Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757269.1507 | 714761.3914 | 42507.7593 | 5469782.4125 | 2160196.6452 | 3309585.7672 |
Total P&L (%) | 757.2692 | 714.7614 | 42.5078 | 5469.7824 | 2160.1966 | 3309.5858 |
Avg Daily Profit (%) | 0.3332 | 0.3145 | 0.0187 | 0.177 | 0.1373 | 0.1554 |
Buy And Hold Return (%) | 177.1505 | 177.1505 | 177.1505 | 177.1505 | 177.1505 | 177.1505 |
Max Trade Drawdown | -100690 | -115509 | -58597 | -8270562 | -8726950 | -853295 |
Profit Factor | 3.188 | 4.091 | 1.3701 | 1.4368 | 1.1896 | 3.923 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 15 | 7 | 8 | 15 | 7 | 8 |
Profitability (%) | 76.9231 | 78.125 | 75.7576 | 76.9231 | 78.125 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.9564 | 1.1455 | 0.4384 | 0.431 | 0.3331 | 1.2554 |
Largest Winning Trade | 204565 | 204565 | 24679 | 2679480 | 2679480 | 1040917 |
Largest Losing Trade | -71309 | -71309 | -26958 | -7053899 | -7053899 | -428995 |
Avg Bars in Trades | 107 | 215 | 3 | 107 | 215 | 3 |
Avg Bars in Winners | 50 | 98 | 2 | 50 | 98 | 2 |
Avg Bars in Losers | 299 | 633 | 7 | 299 | 633 | 7 |
Bars Traded | 7018 | 6896 | 122 | 7018 | 6896 | 122 |
Profit Streak | 322.4392 | 0 | 603.6892 | 322.4392 | 0 | 603.6892 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121409 | 592394 | -329862 | -124828 | -19347 | 665717 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9092, "evaluation_days": 2273, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566820800000, "last_datapoint_time": 1760248800000, "evaluation_time": 1760265149960, "expiration_time": 1766140416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.83785, "nb": 0.1, "nc": 0.14466 } }, "second_band": { "type": "bbu", "factors": { "length": 228, "offset": 0, "std": 3.40199 } } }
{ "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": [ [ 757269.1506892869, 714761.391411546, 42507.7592777406, 5469782.412460266, 2160196.6452152887, 3309585.767244978 ], [ 757.269151, 714.761391, 42.507759, 5469.782412, 2160.196645, 3309.585767 ], [ 0.333158, 0.314457, 0.018701, 0.177013, 0.137271, 0.155386 ], [ 177.150538, 177.150538, 177.150538, 177.150538, 177.150538, 177.150538 ], [ -100690, -115509, -58597, -8270562, -8726950, -853295 ], [ 3.187952, 4.091002, 1.370053, 1.43675, 1.189631, 3.923003 ], [ 65, 32, 33, 65, 32, 33 ], [ 50, 25, 25, 50, 25, 25 ], [ 15, 7, 8, 15, 7, 8 ], [ 76.923077, 78.125, 75.757576, 76.923077, 78.125, 75.757576 ], [ 0.956386, 1.145481, 0.438417, 0.431025, 0.333097, 1.255361 ], [ 204565, 204565, 24679, 2679480, 2679480, 1040917 ], [ -71309, -71309, -26958, -7053899, -7053899, -428995 ], [ 107, 215, 3, 107, 215, 3 ], [ 50, 98, 2, 50, 98, 2 ], [ 299, 633, 7, 299, 633, 7 ], [ 7018, 6896, 122, 7018, 6896, 122 ], [ 322.439236, 0, 603.689236, 322.439236, 0, 603.689236 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121409, 592394, -329862, -124828, -19347, 665717 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9092, "evaluation_days": 2273, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566820800000, "last_datapoint_time": 1760248800000, "evaluation_time": 1760265149960, "expiration_time": 1766140416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.83785, "nb": 0.1, "nc": 0.14466 } }, "second_band": { "type": "bbu", "factors": { "length": 228, "offset": 0, "std": 3.40199 } } }
# | 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) |
---|