Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1800091.0873 | 1667886.3023 | 132204.785 | 14289467.7271 | 5574541.3869 | 8714926.3402 |
Total P&L (%) | 1800.0911 | 1667.8863 | 132.2048 | 14289.4677 | 5574.5414 | 8714.9263 |
Avg Daily Profit (%) | 0.7982 | 0.7396 | 0.0586 | 0.2206 | 0.1792 | 0.1988 |
Buy And Hold Return (%) | 363.9073 | 363.9073 | 363.9073 | 363.9073 | 363.9073 | 363.9073 |
Max Trade Drawdown | -125815 | -48486 | -95024 | -19097167 | -15086196 | -8853315 |
Profit Factor | 5.9914 | 11.3619 | 1.6621 | 1.3223 | 1.2441 | 1.4054 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 52.6316 | 48.2759 | 57.1429 | 52.6316 | 48.2759 | 57.1429 |
Ratio Avg Win / Avg Loss | 5.3923 | 12.1735 | 1.2466 | 1.1901 | 1.3329 | 1.0541 |
Largest Winning Trade | 1234390 | 1234390 | 61674 | 9355586 | 9106226 | 9355586 |
Largest Losing Trade | -44175 | -25480 | -44175 | -8056940 | -8056940 | -6799123 |
Avg Bars in Trades | 147 | 128 | 167 | 147 | 128 | 167 |
Avg Bars in Winners | 207 | 191 | 220 | 207 | 191 | 220 |
Avg Bars in Losers | 80 | 68 | 95 | 80 | 68 | 95 |
Bars Traded | 8394 | 3715 | 4679 | 8394 | 3715 | 4679 |
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 | -158867 | 674938 | -298515 | -170724 | 247557 | -11373 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567382400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903929599, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 213, "offset": 0, "std": 4.65844 } }, "second_band": { "type": "jma", "factors": { "length": 163, "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": [ [ 1800091.0872899077, 1667886.302329692, 132204.7849602156, 14289467.727071855, 5574541.386885315, 8714926.340186536 ], [ 1800.091087, 1667.886302, 132.204785, 14289.467727, 5574.541387, 8714.92634 ], [ 0.798178, 0.739557, 0.058621, 0.220577, 0.179235, 0.198802 ], [ 363.907285, 363.907285, 363.907285, 363.907285, 363.907285, 363.907285 ], [ -125815, -48486, -95024, -19097167, -15086196, -8853315 ], [ 5.991407, 11.361902, 1.662101, 1.322294, 1.24405, 1.405441 ], [ 57, 29, 28, 57, 29, 28 ], [ 30, 14, 16, 30, 14, 16 ], [ 27, 15, 12, 27, 15, 12 ], [ 52.631579, 48.275862, 57.142857, 52.631579, 48.275862, 57.142857 ], [ 5.392266, 12.173467, 1.246576, 1.190065, 1.332911, 1.054081 ], [ 1234390, 1234390, 61674, 9355586, 9106226, 9355586 ], [ -44175, -25480, -44175, -8056940, -8056940, -6799123 ], [ 147, 128, 167, 147, 128, 167 ], [ 207, 191, 220, 207, 191, 220 ], [ 80, 68, 95, 80, 68, 95 ], [ 8394, 3715, 4679, 8394, 3715, 4679 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -158867, 674938, -298515, -170724, 247557, -11373 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567382400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758903929599, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 213, "offset": 0, "std": 4.65844 } }, "second_band": { "type": "jma", "factors": { "length": 163, "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) |
---|