Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1575712.9207 | 1607680.9205 | -31967.9998 | 204123.076 | 2196557.6209 | -1992434.5449 |
Total P&L (%) | 1575.7129 | 1607.6809 | -31.968 | 204.1231 | 2196.5576 | -1992.4345 |
Avg Daily Profit (%) | 0.6952 | 0.7093 | -0.0141 | 0.0491 | 0.1384 | 0 |
Buy And Hold Return (%) | 174.0157 | 174.0157 | 174.0157 | 174.0157 | 174.0157 | 174.0157 |
Max Trade Drawdown | -166326 | -141657 | -190573 | -2598242 | -1668323 | -2272896 |
Profit Factor | 2.3356 | 3.7513 | 0.9463 | 1.0178 | 1.4013 | 0.6692 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Profitability (%) | 39.5062 | 37.7049 | 41.3223 | 39.5062 | 37.7049 | 41.3223 |
Ratio Avg Win / Avg Loss | 3.5764 | 6.1977 | 1.3438 | 1.5584 | 2.3152 | 0.9503 |
Largest Winning Trade | 1414082 | 1414082 | 48043 | 2092905 | 2092905 | 627072 |
Largest Losing Trade | -39120 | -35737 | -39120 | -895883 | -796331 | -895883 |
Avg Bars in Trades | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Winners | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 8755 | 4062 | 4693 | 8755 | 4062 | 4693 |
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 | 500715 | 513307 | -582718 | -442005 | -11093 | -584385 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9066, "evaluation_days": 2266.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565848800000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759700817019, "expiration_time": 1765561968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 31, "offset": 16 } }, "second_band": { "type": "linreg", "factors": { "length": 92, "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": [ [ 1575712.920695397, 1607680.9205172341, -31967.9998218372, 204123.0759964021, 2196557.620851836, -1992434.544855434 ], [ 1575.712921, 1607.680921, -31.968, 204.123076, 2196.557621, -1992.434545 ], [ 0.695219, 0.709323, -0.014105, 0.049086, 0.13837, 0 ], [ 174.015748, 174.015748, 174.015748, 174.015748, 174.015748, 174.015748 ], [ -166326, -141657, -190573, -2598242, -1668323, -2272896 ], [ 2.335579, 3.751254, 0.946313, 1.017754, 1.401317, 0.669248 ], [ 243, 122, 121, 243, 122, 121 ], [ 96, 46, 50, 96, 46, 50 ], [ 147, 76, 71, 147, 76, 71 ], [ 39.506173, 37.704918, 41.322314, 39.506173, 37.704918, 41.322314 ], [ 3.576355, 6.197724, 1.343765, 1.558436, 2.31522, 0.950332 ], [ 1414082, 1414082, 48043, 2092905, 2092905, 627072 ], [ -39120, -35737, -39120, -895883, -796331, -895883 ], [ 36, 33, 38, 36, 33, 38 ], [ 58, 54, 62, 58, 54, 62 ], [ 21, 20, 22, 21, 20, 22 ], [ 8755, 4062, 4693, 8755, 4062, 4693 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 500715, 513307, -582718, -442005, -11093, -584385 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9066, "evaluation_days": 2266.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565848800000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759700817019, "expiration_time": 1765561968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 31, "offset": 16 } }, "second_band": { "type": "linreg", "factors": { "length": 92, "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) |
---|