Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1765916.5772 | -13955.8357 | -1751960.7415 | 897564.2928 | -6968272.3372 | 7865836.6301 |
Total P&L (%) | -1765.9166 | -13.9558 | -1751.9607 | 897.5643 | -6968.2723 | 7865.8366 |
Avg Daily Profit (%) | -0.7816 | -0.0062 | -0.7754 | 0.1019 | 0 | 0.1939 |
Buy And Hold Return (%) | 449.5716 | 449.5716 | 449.5716 | 449.5716 | 449.5716 | 449.5716 |
Max Trade Drawdown | -1845261 | -107166 | -1809299 | -7922984 | -7124393 | -1569012 |
Profit Factor | 0.2396 | 0.9559 | 0.1265 | 1.0563 | 0.3573 | 2.5448 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 66 | 32 | 34 | 60 | 29 | 31 |
Losing Trades | 25 | 13 | 12 | 31 | 16 | 15 |
Profitability (%) | 72.5275 | 71.1111 | 73.913 | 65.9341 | 64.4444 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.0908 | 0.3883 | 0.0447 | 0.5458 | 0.1971 | 1.2314 |
Largest Winning Trade | 31618 | 31618 | 17752 | 9105234 | 723430 | 9105234 |
Largest Losing Trade | -1343921 | -58495 | -1343921 | -3347168 | -3347168 | -1260337 |
Avg Bars in Trades | 45 | 50 | 39 | 45 | 50 | 39 |
Avg Bars in Winners | 14 | 16 | 12 | 18 | 19 | 17 |
Avg Bars in Losers | 124 | 134 | 114 | 96 | 107 | 83 |
Bars Traded | 4099 | 2285 | 1813 | 4099 | 2285 | 1813 |
Profit Streak | 78.729 | 78.729 | 282.729 | 78.729 | 78.729 | 282.729 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575779 | -576606 | -576147 | -219586 | -577470 | 558431 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4519, "evaluation_days": 2259.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1570276800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080588429, "expiration_time": 1764917424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 149, "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": [ [ -1765916.5771904585, -13955.8357286208, -1751960.7414618381, 897564.2928424818, -6968272.337233929, 7865836.630076411 ], [ -1765.916577, -13.955836, -1751.960741, 897.564293, -6968.272337, 7865.83663 ], [ -0.781552, -0.006177, -0.775375, 0.101851, 0, 0.193936 ], [ 449.571603, 449.571603, 449.571603, 449.571603, 449.571603, 449.571603 ], [ -1845261, -107166, -1809299, -7922984, -7124393, -1569012 ], [ 0.239596, 0.955922, 0.126519, 1.056331, 0.357292, 2.544806 ], [ 91, 45, 46, 91, 45, 46 ], [ 66, 32, 34, 60, 29, 31 ], [ 25, 13, 12, 31, 16, 15 ], [ 72.527473, 71.111111, 73.913043, 65.934066, 64.444444, 67.391304 ], [ 0.090756, 0.388343, 0.044654, 0.545771, 0.197127, 1.231358 ], [ 31618, 31618, 17752, 9105234, 723430, 9105234 ], [ -1343921, -58495, -1343921, -3347168, -3347168, -1260337 ], [ 45, 50, 39, 45, 50, 39 ], [ 14, 16, 12, 18, 19, 17 ], [ 124, 134, 114, 96, 107, 83 ], [ 4099, 2285, 1813, 4099, 2285, 1813 ], [ 78.729033, 78.729033, 282.729033, 78.729033, 78.729033, 282.729033 ], [ 7, 3, 8, 7, 3, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575779, -576606, -576147, -219586, -577470, 558431 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4519, "evaluation_days": 2259.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1570276800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080588429, "expiration_time": 1764917424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 149, "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) |
---|