Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1700994.5394 | -63538.4376 | -1637456.1018 | 528521.9047 | -12600148.2191 | 13128670.1239 |
Total P&L (%) | -1700.9945 | -63.5384 | -1637.4561 | 528.5219 | -12600.1482 | 13128.6701 |
Avg Daily Profit (%) | -0.8165 | -0.0305 | -0.786 | 0.0883 | 0 | 0.2348 |
Buy And Hold Return (%) | 496.89 | 496.89 | 496.89 | 496.89 | 496.89 | 496.89 |
Max Trade Drawdown | -1796252 | -161213 | -1734017 | -18396491 | -15984973 | -3572538 |
Profit Factor | 0.2203 | 0.786 | 0.1311 | 1.019 | 0.3525 | 2.5718 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 44 | 19 | 25 | 40 | 17 | 23 |
Losing Trades | 27 | 16 | 11 | 31 | 18 | 13 |
Profitability (%) | 61.9718 | 54.2857 | 69.4444 | 56.338 | 48.5714 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.1352 | 0.6619 | 0.0577 | 0.7897 | 0.3733 | 1.4536 |
Largest Winning Trade | 32582 | 32582 | 20484 | 13402712 | 3668123 | 13402712 |
Largest Losing Trade | -1210517 | -55473 | -1210517 | -7124473 | -7124473 | -2255290 |
Avg Bars in Trades | 344 | 390 | 299 | 344 | 390 | 299 |
Avg Bars in Winners | 119 | 117 | 120 | 143 | 135 | 149 |
Avg Bars in Losers | 711 | 713 | 707 | 603 | 630 | 566 |
Bars Traded | 24451 | 13655 | 10796 | 24451 | 13655 | 10796 |
Profit Streak | 26.3351 | 26.3351 | 143.0018 | 26.3351 | 26.3351 | 143.0018 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668761 | -579690 | -576876 | -510670 | -580801 | 551101 |
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580076000000, "first_datapoint_time": 1581372000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760148152320, "expiration_time": 1766620800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 106, "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": [ [ -1700994.539402955, -63538.4376360756, -1637456.1017668787, 528521.9047312288, -12600148.21914237, 13128670.123873599 ], [ -1700.994539, -63.538438, -1637.456102, 528.521905, -12600.148219, 13128.670124 ], [ -0.816479, -0.030498, -0.78598, 0.088273, 0, 0.234754 ], [ 496.889952, 496.889952, 496.889952, 496.889952, 496.889952, 496.889952 ], [ -1796252, -161213, -1734017, -18396491, -15984973, -3572538 ], [ 0.220259, 0.785997, 0.13113, 1.019002, 0.352537, 2.57182 ], [ 71, 35, 36, 71, 35, 36 ], [ 44, 19, 25, 40, 17, 23 ], [ 27, 16, 11, 31, 18, 13 ], [ 61.971831, 54.285714, 69.444444, 56.338028, 48.571429, 63.888889 ], [ 0.135159, 0.661892, 0.057697, 0.789727, 0.373275, 1.453637 ], [ 32582, 32582, 20484, 13402712, 3668123, 13402712 ], [ -1210517, -55473, -1210517, -7124473, -7124473, -2255290 ], [ 344, 390, 299, 344, 390, 299 ], [ 119, 117, 120, 143, 135, 149 ], [ 711, 713, 707, 603, 630, 566 ], [ 24451, 13655, 10796, 24451, 13655, 10796 ], [ 26.335096, 26.335096, 143.001763, 26.335096, 26.335096, 143.001763 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -668761, -579690, -576876, -510670, -580801, 551101 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580076000000, "first_datapoint_time": 1581372000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760148152320, "expiration_time": 1766620800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 106, "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) |
---|