Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480310.2389 | 1550609.7191 | -70299.4802 | -12059.0662 | 1900699.7249 | -1912758.7912 |
Total P&L (%) | 1480.3102 | 1550.6097 | -70.2995 | -12.0591 | 1900.6997 | -1912.7588 |
Avg Daily Profit (%) | 0.6564 | 0.6876 | -0.0312 | -0.0057 | 0.1329 | 0 |
Buy And Hold Return (%) | 194.9474 | 194.9474 | 194.9474 | 194.9474 | 194.9474 | 194.9474 |
Max Trade Drawdown | -295052 | -159912 | -182853 | -12582019 | -7212074 | -6994855 |
Profit Factor | 2.4072 | 3.7795 | 0.8577 | 0.9995 | 1.1494 | 0.8135 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 39.7661 | 34.8837 | 44.7059 | 39.7661 | 34.8837 | 44.7059 |
Ratio Avg Win / Avg Loss | 3.6461 | 7.0551 | 1.0609 | 1.5139 | 2.1455 | 1.0062 |
Largest Winning Trade | 1414082 | 1414082 | 47020 | 8204883 | 8204883 | 2333502 |
Largest Losing Trade | -48956 | -34766 | -48956 | -4828615 | -2806916 | -4828615 |
Avg Bars in Trades | 51 | 62 | 41 | 51 | 62 | 41 |
Avg Bars in Winners | 75 | 102 | 54 | 75 | 102 | 54 |
Avg Bars in Losers | 36 | 40 | 31 | 36 | 40 | 31 |
Bars Traded | 8876 | 5351 | 3525 | 8876 | 5351 | 3525 |
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 | 483850 | 464477 | -581496 | -581084 | -76466 | -581496 |
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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": [ [ 1480310.2389247115, 1550609.7191048604, -70299.4801801493, -12059.0662465518, 1900699.7249057349, -1912758.7911522856 ], [ 1480.310239, 1550.609719, -70.29948, -12.059066, 1900.699725, -1912.758791 ], [ 0.656384, 0.687556, -0.031171, -0.005698, 0.132938, 0 ], [ 194.947368, 194.947368, 194.947368, 194.947368, 194.947368, 194.947368 ], [ -295052, -159912, -182853, -12582019, -7212074, -6994855 ], [ 2.407165, 3.779519, 0.857725, 0.999475, 1.149356, 0.813498 ], [ 171, 86, 85, 171, 86, 85 ], [ 68, 30, 38, 68, 30, 38 ], [ 103, 56, 47, 103, 56, 47 ], [ 39.766082, 34.883721, 44.705882, 39.766082, 34.883721, 44.705882 ], [ 3.646147, 7.055103, 1.060871, 1.513911, 2.145465, 1.006168 ], [ 1414082, 1414082, 47020, 8204883, 8204883, 2333502 ], [ -48956, -34766, -48956, -4828615, -2806916, -4828615 ], [ 51, 62, 41, 51, 62, 41 ], [ 75, 102, 54, 75, 102, 54 ], [ 36, 40, 31, 36, 40, 31 ], [ 8876, 5351, 3525, 8876, 5351, 3525 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483850, 464477, -581496, -581084, -76466, -581496 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565784000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864625211, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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) |
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