Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1463442.939 | 1568492.5302 | -105049.5912 | -40685.2818 | 863530.7724 | -904216.0542 |
Total P&L (%) | 1463.4429 | 1568.4925 | -105.0496 | -40.6853 | 863.5308 | -904.2161 |
Avg Daily Profit (%) | 0.6489 | 0.6955 | -0.0466 | -0.0232 | 0.1005 | 0 |
Buy And Hold Return (%) | 372.6721 | 372.6721 | 372.6721 | 372.6721 | 372.6721 | 372.6721 |
Max Trade Drawdown | -270377 | -122114 | -278272 | -1225511 | -874051 | -1046084 |
Profit Factor | 2.6917 | 5.0145 | 0.7785 | 0.987 | 1.5881 | 0.4532 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 40.4494 | 33.3333 | 47.7273 | 40.4494 | 33.3333 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.9628 | 10.0291 | 0.8527 | 1.453 | 3.1762 | 0.4963 |
Largest Winning Trade | 1016697 | 1016697 | 62317 | 1016494 | 1016494 | 156094 |
Largest Losing Trade | -85438 | -57908 | -85438 | -728438 | -728438 | -698449 |
Avg Bars in Trades | 90 | 77 | 104 | 90 | 77 | 104 |
Avg Bars in Winners | 148 | 126 | 164 | 148 | 126 | 164 |
Avg Bars in Losers | 51 | 52 | 49 | 51 | 52 | 49 |
Bars Traded | 8067 | 3474 | 4593 | 8067 | 3474 | 4593 |
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 | 404855 | 418542 | -581603 | -582587 | -66621 | -581603 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567987200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758834028909, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "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": [ [ 1463442.9390226793, 1568492.5301734144, -105049.591150735, -40685.2817993874, 863530.7723634429, -904216.0541628301 ], [ 1463.442939, 1568.49253, -105.049591, -40.685282, 863.530772, -904.216054 ], [ 0.648905, 0.695485, -0.04658, -0.023157, 0.100502, 0 ], [ 372.672065, 372.672065, 372.672065, 372.672065, 372.672065, 372.672065 ], [ -270377, -122114, -278272, -1225511, -874051, -1046084 ], [ 2.691745, 5.01454, 0.778538, 0.986967, 1.588119, 0.453152 ], [ 89, 45, 44, 89, 45, 44 ], [ 36, 15, 21, 36, 15, 21 ], [ 53, 30, 23, 53, 30, 23 ], [ 40.449438, 33.333333, 47.727273, 40.449438, 33.333333, 47.727273 ], [ 3.962847, 10.029079, 0.852685, 1.453035, 3.176238, 0.496309 ], [ 1016697, 1016697, 62317, 1016494, 1016494, 156094 ], [ -85438, -57908, -85438, -728438, -728438, -698449 ], [ 90, 77, 104, 90, 77, 104 ], [ 148, 126, 164, 148, 126, 164 ], [ 51, 52, 49, 51, 52, 49 ], [ 8067, 3474, 4593, 8067, 3474, 4593 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404855, 418542, -581603, -582587, -66621, -581603 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567987200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758834028909, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "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) |
---|