Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -398584.6119 | 187931.4827 | -586516.0945 | 4585858.5205 | -1681807.6322 | 6267666.1526 |
Total P&L (%) | -398.5846 | 187.9315 | -586.5161 | 4585.8585 | -1681.8076 | 6267.6662 |
Avg Daily Profit (%) | -0.1767 | 0.0833 | -0.26 | 0.1707 | 0 | 0.1843 |
Buy And Hold Return (%) | 689.7407 | 689.7407 | 689.7407 | 689.7407 | 689.7407 | 689.7407 |
Max Trade Drawdown | -723115 | -67518 | -796587 | -7673420 | -7336849 | -6046640 |
Profit Factor | 0.6141 | 2.28 | 0.3381 | 1.2338 | 0.8586 | 1.8113 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 66 | 31 | 35 | 66 | 29 | 37 |
Losing Trades | 17 | 10 | 7 | 17 | 12 | 5 |
Profitability (%) | 79.5181 | 75.6098 | 83.3333 | 79.5181 | 70.7317 | 88.0952 |
Ratio Avg Win / Avg Loss | 0.1582 | 0.7355 | 0.0676 | 0.3178 | 0.3553 | 0.2448 |
Largest Winning Trade | 53992 | 53992 | 27044 | 2421668 | 2309638 | 2421668 |
Largest Losing Trade | -597230 | -56880 | -597230 | -6679366 | -6679366 | -6046640 |
Avg Bars in Trades | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Winners | 18 | 15 | 20 | 23 | 14 | 30 |
Avg Bars in Losers | 164 | 147 | 188 | 144 | 128 | 181 |
Bars Traded | 3984 | 1963 | 2021 | 3984 | 1963 | 2021 |
Profit Streak | 73.6222 | 0 | 472.6222 | 73.6222 | 0 | 472.6222 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577393 | -242571 | -575149 | 322206 | -578054 | 527545 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1575504000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758984956987, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 74, "offset": 196 } } }
{ "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": [ [ -398584.6118805378, 187931.482667384, -586516.0945479216, 4585858.520470582, -1681807.6321624694, 6267666.152633054 ], [ -398.584612, 187.931483, -586.516095, 4585.85852, -1681.807632, 6267.666153 ], [ -0.176717, 0.083321, -0.260038, 0.170712, 0, 0.184334 ], [ 689.740699, 689.740699, 689.740699, 689.740699, 689.740699, 689.740699 ], [ -723115, -67518, -796587, -7673420, -7336849, -6046640 ], [ 0.614136, 2.280037, 0.33813, 1.233768, 0.858577, 1.811337 ], [ 83, 41, 42, 83, 41, 42 ], [ 66, 31, 35, 66, 29, 37 ], [ 17, 10, 7, 17, 12, 5 ], [ 79.518072, 75.609756, 83.333333, 79.518072, 70.731707, 88.095238 ], [ 0.158187, 0.735496, 0.067626, 0.317789, 0.355273, 0.244775 ], [ 53992, 53992, 27044, 2421668, 2309638, 2421668 ], [ -597230, -56880, -597230, -6679366, -6679366, -6046640 ], [ 48, 47, 48, 48, 47, 48 ], [ 18, 15, 20, 23, 14, 30 ], [ 164, 147, 188, 144, 128, 181 ], [ 3984, 1963, 2021, 3984, 1963, 2021 ], [ 73.622187, 0, 472.622187, 73.622187, 0, 472.622187 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577393, -242571, -575149, 322206, -578054, 527545 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1575504000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758984956987, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 74, "offset": 196 } } }
# | 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) |
---|