Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1558253.8168 | 1473468.0295 | 84785.7873 | 3606251.6644 | 2305759.2403 | 1300492.4241 |
Total P&L (%) | 1558.2538 | 1473.468 | 84.7858 | 3606.2517 | 2305.7592 | 1300.4924 |
Avg Daily Profit (%) | 0.6855 | 0.6482 | 0.0373 | 0.1591 | 0.14 | 0.1162 |
Buy And Hold Return (%) | 270.932 | 270.932 | 270.932 | 270.932 | 270.932 | 270.932 |
Max Trade Drawdown | -106357 | -77542 | -55041 | -7973011 | -3934886 | -4658178 |
Profit Factor | 3.6892 | 5.7188 | 1.3173 | 1.1679 | 1.214 | 1.1214 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 48.8636 | 47.7273 | 50 | 48.8636 | 47.7273 | 50 |
Ratio Avg Win / Avg Loss | 3.8607 | 6.2634 | 1.3173 | 1.2222 | 1.3297 | 1.1214 |
Largest Winning Trade | 1027142 | 1027142 | 43723 | 3474550 | 3474550 | 2070761 |
Largest Losing Trade | -54231 | -54231 | -26914 | -3074842 | -3074842 | -2457332 |
Avg Bars in Trades | 49 | 71 | 26 | 49 | 71 | 26 |
Avg Bars in Winners | 60 | 87 | 35 | 60 | 87 | 35 |
Avg Bars in Losers | 37 | 56 | 18 | 37 | 56 | 18 |
Bars Traded | 4320 | 3142 | 1178 | 4320 | 3142 | 1178 |
Profit Streak | 9.5918 | 0 | 29.0918 | 9.5918 | 0 | 29.0918 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 671304 | 659685 | -307783 | -27728 | -6961 | -125074 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4546, "evaluation_days": 2273, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569283200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760235128088, "expiration_time": 1766118816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 199, "offset": 202, "std": 4.80566 } } }
{ "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": [ [ 1558253.816766758, 1473468.0294584061, 84785.7873083517, 3606251.6643800414, 2305759.2402587575, 1300492.4241212858 ], [ 1558.253817, 1473.468029, 84.785787, 3606.251664, 2305.75924, 1300.492424 ], [ 0.685549, 0.648248, 0.037301, 0.159062, 0.140021, 0.116188 ], [ 270.931953, 270.931953, 270.931953, 270.931953, 270.931953, 270.931953 ], [ -106357, -77542, -55041, -7973011, -3934886, -4658178 ], [ 3.689156, 5.718787, 1.317309, 1.167866, 1.214049, 1.121418 ], [ 88, 44, 44, 88, 44, 44 ], [ 43, 21, 22, 43, 21, 22 ], [ 45, 23, 22, 45, 23, 22 ], [ 48.863636, 47.727273, 50, 48.863636, 47.727273, 50 ], [ 3.860745, 6.263433, 1.317309, 1.222185, 1.329673, 1.121418 ], [ 1027142, 1027142, 43723, 3474550, 3474550, 2070761 ], [ -54231, -54231, -26914, -3074842, -3074842, -2457332 ], [ 49, 71, 26, 49, 71, 26 ], [ 60, 87, 35, 60, 87, 35 ], [ 37, 56, 18, 37, 56, 18 ], [ 4320, 3142, 1178, 4320, 3142, 1178 ], [ 9.59176, 0, 29.09176, 9.59176, 0, 29.09176 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 671304, 659685, -307783, -27728, -6961, -125074 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4546, "evaluation_days": 2273, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569283200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760235128088, "expiration_time": 1766118816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 199, "offset": 202, "std": 4.80566 } } }
# | 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) |
---|