Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1900826.263 | 1817060.323 | 83765.9401 | 4705138.8639 | 1756432.6928 | 2948706.1712 |
Total P&L (%) | 1900.8263 | 1817.0603 | 83.7659 | 4705.1389 | 1756.4327 | 2948.7062 |
Avg Daily Profit (%) | 0.8412 | 0.8041 | 0.0371 | 0.1715 | 0.1294 | 0.1513 |
Buy And Hold Return (%) | 342.8105 | 342.8105 | 342.8105 | 342.8105 | 342.8105 | 342.8105 |
Max Trade Drawdown | -140710 | -55175 | -156054 | -1028802 | -1158326 | -759381 |
Profit Factor | 4.9189 | 10.2968 | 1.2893 | 2.1877 | 1.934 | 2.4168 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 49.3827 | 48.7805 | 50 | 49.3827 | 48.7805 | 50 |
Ratio Avg Win / Avg Loss | 5.0419 | 10.8117 | 1.2893 | 2.2424 | 2.0307 | 2.4168 |
Largest Winning Trade | 1348872 | 1348872 | 60575 | 1694479 | 746268 | 1694479 |
Largest Losing Trade | -59514 | -49124 | -59514 | -704174 | -704174 | -648035 |
Avg Bars in Trades | 156 | 142 | 170 | 156 | 142 | 170 |
Avg Bars in Winners | 257 | 217 | 296 | 257 | 217 | 296 |
Avg Bars in Losers | 58 | 71 | 44 | 58 | 71 | 44 |
Bars Traded | 12699 | 5862 | 6837 | 12699 | 5862 | 6837 |
Profit Streak | 0 | 0 | 322.5323 | 0 | 0 | 322.5323 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 124181 | 724547 | -307765 | -4561 | -17924 | 489598 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13558, "evaluation_days": 2259.67, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567324800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759149986598, "expiration_time": 1764989856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 71, "offset": 168 } }, "second_band": { "type": "kcb", "factors": { "length": 25, "offset": 0, "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": [ [ 1900826.263016368, 1817060.3229617246, 83765.940054643, 4705138.863938248, 1756432.69277906, 2948706.171159189 ], [ 1900.826263, 1817.060323, 83.76594, 4705.138864, 1756.432693, 2948.706171 ], [ 0.841196, 0.804126, 0.03707, 0.171511, 0.129361, 0.151345 ], [ 342.810458, 342.810458, 342.810458, 342.810458, 342.810458, 342.810458 ], [ -140710, -55175, -156054, -1028802, -1158326, -759381 ], [ 4.918922, 10.29683, 1.289258, 2.187661, 1.934035, 2.416824 ], [ 81, 41, 40, 81, 41, 40 ], [ 40, 20, 20, 40, 20, 20 ], [ 41, 21, 20, 41, 21, 20 ], [ 49.382716, 48.780488, 50, 49.382716, 48.780488, 50 ], [ 5.041895, 10.811671, 1.289258, 2.242352, 2.030737, 2.416824 ], [ 1348872, 1348872, 60575, 1694479, 746268, 1694479 ], [ -59514, -49124, -59514, -704174, -704174, -648035 ], [ 156, 142, 170, 156, 142, 170 ], [ 257, 217, 296, 257, 217, 296 ], [ 58, 71, 44, 58, 71, 44 ], [ 12699, 5862, 6837, 12699, 5862, 6837 ], [ 0, 0, 322.532252, 0, 0, 322.532252 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 124181, 724547, -307765, -4561, -17924, 489598 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13558, "evaluation_days": 2259.67, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567324800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759149986598, "expiration_time": 1764989856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 71, "offset": 168 } }, "second_band": { "type": "kcb", "factors": { "length": 25, "offset": 0, "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) |
---|