Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1538509.4079 | -27122.452 | -1511386.9559 | -96671.6905 | -6868689.3576 | 6772017.6671 |
Total P&L (%) | -1538.5094 | -27.1225 | -1511.387 | -96.6717 | -6868.6894 | 6772.0177 |
Avg Daily Profit (%) | -0.6796 | -0.012 | -0.6676 | -0.1502 | 0 | 0.187 |
Buy And Hold Return (%) | 376.079 | 376.079 | 376.079 | 376.079 | 376.079 | 376.079 |
Max Trade Drawdown | -1544311 | -208407 | -1530103 | -15366180 | -12330877 | -3663213 |
Profit Factor | 0.2975 | 0.9275 | 0.1677 | 0.9955 | 0.5648 | 2.1805 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 56 | 27 | 29 | 48 | 21 | 27 |
Losing Trades | 29 | 15 | 14 | 37 | 21 | 16 |
Profitability (%) | 65.8824 | 64.2857 | 67.4419 | 56.4706 | 50 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.1541 | 0.5153 | 0.0809 | 0.7674 | 0.5648 | 1.2922 |
Largest Winning Trade | 45337 | 45337 | 24365 | 4780952 | 3480326 | 4780952 |
Largest Losing Trade | -992376 | -59882 | -992376 | -6198977 | -6198977 | -2735960 |
Avg Bars in Trades | 47 | 59 | 35 | 47 | 59 | 35 |
Avg Bars in Winners | 21 | 26 | 17 | 23 | 23 | 22 |
Avg Bars in Losers | 97 | 120 | 72 | 78 | 95 | 56 |
Bars Traded | 4038 | 2511 | 1527 | 4038 | 2511 | 1527 |
Profit Streak | 82.0524 | 82.0524 | 295.5524 | 82.0524 | 82.0524 | 295.5524 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576847 | -578324 | -577054 | -578345 | -580176 | 507049 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.28232, "nc": 0.1 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4528, "evaluation_days": 2264, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569024000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759454130033, "expiration_time": 1765317888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.28232, "nc": 0.1 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "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) |
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