Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1976886.0951 | 1889518.6015 | 87367.4936 | 5697499.2131 | 2256679.3277 | 3440819.8854 |
Total P&L (%) | 1976.8861 | 1889.5186 | 87.3675 | 5697.4992 | 2256.6793 | 3440.8199 |
Avg Daily Profit (%) | 0.9489 | 0.907 | 0.0419 | 0.1951 | 0.1518 | 0.1714 |
Buy And Hold Return (%) | 522.3684 | 522.3684 | 522.3684 | 522.3684 | 522.3684 | 522.3684 |
Max Trade Drawdown | -100031 | -66359 | -86123 | -6271188 | -6001883 | -2648874 |
Profit Factor | 4.8812 | 8.7579 | 1.3287 | 1.2381 | 1.1669 | 1.3306 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 37.5 | 32.5 | 42.5 | 37.5 | 32.5 | 42.5 |
Ratio Avg Win / Avg Loss | 8.1353 | 18.1895 | 1.7977 | 2.0635 | 2.4236 | 1.8002 |
Largest Winning Trade | 1392971 | 1392971 | 56415 | 4972229 | 4972229 | 2150520 |
Largest Losing Trade | -36408 | -25294 | -36408 | -1919851 | -1919851 | -1540753 |
Avg Bars in Trades | 302 | 275 | 329 | 302 | 275 | 329 |
Avg Bars in Winners | 538 | 583 | 504 | 538 | 583 | 504 |
Avg Bars in Losers | 160 | 126 | 200 | 160 | 126 | 200 |
Bars Traded | 24198 | 11002 | 13196 | 24198 | 11002 | 13196 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10049 | 448100 | -304187 | -19826 | -36891 | 216395 |
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579572000000, "first_datapoint_time": 1582221600000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759645493800, "expiration_time": 1766116800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 147, "offset": 220 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1976886.0950716801, 1889518.6014964257, 87367.4935752545, 5697499.21308439, 2256679.3276946736, 3440819.885389714 ], [ 1976.886095, 1889.518601, 87.367494, 5697.499213, 2256.679328, 3440.819885 ], [ 0.948907, 0.90697, 0.041936, 0.195071, 0.151788, 0.17136 ], [ 522.368421, 522.368421, 522.368421, 522.368421, 522.368421, 522.368421 ], [ -100031, -66359, -86123, -6271188, -6001883, -2648874 ], [ 4.881169, 8.757896, 1.328706, 1.238115, 1.166922, 1.330589 ], [ 80, 40, 40, 80, 40, 40 ], [ 30, 13, 17, 30, 13, 17 ], [ 50, 27, 23, 50, 27, 23 ], [ 37.5, 32.5, 42.5, 37.5, 32.5, 42.5 ], [ 8.135282, 18.189476, 1.797661, 2.063525, 2.423607, 1.800208 ], [ 1392971, 1392971, 56415, 4972229, 4972229, 2150520 ], [ -36408, -25294, -36408, -1919851, -1919851, -1540753 ], [ 302, 275, 329, 302, 275, 329 ], [ 538, 583, 504, 538, 583, 504 ], [ 160, 126, 200, 160, 126, 200 ], [ 24198, 11002, 13196, 24198, 11002, 13196 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -10049, 448100, -304187, -19826, -36891, 216395 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579572000000, "first_datapoint_time": 1582221600000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759645493800, "expiration_time": 1766116800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 147, "offset": 220 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 3 } } }
# | 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) |
---|