Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1691326.6414 | 940.1807 | -1692266.8221 | 129139.0348 | -20624532.8688 | 20753671.9036 |
Total P&L (%) | -1691.3266 | 0.9402 | -1692.2668 | 129.139 | -20624.5329 | 20753.6719 |
Avg Daily Profit (%) | -0.75 | 0.0004 | -0.7504 | 0.0368 | 0 | 0.2371 |
Buy And Hold Return (%) | 340.2891 | 340.2891 | 340.2891 | 340.2891 | 340.2891 | 340.2891 |
Max Trade Drawdown | -1850201 | -180335 | -1791496 | -27569857 | -22287921 | -8855093 |
Profit Factor | 0.3666 | 1.002 | 0.2307 | 1.0021 | 0.4978 | 2.0399 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 95 | 46 | 49 | 91 | 41 | 50 |
Losing Trades | 88 | 45 | 43 | 92 | 50 | 42 |
Profitability (%) | 51.9126 | 50.5495 | 53.2609 | 49.7268 | 45.0549 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.3396 | 0.9802 | 0.2025 | 1.0131 | 0.6071 | 1.7135 |
Largest Winning Trade | 69812 | 69812 | 55529 | 15828240 | 7069524 | 15828240 |
Largest Losing Trade | -1182588 | -57172 | -1182588 | -15864614 | -15864614 | -3501388 |
Avg Bars in Trades | 47 | 53 | 41 | 47 | 53 | 41 |
Avg Bars in Winners | 33 | 36 | 31 | 35 | 36 | 35 |
Avg Bars in Losers | 62 | 71 | 53 | 59 | 67 | 48 |
Bars Traded | 8697 | 4883 | 3814 | 8697 | 4883 | 3814 |
Profit Streak | 14.0956 | 0 | 69.0956 | 14.0956 | 0 | 69.0956 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578976 | -578264 | -579284 | -526306 | -583012 | 499190 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568808000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758939458547, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 42, "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": [ [ -1691326.6414056483, 940.1806605013, -1692266.82206615, 129139.0348258107, -20624532.86881096, 20753671.903636757 ], [ -1691.326641, 0.940181, -1692.266822, 129.139035, -20624.532869, 20753.671904 ], [ -0.749951, 0.000417, -0.750368, 0.036772, 0, 0.237067 ], [ 340.289126, 340.289126, 340.289126, 340.289126, 340.289126, 340.289126 ], [ -1850201, -180335, -1791496, -27569857, -22287921, -8855093 ], [ 0.366612, 1.001998, 0.230705, 1.002116, 0.497797, 2.039904 ], [ 183, 91, 92, 183, 91, 92 ], [ 95, 46, 49, 91, 41, 50 ], [ 88, 45, 43, 92, 50, 42 ], [ 51.912568, 50.549451, 53.26087, 49.726776, 45.054945, 54.347826 ], [ 0.339599, 0.980216, 0.202455, 1.013128, 0.60707, 1.713519 ], [ 69812, 69812, 55529, 15828240, 7069524, 15828240 ], [ -1182588, -57172, -1182588, -15864614, -15864614, -3501388 ], [ 47, 53, 41, 47, 53, 41 ], [ 33, 36, 31, 35, 36, 35 ], [ 62, 71, 53, 59, 67, 48 ], [ 8697, 4883, 3814, 8697, 4883, 3814 ], [ 14.095585, 0, 69.095585, 14.095585, 0, 69.095585 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578976, -578264, -579284, -526306, -583012, 499190 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568808000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758939458547, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 42, "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) |
---|