Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2168140.7302 | 2062140.1426 | 106000.5876 | 5600311.6812 | 954400.2775 | 4645911.4038 |
Total P&L (%) | 2168.1407 | 2062.1401 | 106.0006 | 5600.3117 | 954.4003 | 4645.9114 |
Avg Daily Profit (%) | 0.9614 | 0.9144 | 0.047 | 0.1794 | 0.1045 | 0.1713 |
Buy And Hold Return (%) | 191.875 | 191.875 | 191.875 | 191.875 | 191.875 | 191.875 |
Max Trade Drawdown | -143949 | -45561 | -151462 | -5020962 | -3517155 | -2188199 |
Profit Factor | 4.5945 | 7.9381 | 1.3464 | 1.38 | 1.11 | 1.7665 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 54.5455 | 52.2727 | 56.8182 | 54.5455 | 52.2727 | 56.8182 |
Ratio Avg Win / Avg Loss | 3.8287 | 7.2478 | 1.0233 | 1.15 | 1.0135 | 1.3425 |
Largest Winning Trade | 1549114 | 1549114 | 61409 | 3155320 | 3155320 | 2260851 |
Largest Losing Trade | -67422 | -42024 | -67422 | -1790860 | -1790860 | -1362814 |
Avg Bars in Trades | 97 | 86 | 108 | 97 | 86 | 108 |
Avg Bars in Winners | 126 | 115 | 137 | 126 | 115 | 137 |
Avg Bars in Losers | 61 | 54 | 69 | 61 | 54 | 69 |
Bars Traded | 8567 | 3813 | 4754 | 8567 | 3813 | 4754 |
Profit Streak | 52.4727 | 52.4727 | 155.9727 | 52.4727 | 52.4727 | 155.9727 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 829358 | 817556 | -293222 | 384080 | -153012 | 444792 |
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{ "first_band": { "type": "ema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 2 } } }
{ "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": [ [ 2168140.7302037226, 2062140.1425991645, 106000.5876045586, 5600311.681216859, 954400.2774656108, 4645911.403751248 ], [ 2168.14073, 2062.140143, 106.000588, 5600.311681, 954.400277, 4645.911404 ], [ 0.961375, 0.914373, 0.047002, 0.179436, 0.104502, 0.171297 ], [ 191.875, 191.875, 191.875, 191.875, 191.875, 191.875 ], [ -143949, -45561, -151462, -5020962, -3517155, -2188199 ], [ 4.59446, 7.938071, 1.346443, 1.380011, 1.110008, 1.76646 ], [ 88, 44, 44, 88, 44, 44 ], [ 48, 23, 25, 48, 23, 25 ], [ 40, 21, 19, 40, 21, 19 ], [ 54.545455, 52.272727, 56.818182, 54.545455, 52.272727, 56.818182 ], [ 3.828717, 7.247804, 1.023296, 1.150009, 1.013486, 1.34251 ], [ 1549114, 1549114, 61409, 3155320, 3155320, 2260851 ], [ -67422, -42024, -67422, -1790860, -1790860, -1362814 ], [ 97, 86, 108, 97, 86, 108 ], [ 126, 115, 137, 126, 115, 137 ], [ 61, 54, 69, 61, 54, 69 ], [ 8567, 3813, 4754, 8567, 3813, 4754 ], [ 52.472703, 52.472703, 155.972703, 52.472703, 52.472703, 155.972703 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 829358, 817556, -293222, 384080, -153012, 444792 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565740800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758907241563, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 2 } } }
# | 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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