Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1421215.1208 | 1380769.0412 | 40446.0796 | 1888665.5941 | 2737525.5336 | -848859.9394 |
Total P&L (%) | 1421.2151 | 1380.769 | 40.4461 | 1888.6656 | 2737.5255 | -848.8599 |
Avg Daily Profit (%) | 0.6266 | 0.6088 | 0.0178 | 0.1319 | 0.1476 | 0 |
Buy And Hold Return (%) | 320.597 | 320.597 | 320.597 | 320.597 | 320.597 | 320.597 |
Max Trade Drawdown | -103020 | -52588 | -70097 | -4656880 | -1242095 | -4154233 |
Profit Factor | 3.7313 | 7.4291 | 1.1324 | 1.1396 | 1.5693 | 0.9027 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 50.8772 | 51.7241 | 50 | 50.8772 | 51.7241 | 50 |
Ratio Avg Win / Avg Loss | 3.6027 | 6.9339 | 1.1324 | 1.1003 | 1.4646 | 0.9027 |
Largest Winning Trade | 915199 | 915199 | 56472 | 2237970 | 1861339 | 2237970 |
Largest Losing Trade | -62151 | -52588 | -62151 | -3437717 | -740272 | -3437717 |
Avg Bars in Trades | 146 | 129 | 165 | 146 | 129 | 165 |
Avg Bars in Winners | 169 | 149 | 190 | 169 | 149 | 190 |
Avg Bars in Losers | 123 | 107 | 140 | 123 | 107 | 140 |
Bars Traded | 8376 | 3744 | 4632 | 8376 | 3744 | 4632 |
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 | -162674 | 658046 | -430792 | -263601 | 227957 | -601833 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9072, "evaluation_days": 2268, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759837314590, "expiration_time": 1765695456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 147, "offset": 0, "std": 1.57075 } }, "second_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.63012 } } }
{ "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": [ [ 1421215.1207878112, 1380769.0412162743, 40446.0795715374, 1888665.5941207486, 2737525.533558133, -848859.9394373854 ], [ 1421.215121, 1380.769041, 40.44608, 1888.665594, 2737.525534, -848.859939 ], [ 0.626638, 0.608805, 0.017833, 0.131923, 0.147618, 0 ], [ 320.597015, 320.597015, 320.597015, 320.597015, 320.597015, 320.597015 ], [ -103020, -52588, -70097, -4656880, -1242095, -4154233 ], [ 3.731317, 7.429129, 1.132361, 1.139585, 1.569265, 0.902673 ], [ 57, 29, 28, 57, 29, 28 ], [ 29, 15, 14, 29, 15, 14 ], [ 28, 14, 14, 28, 14, 14 ], [ 50.877193, 51.724138, 50, 50.877193, 51.724138, 50 ], [ 3.602651, 6.933853, 1.132361, 1.100289, 1.464647, 0.902673 ], [ 915199, 915199, 56472, 2237970, 1861339, 2237970 ], [ -62151, -52588, -62151, -3437717, -740272, -3437717 ], [ 146, 129, 165, 146, 129, 165 ], [ 169, 149, 190, 169, 149, 190 ], [ 123, 107, 140, 123, 107, 140 ], [ 8376, 3744, 4632, 8376, 3744, 4632 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162674, 658046, -430792, -263601, 227957, -601833 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9072, "evaluation_days": 2268, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759837314590, "expiration_time": 1765695456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 147, "offset": 0, "std": 1.57075 } }, "second_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.63012 } } }
# | 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) |
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