1540.692284, 1633.160553, -92.468269, -7.045932, 584.215139, -591.26107 ], [ 0.680316, 0.721147, -0.040831, -0.003226, 0.084954, 0 ], [ 142.22973, 142.22973, 142.22973, 142.22973, 142.22973, 142.22973 ], [ -193487, -147077, -186876, -1253806, -774965, -698863 ], [ 2.45244, 3.998201, 0.820815, 0.997972, 1.346591, 0.669477 ], [ 135, 68, 67, 135, 68, 67 ], [ 42, 19, 23, 42, 19, 23 ], [ 93, 49, 44, 93, 49, 44 ], [ 31.111111, 27.941176, 34.328358, 31.111111, 27.941176, 34.328358 ], [ 5.430403, 10.31115, 1.570254, 2.209795, 3.472788, 1.280739 ], [ 1524224, 1524224, 52346, 642301, 642301, 312613 ], [ -38994, -26653, -38994, -280342, -214327, -280342 ], [ 48, 46, 51, 48, 46, 51 ], [ 101, 104, 99, 101, 104, 99 ], [ 24, 23, 26, 24, 23, 26 ], [ 6585, 3141, 3443, 6585, 3141, 3443 ], [ 0, 0, 51.0894, 0, 0, 51.0894 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353818, -106757, -700488, -584988, -206074, -701599 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6794, "evaluation_days": 2264.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1564761600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759514924127, "expiration_time": 1765377216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 32, "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) |
---|