Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1594778.8747 | -113210.6846 | -1481568.1901 | -21589.5638 | -5932411.387 | 5910821.8232 |
Total P&L (%) | -1594.7789 | -113.2107 | -1481.5682 | -21.5896 | -5932.4114 | 5910.8218 |
Avg Daily Profit (%) | -0.7018 | -0.0498 | -0.652 | -0.0107 | 0 | 0.1804 |
Buy And Hold Return (%) | 245.0564 | 245.0564 | 245.0564 | 245.0564 | 245.0564 | 245.0564 |
Max Trade Drawdown | -1709701 | -215540 | -1575619 | -5750673 | -5957935 | -1430453 |
Profit Factor | 0.2274 | 0.6694 | 0.1395 | 0.9977 | 0.0757 | 2.9365 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 16 | 21 | 35 | 14 | 21 |
Losing Trades | 43 | 24 | 19 | 45 | 26 | 19 |
Profitability (%) | 46.25 | 40 | 52.5 | 43.75 | 35 | 52.5 |
Ratio Avg Win / Avg Loss | 0.2643 | 1.0041 | 0.1262 | 1.2828 | 0.1406 | 2.6569 |
Largest Winning Trade | 53435 | 53435 | 46762 | 5855220 | 124800 | 5855220 |
Largest Losing Trade | -1097066 | -59494 | -1097066 | -3180606 | -3180606 | -826095 |
Avg Bars in Trades | 81 | 87 | 76 | 81 | 87 | 76 |
Avg Bars in Winners | 55 | 54 | 56 | 59 | 54 | 62 |
Avg Bars in Losers | 104 | 109 | 98 | 98 | 104 | 91 |
Bars Traded | 6527 | 3487 | 3040 | 6527 | 3487 | 3040 |
Profit Streak | 167.9302 | 167.9302 | 281.9302 | 167.9302 | 167.9302 | 281.9302 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -604602 | -582004 | -579076 | -603908 | -585615 | 546453 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6817, "evaluation_days": 2272.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567785600000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760192372138, "expiration_time": 1766059488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 109, "offset": 0, "multiplier": 2.75735 } }, "second_band": { "type": "alma", "factors": { "length": 114, "offset": 23 } } }
{ "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": [ [ -1594778.8747248354, -113210.684599938, -1481568.1901248978, -21589.5637650386, -5932411.386965396, 5910821.823200357 ], [ -1594.778875, -113.210685, -1481.56819, -21.589564, -5932.411387, 5910.821823 ], [ -0.701825, -0.049821, -0.652004, -0.010703, 0, 0.180425 ], [ 245.056403, 245.056403, 245.056403, 245.056403, 245.056403, 245.056403 ], [ -1709701, -215540, -1575619, -5750673, -5957935, -1430453 ], [ 0.227424, 0.669403, 0.13952, 0.99772, 0.075687, 2.936542 ], [ 80, 40, 40, 80, 40, 40 ], [ 37, 16, 21, 35, 14, 21 ], [ 43, 24, 19, 45, 26, 19 ], [ 46.25, 40, 52.5, 43.75, 35, 52.5 ], [ 0.264304, 1.004104, 0.126233, 1.282783, 0.140562, 2.656872 ], [ 53435, 53435, 46762, 5855220, 124800, 5855220 ], [ -1097066, -59494, -1097066, -3180606, -3180606, -826095 ], [ 81, 87, 76, 81, 87, 76 ], [ 55, 54, 56, 59, 54, 62 ], [ 104, 109, 98, 98, 104, 91 ], [ 6527, 3487, 3040, 6527, 3487, 3040 ], [ 167.930233, 167.930233, 281.930233, 167.930233, 167.930233, 281.930233 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -604602, -582004, -579076, -603908, -585615, 546453 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6817, "evaluation_days": 2272.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567785600000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760192372138, "expiration_time": 1766059488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 109, "offset": 0, "multiplier": 2.75735 } }, "second_band": { "type": "alma", "factors": { "length": 114, "offset": 23 } } }
# | 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) |
---|