Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934531.3811 | 1045859.4887 | -111328.1076 | -74156.7049 | 218821.4062 | -292978.1111 |
Total P&L (%) | 934.5314 | 1045.8595 | -111.3281 | -74.1567 | 218.8214 | -292.9781 |
Avg Daily Profit (%) | 0.4143 | 0.4637 | -0.0494 | -0.06 | 0.0514 | 0 |
Buy And Hold Return (%) | 434.3249 | 434.3249 | 434.3249 | 434.3249 | 434.3249 | 434.3249 |
Max Trade Drawdown | -189206 | -126536 | -93247 | -375032 | -111019 | -287798 |
Profit Factor | 2.6923 | 4.7651 | 0.5944 | 0.8719 | 2.0764 | 0.2196 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 50 | 41.9355 | 58.0645 | 50 | 41.9355 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.6923 | 6.5979 | 0.4293 | 0.8719 | 2.875 | 0.1586 |
Largest Winning Trade | 916360 | 916360 | 25919 | 361433 | 361433 | 12851 |
Largest Losing Trade | -74951 | -59903 | -74951 | -188624 | -59903 | -188624 |
Avg Bars in Trades | 65 | 71 | 58 | 65 | 71 | 58 |
Avg Bars in Winners | 79 | 102 | 63 | 79 | 102 | 63 |
Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
Bars Traded | 4041 | 2227 | 1815 | 4041 | 2227 | 1815 |
Profit Streak | 0 | 37.1156 | 0 | 0 | 37.1156 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149371 | 400089 | -579772 | -739277 | -288709 | -579772 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1570579200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758811585337, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 155 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "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": [ [ 934531.3810976659, 1045859.4886602382, -111328.1075625719, -74156.7049066714, 218821.4062035194, -292978.1111101909 ], [ 934.531381, 1045.859489, -111.328108, -74.156705, 218.821406, -292.978111 ], [ 0.414334, 0.463693, -0.049359, -0.059974, 0.051419, 0 ], [ 434.324943, 434.324943, 434.324943, 434.324943, 434.324943, 434.324943 ], [ -189206, -126536, -93247, -375032, -111019, -287798 ], [ 2.69225, 4.765119, 0.594383, 0.871854, 2.076424, 0.219562 ], [ 62, 31, 31, 62, 31, 31 ], [ 31, 13, 18, 31, 13, 18 ], [ 31, 18, 13, 31, 18, 13 ], [ 50, 41.935484, 58.064516, 50, 41.935484, 58.064516 ], [ 2.69225, 6.597857, 0.429276, 0.871854, 2.875048, 0.158573 ], [ 916360, 916360, 25919, 361433, 361433, 12851 ], [ -74951, -59903, -74951, -188624, -59903, -188624 ], [ 65, 71, 58, 65, 71, 58 ], [ 79, 102, 63, 79, 102, 63 ], [ 50, 49, 51, 50, 49, 51 ], [ 4041, 2227, 1815, 4041, 2227, 1815 ], [ 0, 37.115571, 0, 0, 37.115571, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149371, 400089, -579772, -739277, -288709, -579772 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1570579200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758811585337, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 155 } }, "second_band": { "type": "vwma", "factors": { "length": 92, "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) |
---|