Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1082393.5707 | 105823.9978 | -1188217.5685 | 10552350.1959 | -15437956.4512 | 25990306.6471 |
Total P&L (%) | -1082.3936 | 105.824 | -1188.2176 | 10552.3502 | -15437.9565 | 25990.3066 |
Avg Daily Profit (%) | -0.48 | 0.0469 | -0.527 | 0.2073 | 0 | 0.2471 |
Buy And Hold Return (%) | 363.9073 | 363.9073 | 363.9073 | 363.9073 | 363.9073 | 363.9073 |
Max Trade Drawdown | -1211464 | -96289 | -1306523 | -40449320 | -37718719 | -28480757 |
Profit Factor | 0.3705 | 1.5013 | 0.2122 | 1.1041 | 0.7441 | 1.6337 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 168 | 82 | 86 | 140 | 67 | 73 |
Losing Trades | 21 | 12 | 9 | 49 | 27 | 22 |
Profitability (%) | 88.8889 | 87.234 | 90.5263 | 74.0741 | 71.2766 | 76.8421 |
Ratio Avg Win / Avg Loss | 0.0463 | 0.2197 | 0.0222 | 0.3864 | 0.2999 | 0.4924 |
Largest Winning Trade | 32418 | 23716 | 32418 | 14287771 | 3854941 | 14287771 |
Largest Losing Trade | -1048919 | -41020 | -1048919 | -21852594 | -15103879 | -21852594 |
Avg Bars in Trades | 63 | 72 | 54 | 63 | 72 | 54 |
Avg Bars in Winners | 20 | 20 | 19 | 27 | 21 | 31 |
Avg Bars in Losers | 412 | 428 | 390 | 168 | 199 | 131 |
Bars Traded | 12064 | 6846 | 5218 | 12064 | 6846 | 5218 |
Profit Streak | 71.8584 | 72.025 | 71.8584 | 71.8584 | 72.025 | 71.8584 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573012 | -290189 | -574283 | -93703 | -576440 | 497435 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567368000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758875763329, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 242, "offset": 0, "a": 0.05486 } } }
{ "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": [ [ -1082393.5707041812, 105823.9978058414, -1188217.5685100239, 10552350.195897887, -15437956.451193701, 25990306.647091616 ], [ -1082.393571, 105.823998, -1188.217569, 10552.350196, -15437.956451, 25990.306647 ], [ -0.480033, 0.046932, -0.526965, 0.207253, 0, 0.247071 ], [ 363.907285, 363.907285, 363.907285, 363.907285, 363.907285, 363.907285 ], [ -1211464, -96289, -1306523, -40449320, -37718719, -28480757 ], [ 0.370479, 1.501257, 0.212201, 1.104123, 0.744123, 1.633736 ], [ 189, 94, 95, 189, 94, 95 ], [ 168, 82, 86, 140, 67, 73 ], [ 21, 12, 9, 49, 27, 22 ], [ 88.888889, 87.234043, 90.526316, 74.074074, 71.276596, 76.842105 ], [ 0.04631, 0.219696, 0.022207, 0.386443, 0.299871, 0.492359 ], [ 32418, 23716, 32418, 14287771, 3854941, 14287771 ], [ -1048919, -41020, -1048919, -21852594, -15103879, -21852594 ], [ 63, 72, 54, 63, 72, 54 ], [ 20, 20, 19, 27, 21, 31 ], [ 412, 428, 390, 168, 199, 131 ], [ 12064, 6846, 5218, 12064, 6846, 5218 ], [ 71.858372, 72.025038, 71.858372, 71.858372, 72.025039, 71.858372 ], [ 16, 8, 8, 16, 8, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573012, -290189, -574283, -93703, -576440, 497435 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567368000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758875763329, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 242, "offset": 0, "a": 0.05486 } } }
# | 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) |
---|