Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1663670.5584 | 1552466.8314 | 111203.7271 | 5261953.6177 | 1971362.8471 | 3290590.7706 |
Total P&L (%) | 1663.6706 | 1552.4668 | 111.2037 | 5261.9536 | 1971.3628 | 3290.5908 |
Avg Daily Profit (%) | 0.732 | 0.6831 | 0.0489 | 0.1754 | 0.1334 | 0.1552 |
Buy And Hold Return (%) | 232.5658 | 232.5658 | 232.5658 | 232.5658 | 232.5658 | 232.5658 |
Max Trade Drawdown | -107140 | -81321 | -67468 | -6446141 | -7051843 | -4188943 |
Profit Factor | 4.2315 | 6.1836 | 1.5164 | 1.2295 | 1.1426 | 1.3614 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 50 | 45.4545 | 54.5455 | 50 | 45.4545 | 54.5455 |
Ratio Avg Win / Avg Loss | 4.2315 | 7.4204 | 1.2637 | 1.2295 | 1.3711 | 1.1345 |
Largest Winning Trade | 1089125 | 1089125 | 37741 | 5283097 | 5283097 | 2035360 |
Largest Losing Trade | -50608 | -32343 | -50608 | -2816334 | -2816334 | -2561224 |
Avg Bars in Trades | 98 | 143 | 52 | 98 | 143 | 52 |
Avg Bars in Winners | 129 | 215 | 57 | 129 | 215 | 57 |
Avg Bars in Losers | 66 | 83 | 46 | 66 | 83 | 46 |
Bars Traded | 8629 | 6315 | 2313 | 8629 | 6315 | 2313 |
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 | 721841 | 675693 | -291291 | 277739 | -79835 | 315395 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9091, "evaluation_days": 2272.75, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567836000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760237305271, "expiration_time": 1766118168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 73, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1663670.5584385893, 1552466.831369767, 111203.7270688222, 5261953.617704451, 1971362.8470951593, 3290590.770609294 ], [ 1663.670558, 1552.466831, 111.203727, 5261.953618, 1971.362847, 3290.590771 ], [ 0.732008, 0.683079, 0.048929, 0.175356, 0.133442, 0.155157 ], [ 232.565789, 232.565789, 232.565789, 232.565789, 232.565789, 232.565789 ], [ -107140, -81321, -67468, -6446141, -7051843, -4188943 ], [ 4.231466, 6.183645, 1.516407, 1.229481, 1.142607, 1.361365 ], [ 88, 44, 44, 88, 44, 44 ], [ 44, 20, 24, 44, 20, 24 ], [ 44, 24, 20, 44, 24, 20 ], [ 50, 45.454545, 54.545455, 50, 45.454545, 54.545455 ], [ 4.231466, 7.420374, 1.263672, 1.229481, 1.371128, 1.134471 ], [ 1089125, 1089125, 37741, 5283097, 5283097, 2035360 ], [ -50608, -32343, -50608, -2816334, -2816334, -2561224 ], [ 98, 143, 52, 98, 143, 52 ], [ 129, 215, 57, 129, 215, 57 ], [ 66, 83, 46, 66, 83, 46 ], [ 8629, 6315, 2313, 8629, 6315, 2313 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 721841, 675693, -291291, 277739, -79835, 315395 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9091, "evaluation_days": 2272.75, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567836000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760237305271, "expiration_time": 1766118168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 73, "offset": 0, "scalar": 4 } } }
# | 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) |
---|