Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1930443.6425 | 1975846.901 | -45403.2584 | 104824.9153 | 2004842.0059 | -1900017.0906 |
Total P&L (%) | 1930.4436 | 1975.8469 | -45.4033 | 104.8249 | 2004.842 | -1900.0171 |
Avg Daily Profit (%) | 0.8519 | 0.8719 | -0.02 | 0.0316 | 0.1345 | 0 |
Buy And Hold Return (%) | 269.8667 | 269.8667 | 269.8667 | 269.8667 | 269.8667 | 269.8667 |
Max Trade Drawdown | -168764 | -110130 | -137521 | -2733619 | -1601738 | -2065019 |
Profit Factor | 3.2064 | 5.6562 | 0.8992 | 1.0122 | 1.4779 | 0.5686 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 39.2523 | 33.3333 | 45.283 | 39.2523 | 33.3333 | 45.283 |
Ratio Avg Win / Avg Loss | 4.9623 | 11.3125 | 1.0866 | 1.5665 | 2.9558 | 0.6871 |
Largest Winning Trade | 1772027 | 1772027 | 48084 | 2770527 | 2770527 | 502301 |
Largest Losing Trade | -68719 | -37724 | -68719 | -844676 | -844676 | -688688 |
Avg Bars in Trades | 121 | 118 | 124 | 121 | 118 | 124 |
Avg Bars in Winners | 207 | 219 | 197 | 207 | 219 | 197 |
Avg Bars in Losers | 66 | 68 | 64 | 66 | 68 | 64 |
Bars Traded | 13042 | 6418 | 6624 | 13042 | 6418 | 6624 |
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 | 555992 | -165310 | -761001 | -526295 | -197536 | -762667 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13597, "evaluation_days": 2266.17, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566907200000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759697248845, "expiration_time": 1765568304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 98, "offset": 0 } } }
{ "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": [ [ 1930443.642509954, 1975846.9009539317, -45403.258443979, 104824.9153418187, 2004842.0059007788, -1900017.0905589594 ], [ 1930.443643, 1975.846901, -45.403258, 104.824915, 2004.842006, -1900.017091 ], [ 0.851853, 0.871888, -0.020035, 0.031644, 0.134539, 0 ], [ 269.866667, 269.866667, 269.866667, 269.866667, 269.866667, 269.866667 ], [ -168764, -110130, -137521, -2733619, -1601738, -2065019 ], [ 3.206406, 5.656228, 0.899234, 1.012189, 1.477887, 0.56863 ], [ 107, 54, 53, 107, 54, 53 ], [ 42, 18, 24, 42, 18, 24 ], [ 65, 36, 29, 65, 36, 29 ], [ 39.252336, 33.333333, 45.283019, 39.252336, 33.333333, 45.283019 ], [ 4.962296, 11.312456, 1.086575, 1.566483, 2.955774, 0.687094 ], [ 1772027, 1772027, 48084, 2770527, 2770527, 502301 ], [ -68719, -37724, -68719, -844676, -844676, -688688 ], [ 121, 118, 124, 121, 118, 124 ], [ 207, 219, 197, 207, 219, 197 ], [ 66, 68, 64, 66, 68, 64 ], [ 13042, 6418, 6624, 13042, 6418, 6624 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 555992, -165310, -761001, -526295, -197536, -762667 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13597, "evaluation_days": 2266.17, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566907200000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759697248845, "expiration_time": 1765568304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 98, "offset": 0 } } }
# | 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) |
---|