Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502171.8199 | 1466956.6127 | 35215.2072 | 1701673.9139 | 5583180.6203 | -3881506.7064 |
Total P&L (%) | 1502.1718 | 1466.9566 | 35.2152 | 1701.6739 | 5583.1806 | -3881.5067 |
Avg Daily Profit (%) | 0.6658 | 0.6502 | 0.0156 | 0.1282 | 0.1792 | 0 |
Buy And Hold Return (%) | 364.3599 | 364.3599 | 364.3599 | 364.3599 | 364.3599 | 364.3599 |
Max Trade Drawdown | -143190 | -104444 | -79147 | -13611858 | -6312947 | -8786595 |
Profit Factor | 3.6068 | 5.7524 | 1.1316 | 1.0456 | 1.3084 | 0.7979 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 45.122 | 43.9024 | 46.3415 | 45.122 | 43.9024 | 46.3415 |
Ratio Avg Win / Avg Loss | 4.3867 | 7.3503 | 1.3103 | 1.2717 | 1.6719 | 0.9239 |
Largest Winning Trade | 1032401 | 1032401 | 59020 | 10099396 | 10099396 | 4335892 |
Largest Losing Trade | -38776 | -38776 | -28781 | -4237068 | -3382252 | -4237068 |
Avg Bars in Trades | 79 | 108 | 50 | 79 | 108 | 50 |
Avg Bars in Winners | 113 | 156 | 72 | 113 | 156 | 72 |
Avg Bars in Losers | 51 | 70 | 32 | 51 | 70 | 32 |
Bars Traded | 6536 | 4449 | 2087 | 6536 | 4449 | 2087 |
Profit Streak | 0 | 31.0687 | 0 | 0 | 31.0687 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 216152 | 584554 | -414913 | -204078 | 263211 | -582165 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1568016000000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821935992, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 1.86674 } } }
{ "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": [ [ 1502171.819882817, 1466956.6126578734, 35215.2072249441, 1701673.9138751682, 5583180.620304496, -3881506.706429332 ], [ 1502.17182, 1466.956613, 35.215207, 1701.673914, 5583.18062, -3881.506706 ], [ 0.665759, 0.650152, 0.015607, 0.128224, 0.179216, 0 ], [ 364.359862, 364.359862, 364.359862, 364.359862, 364.359862, 364.359862 ], [ -143190, -104444, -79147, -13611858, -6312947, -8786595 ], [ 3.606841, 5.752401, 1.131614, 1.045613, 1.308449, 0.797897 ], [ 82, 41, 41, 82, 41, 41 ], [ 37, 18, 19, 37, 18, 19 ], [ 45, 23, 22, 45, 23, 22 ], [ 45.121951, 43.902439, 46.341463, 45.121951, 43.902439, 46.341463 ], [ 4.386699, 7.350291, 1.310289, 1.271692, 1.671907, 0.923881 ], [ 1032401, 1032401, 59020, 10099396, 10099396, 4335892 ], [ -38776, -38776, -28781, -4237068, -3382252, -4237068 ], [ 79, 108, 50, 79, 108, 50 ], [ 113, 156, 72, 113, 156, 72 ], [ 51, 70, 32, 51, 70, 32 ], [ 6536, 4449, 2087, 6536, 4449, 2087 ], [ 0, 31.068704, 0, 0, 31.068704, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 216152, 584554, -414913, -204078, 263211, -582165 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1568016000000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821935992, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 1.86674 } } }
# | 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) |
---|