Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1773645.3175 | -50603.3024 | -1723042.015 | -11870.1787 | -13481891.8482 | 13470021.6695 |
Total P&L (%) | -1773.6453 | -50.6033 | -1723.042 | -11.8702 | -13481.8918 | 13470.0217 |
Avg Daily Profit (%) | -0.7832 | -0.0223 | -0.7609 | -0.0056 | 0 | 0.2171 |
Buy And Hold Return (%) | 269.2708 | 269.2708 | 269.2708 | 269.2708 | 269.2708 | 269.2708 |
Max Trade Drawdown | -1798291 | -195925 | -1768650 | -22581496 | -17507665 | -7904181 |
Profit Factor | 0.2417 | 0.8647 | 0.1231 | 0.9997 | 0.5044 | 2.2894 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 42 | 18 | 24 | 36 | 15 | 21 |
Losing Trades | 27 | 16 | 11 | 33 | 19 | 14 |
Profitability (%) | 60.8696 | 52.9412 | 68.5714 | 52.1739 | 44.1176 | 60 |
Ratio Avg Win / Avg Loss | 0.1554 | 0.7686 | 0.0564 | 0.9164 | 0.6389 | 1.5263 |
Largest Winning Trade | 50196 | 50196 | 35704 | 10819065 | 4546106 | 10819065 |
Largest Losing Trade | -1327535 | -56464 | -1327535 | -12798641 | -12798641 | -6983949 |
Avg Bars in Trades | 60 | 74 | 46 | 60 | 74 | 46 |
Avg Bars in Winners | 24 | 24 | 25 | 31 | 27 | 33 |
Avg Bars in Losers | 116 | 131 | 94 | 93 | 112 | 67 |
Bars Traded | 4189 | 2545 | 1643 | 4189 | 2545 | 1643 |
Profit Streak | 84.0857 | 0 | 288.0857 | 84.0857 | 0 | 288.0857 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684810 | -580413 | -577411 | -685937 | -583082 | 532709 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4529, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566432000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759500204730, "expiration_time": 1765362384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 60, "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": [ [ -1773645.3174558913, -50603.302430272, -1723042.0150256194, -11870.1787301641, -13481891.848215057, 13470021.669484897 ], [ -1773.645317, -50.603302, -1723.042015, -11.870179, -13481.891848, 13470.021669 ], [ -0.783239, -0.022346, -0.760893, -0.00558, 0, 0.21708 ], [ 269.270833, 269.270833, 269.270833, 269.270833, 269.270833, 269.270833 ], [ -1798291, -195925, -1768650, -22581496, -17507665, -7904181 ], [ 0.241703, 0.864682, 0.123147, 0.999685, 0.504418, 2.289428 ], [ 69, 34, 35, 69, 34, 35 ], [ 42, 18, 24, 36, 15, 21 ], [ 27, 16, 11, 33, 19, 14 ], [ 60.869565, 52.941176, 68.571429, 52.173913, 44.117647, 60 ], [ 0.155381, 0.768606, 0.056442, 0.916378, 0.638929, 1.526285 ], [ 50196, 50196, 35704, 10819065, 4546106, 10819065 ], [ -1327535, -56464, -1327535, -12798641, -12798641, -6983949 ], [ 60, 74, 46, 60, 74, 46 ], [ 24, 24, 25, 31, 27, 33 ], [ 116, 131, 94, 93, 112, 67 ], [ 4189, 2545, 1643, 4189, 2545, 1643 ], [ 84.085703, 0, 288.085703, 84.085703, 0, 288.085703 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -684810, -580413, -577411, -685937, -583082, 532709 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4529, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566432000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759500204730, "expiration_time": 1765362384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 60, "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) |
---|