Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681858.5705 | 643785.6232 | 38072.9473 | 939362.0662 | 4226973.3359 | -3287611.2697 |
Total P&L (%) | 681.8586 | 643.7856 | 38.0729 | 939.3621 | 4226.9733 | -3287.6113 |
Avg Daily Profit (%) | 0.3007 | 0.284 | 0.0168 | 0.1033 | 0.1663 | 0 |
Buy And Hold Return (%) | 202.9724 | 202.9724 | 202.9724 | 202.9724 | 202.9724 | 202.9724 |
Max Trade Drawdown | -200339 | -109364 | -147274 | -7466439 | -3189639 | -5845781 |
Profit Factor | 1.4428 | 1.8123 | 1.0509 | 1.0314 | 1.3047 | 0.7952 |
Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
Winning Trades | 187 | 91 | 96 | 187 | 91 | 96 |
Losing Trades | 178 | 92 | 86 | 178 | 92 | 86 |
Profitability (%) | 51.2329 | 49.7268 | 52.7473 | 51.2329 | 49.7268 | 52.7473 |
Ratio Avg Win / Avg Loss | 1.3734 | 1.8322 | 0.9415 | 0.9817 | 1.319 | 0.7124 |
Largest Winning Trade | 125056 | 125056 | 42315 | 2112874 | 2112874 | 1111300 |
Largest Losing Trade | -42930 | -36570 | -42930 | -2066838 | -1079072 | -2066838 |
Avg Bars in Trades | 24 | 19 | 28 | 24 | 19 | 28 |
Avg Bars in Winners | 28 | 20 | 36 | 28 | 20 | 36 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 8831 | 3567 | 5264 | 8831 | 3567 | 5264 |
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 | 338741 | 353126 | -501311 | -241623 | 303709 | -579746 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9069, "evaluation_days": 2267.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566216000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759766519380, "expiration_time": 1765628712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 681858.5705028204, 643785.6232279119, 38072.9472749089, 939362.0662352965, 4226973.33592344, -3287611.26968814 ], [ 681.858571, 643.785623, 38.072947, 939.362066, 4226.973336, -3287.61127 ], [ 0.300743, 0.28395, 0.016793, 0.103315, 0.166307, 0 ], [ 202.972399, 202.972399, 202.972399, 202.972399, 202.972399, 202.972399 ], [ -200339, -109364, -147274, -7466439, -3189639, -5845781 ], [ 1.442805, 1.812258, 1.050949, 1.031386, 1.304651, 0.795224 ], [ 365, 183, 182, 365, 183, 182 ], [ 187, 91, 96, 187, 91, 96 ], [ 178, 92, 86, 178, 92, 86 ], [ 51.232877, 49.726776, 52.747253, 51.232877, 49.726776, 52.747253 ], [ 1.373366, 1.832173, 0.941475, 0.981747, 1.318987, 0.712388 ], [ 125056, 125056, 42315, 2112874, 2112874, 1111300 ], [ -42930, -36570, -42930, -2066838, -1079072, -2066838 ], [ 24, 19, 28, 24, 19, 28 ], [ 28, 20, 36, 28, 20, 36 ], [ 19, 18, 20, 19, 18, 20 ], [ 8831, 3567, 5264, 8831, 3567, 5264 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338741, 353126, -501311, -241623, 303709, -579746 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9069, "evaluation_days": 2267.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566216000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759766519380, "expiration_time": 1765628712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|