Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1715519.2148 | -112571.6443 | -1602947.5705 | 60846.4326 | -13130792.5927 | 13191639.0253 |
Total P&L (%) | -1715.5192 | -112.5716 | -1602.9476 | 60.8464 | -13130.7926 | 13191.639 |
Avg Daily Profit (%) | -0.7606 | -0.0499 | -0.7107 | 0.0211 | 0 | 0.217 |
Buy And Hold Return (%) | 525.1673 | 525.1673 | 525.1673 | 525.1673 | 525.1673 | 525.1673 |
Max Trade Drawdown | -1741907 | -214150 | -1642896 | -17729806 | -13128096 | -4846680 |
Profit Factor | 0.1915 | 0.6826 | 0.0929 | 1.0027 | 0.1427 | 2.8788 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 17 | 21 | 32 | 12 | 20 |
Losing Trades | 29 | 16 | 13 | 35 | 21 | 14 |
Profitability (%) | 56.7164 | 51.5152 | 61.7647 | 47.7612 | 36.3636 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.1461 | 0.6424 | 0.0575 | 1.0967 | 0.2497 | 2.0152 |
Largest Winning Trade | 39344 | 39344 | 26725 | 16917285 | 626144 | 16917285 |
Largest Losing Trade | -1107501 | -54697 | -1107501 | -9032874 | -9032874 | -2669624 |
Avg Bars in Trades | 63 | 68 | 58 | 63 | 68 | 58 |
Avg Bars in Winners | 24 | 20 | 28 | 32 | 30 | 33 |
Avg Bars in Losers | 113 | 119 | 106 | 91 | 89 | 92 |
Bars Traded | 4229 | 2251 | 1978 | 4229 | 2251 | 1978 |
Profit Streak | 76.3895 | 0 | 273.8895 | 76.3895 | 0 | 273.8895 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700349 | -580606 | -578300 | -669606 | -586105 | 567912 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569844800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759008052965, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 139, "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": [ [ -1715519.2147553484, -112571.6443010735, -1602947.570454275, 60846.4325937873, -13130792.592730373, 13191639.025324155 ], [ -1715.519215, -112.571644, -1602.94757, 60.846433, -13130.792593, 13191.639025 ], [ -0.760594, -0.04991, -0.710684, 0.021074, 0, 0.217026 ], [ 525.167336, 525.167336, 525.167336, 525.167336, 525.167336, 525.167336 ], [ -1741907, -214150, -1642896, -17729806, -13128096, -4846680 ], [ 0.191493, 0.682596, 0.092931, 1.002724, 0.142697, 2.878814 ], [ 67, 33, 34, 67, 33, 34 ], [ 38, 17, 21, 32, 12, 20 ], [ 29, 16, 13, 35, 21, 14 ], [ 56.716418, 51.515152, 61.764706, 47.761194, 36.363636, 58.823529 ], [ 0.146139, 0.642444, 0.057529, 1.096729, 0.24972, 2.01517 ], [ 39344, 39344, 26725, 16917285, 626144, 16917285 ], [ -1107501, -54697, -1107501, -9032874, -9032874, -2669624 ], [ 63, 68, 58, 63, 68, 58 ], [ 24, 20, 28, 32, 30, 33 ], [ 113, 119, 106, 91, 89, 92 ], [ 4229, 2251, 1978, 4229, 2251, 1978 ], [ 76.389502, 0, 273.889502, 76.389502, 0, 273.889502 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -700349, -580606, -578300, -669606, -586105, 567912 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569844800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759008052965, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 139, "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) |
---|