Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312457.836 | 1315888.0592 | -3430.2232 | 274295.4994 | 1817576.9058 | -1543281.4064 |
Total P&L (%) | 1312.4578 | 1315.8881 | -3.4302 | 274.2955 | 1817.5769 | -1543.2814 |
Avg Daily Profit (%) | 0.5778 | 0.5793 | -0.0015 | 0.0581 | 0.1301 | 0 |
Buy And Hold Return (%) | 111.4053 | 111.4053 | 111.4053 | 111.4053 | 111.4053 | 111.4053 |
Max Trade Drawdown | -218802 | -130932 | -145799 | -3121945 | -1130371 | -2192784 |
Profit Factor | 2.8321 | 3.7747 | 0.9858 | 1.0424 | 1.5058 | 0.4642 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 42.5532 | 36.1702 | 48.9362 | 42.5532 | 36.1702 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.8233 | 6.6612 | 1.0287 | 1.4072 | 2.6573 | 0.4844 |
Largest Winning Trade | 868717 | 868717 | 27314 | 2164925 | 2164925 | 499066 |
Largest Losing Trade | -55873 | -48650 | -55873 | -1045141 | -578528 | -1045141 |
Avg Bars in Trades | 141 | 254 | 28 | 141 | 254 | 28 |
Avg Bars in Winners | 187 | 390 | 36 | 187 | 390 | 36 |
Avg Bars in Losers | 107 | 177 | 20 | 107 | 177 | 20 |
Bars Traded | 13303 | 11966 | 1337 | 13303 | 11966 | 1337 |
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 | 504987 | 463642 | -579166 | -295683 | -21747 | -580832 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13629, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565568000000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760159209905, "expiration_time": 1766042928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 118, "offset": 27, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 111, "offset": 0, "std": 3.22184 } } }
{ "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": [ [ 1312457.8360042404, 1315888.0591945613, -3430.2231903199, 274295.4994463534, 1817576.905820643, -1543281.4063742904 ], [ 1312.457836, 1315.888059, -3.430223, 274.295499, 1817.576906, -1543.281406 ], [ 0.577793, 0.579304, -0.00151, 0.058123, 0.130115, 0 ], [ 111.405295, 111.405295, 111.405295, 111.405295, 111.405295, 111.405295 ], [ -218802, -130932, -145799, -3121945, -1130371, -2192784 ], [ 2.832099, 3.774701, 0.985833, 1.042369, 1.505791, 0.464215 ], [ 94, 47, 47, 94, 47, 47 ], [ 40, 17, 23, 40, 17, 23 ], [ 54, 30, 24, 54, 30, 24 ], [ 42.553191, 36.170213, 48.93617, 42.553191, 36.170213, 48.93617 ], [ 3.823333, 6.661236, 1.028695, 1.407198, 2.657279, 0.484399 ], [ 868717, 868717, 27314, 2164925, 2164925, 499066 ], [ -55873, -48650, -55873, -1045141, -578528, -1045141 ], [ 141, 254, 28, 141, 254, 28 ], [ 187, 390, 36, 187, 390, 36 ], [ 107, 177, 20, 107, 177, 20 ], [ 13303, 11966, 1337, 13303, 11966, 1337 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 504987, 463642, -579166, -295683, -21747, -580832 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13629, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565568000000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760159209905, "expiration_time": 1766042928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 118, "offset": 27, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 111, "offset": 0, "std": 3.22184 } } }
# | 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) |
---|