Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1977822.7706 | 1869987.3855 | 107835.385 | 6221238.2641 | 1797264.6417 | 4423973.6223 |
Total P&L (%) | 1977.8228 | 1869.9874 | 107.8354 | 6221.2383 | 1797.2646 | 4423.9736 |
Avg Daily Profit (%) | 0.8707 | 0.8232 | 0.0475 | 0.1827 | 0.1296 | 0.168 |
Buy And Hold Return (%) | 326.8608 | 326.8608 | 326.8608 | 326.8608 | 326.8608 | 326.8608 |
Max Trade Drawdown | -100068 | -47489 | -114977 | -7404900 | -4096140 | -3851098 |
Profit Factor | 5.7403 | 10.2627 | 1.5007 | 1.4882 | 1.2607 | 1.7564 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 54.6875 | 53.125 | 56.25 | 54.6875 | 53.125 | 56.25 |
Ratio Avg Win / Avg Loss | 4.7563 | 9.0554 | 1.1672 | 1.2331 | 1.1124 | 1.3661 |
Largest Winning Trade | 1501606 | 1501606 | 63806 | 2948924 | 2948924 | 2495159 |
Largest Losing Trade | -36882 | -36882 | -33676 | -3351809 | -3351809 | -2757281 |
Avg Bars in Trades | 67 | 56 | 79 | 67 | 56 | 79 |
Avg Bars in Winners | 92 | 79 | 105 | 92 | 79 | 105 |
Avg Bars in Losers | 37 | 31 | 45 | 37 | 31 | 45 |
Bars Traded | 4351 | 1813 | 2538 | 4351 | 1813 | 2538 |
Profit Streak | 0 | 0 | 328.8365 | 0 | 0 | 328.8365 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121959 | 764441 | -291853 | -133768 | -20312 | 435798 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4543, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567252800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760126673187, "expiration_time": 1765985328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1977822.7705558387, 1869987.38552094, 107835.3850348985, 6221238.264058342, 1797264.6417361135, 4423973.622322225 ], [ 1977.822771, 1869.987386, 107.835385, 6221.238264, 1797.264642, 4423.973622 ], [ 0.870712, 0.823239, 0.047473, 0.182711, 0.129646, 0.167958 ], [ 326.860841, 326.860841, 326.860841, 326.860841, 326.860841, 326.860841 ], [ -100068, -47489, -114977, -7404900, -4096140, -3851098 ], [ 5.740317, 10.262747, 1.500741, 1.488218, 1.260697, 1.756409 ], [ 64, 32, 32, 64, 32, 32 ], [ 35, 17, 18, 35, 17, 18 ], [ 29, 15, 14, 29, 15, 14 ], [ 54.6875, 53.125, 56.25, 54.6875, 53.125, 56.25 ], [ 4.756263, 9.055365, 1.167243, 1.233095, 1.11238, 1.366096 ], [ 1501606, 1501606, 63806, 2948924, 2948924, 2495159 ], [ -36882, -36882, -33676, -3351809, -3351809, -2757281 ], [ 67, 56, 79, 67, 56, 79 ], [ 92, 79, 105, 92, 79, 105 ], [ 37, 31, 45, 37, 31, 45 ], [ 4351, 1813, 2538, 4351, 1813, 2538 ], [ 0, 0, 328.836495, 0, 0, 328.836495 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121959, 764441, -291853, -133768, -20312, 435798 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4543, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567252800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760126673187, "expiration_time": 1765985328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|