Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1946134.7854 | 2057313.6254 | -111178.84 | -36908.8867 | 644130.5167 | -681039.4034 |
Total P&L (%) | 1946.1348 | 2057.3136 | -111.1788 | -36.9089 | 644.1305 | -681.0394 |
Avg Daily Profit (%) | 0.9341 | 0.9875 | -0.0534 | -0.0221 | 0.0964 | 0 |
Buy And Hold Return (%) | 864.6393 | 864.6393 | 864.6393 | 864.6393 | 864.6393 | 864.6393 |
Max Trade Drawdown | -246001 | -144287 | -218911 | -1285231 | -567560 | -960017 |
Profit Factor | 3.0367 | 6.2441 | 0.8026 | 0.986 | 1.6775 | 0.5967 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 39.1304 | 37.931 | 40.3509 | 39.1304 | 37.931 | 40.3509 |
Ratio Avg Win / Avg Loss | 4.7237 | 10.2176 | 1.1865 | 1.5338 | 2.745 | 0.8821 |
Largest Winning Trade | 1926072 | 1926072 | 53210 | 906014 | 906014 | 424538 |
Largest Losing Trade | -78186 | -35786 | -78186 | -690847 | -205865 | -690847 |
Avg Bars in Trades | 211 | 186 | 236 | 211 | 186 | 236 |
Avg Bars in Winners | 348 | 311 | 383 | 348 | 311 | 383 |
Avg Bars in Losers | 123 | 110 | 137 | 123 | 110 | 137 |
Bars Traded | 24314 | 10835 | 13479 | 24314 | 10835 | 13479 |
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 | 358008 | -167529 | -762919 | -581921 | -411502 | -764585 |
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579089600000, "first_datapoint_time": 1580752800000, "last_datapoint_time": 1759154400000, "evaluation_time": 1759161751560, "expiration_time": 1765634400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 97, "offset": 231, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 228, "offset": 114, "scalar": 1 } } }
{ "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": [ [ 1946134.7853652507, 2057313.625408159, -111178.8400429084, -36908.8866693823, 644130.5167163992, -681039.4033857817 ], [ 1946.134785, 2057.313625, -111.17884, -36.908887, 644.130517, -681.039403 ], [ 0.934146, 0.987512, -0.053366, -0.022106, 0.096385, 0 ], [ 864.639321, 864.639321, 864.639321, 864.639321, 864.639321, 864.639321 ], [ -246001, -144287, -218911, -1285231, -567560, -960017 ], [ 3.036659, 6.244079, 0.802609, 0.986017, 1.677501, 0.596744 ], [ 115, 58, 57, 115, 58, 57 ], [ 45, 22, 23, 45, 22, 23 ], [ 70, 36, 34, 70, 36, 34 ], [ 39.130435, 37.931034, 40.350877, 39.130435, 37.931034, 40.350877 ], [ 4.723692, 10.217584, 1.186465, 1.533805, 2.745001, 0.882144 ], [ 1926072, 1926072, 53210, 906014, 906014, 424538 ], [ -78186, -35786, -78186, -690847, -205865, -690847 ], [ 211, 186, 236, 211, 186, 236 ], [ 348, 311, 383, 348, 311, 383 ], [ 123, 110, 137, 123, 110, 137 ], [ 24314, 10835, 13479, 24314, 10835, 13479 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 358008, -167529, -762919, -581921, -411502, -764585 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579089600000, "first_datapoint_time": 1580752800000, "last_datapoint_time": 1759154400000, "evaluation_time": 1759161751560, "expiration_time": 1765634400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 97, "offset": 231, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 228, "offset": 114, "scalar": 1 } } }
# | 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) |
---|