Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1650525.3631 | 24049.763 | -1674575.1262 | 21054510.8489 | -40335898.9553 | 61390409.8042 |
Total P&L (%) | -1650.5254 | 24.0498 | -1674.5751 | 21054.5108 | -40335.899 | 61390.4098 |
Avg Daily Profit (%) | -0.732 | 0.0107 | -0.7427 | 0.2377 | 0 | 0.2852 |
Buy And Hold Return (%) | 310.8504 | 310.8504 | 310.8504 | 310.8504 | 310.8504 | 310.8504 |
Max Trade Drawdown | -1983545 | -81568 | -1933413 | -91192561 | -48776599 | -70705892 |
Profit Factor | 0.3046 | 1.1229 | 0.231 | 1.1016 | 0.5386 | 1.5121 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 228 | 104 | 124 | 222 | 101 | 121 |
Losing Trades | 43 | 31 | 12 | 49 | 34 | 15 |
Profitability (%) | 84.1328 | 77.037 | 91.1765 | 81.9188 | 74.8148 | 88.9706 |
Ratio Avg Win / Avg Loss | 0.0574 | 0.3347 | 0.0224 | 0.2431 | 0.1813 | 0.1875 |
Largest Winning Trade | 16988 | 14265 | 16988 | 58095138 | 3101700 | 58095138 |
Largest Losing Trade | -1418238 | -30465 | -1418238 | -52659876 | -24392260 | -52659876 |
Avg Bars in Trades | 48 | 13 | 84 | 48 | 13 | 84 |
Avg Bars in Winners | 18 | 5 | 29 | 25 | 5 | 41 |
Avg Bars in Losers | 210 | 40 | 650 | 156 | 36 | 428 |
Bars Traded | 13257 | 1814 | 11443 | 13257 | 1814 | 11443 |
Profit Streak | 0 | 94.3649 | 0 | 0 | 94.3649 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575069 | -426089 | -575718 | -96611 | -575843 | 479683 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758876325504, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 219, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -1650525.3631479882, 24049.7630301537, -1674575.1261781417, 21054510.84886741, -40335898.95528768, 61390409.80415509 ], [ -1650.525363, 24.049763, -1674.575126, 21054.510849, -40335.898955, 61390.409804 ], [ -0.731995, 0.010666, -0.742661, 0.237747, 0, 0.285193 ], [ 310.85044, 310.85044, 310.85044, 310.85044, 310.85044, 310.85044 ], [ -1983545, -81568, -1933413, -91192561, -48776599, -70705892 ], [ 0.30455, 1.122949, 0.23104, 1.101572, 0.538559, 1.512124 ], [ 271, 135, 136, 271, 135, 136 ], [ 228, 104, 124, 222, 101, 121 ], [ 43, 31, 12, 49, 34, 15 ], [ 84.132841, 77.037037, 91.176471, 81.918819, 74.814815, 88.970588 ], [ 0.057437, 0.334725, 0.022359, 0.24314, 0.181297, 0.187453 ], [ 16988, 14265, 16988, 58095138, 3101700, 58095138 ], [ -1418238, -30465, -1418238, -52659876, -24392260, -52659876 ], [ 48, 13, 84, 48, 13, 84 ], [ 18, 5, 29, 25, 5, 41 ], [ 210, 40, 650, 156, 36, 428 ], [ 13257, 1814, 11443, 13257, 1814, 11443 ], [ 0, 94.364878, 0, 0, 94.364878, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575069, -426089, -575718, -96611, -575843, 479683 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758876325504, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 219, "offset": 0, "scalar": 5 } } }
# | 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) |
---|