Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967452.7669 | 985866.0652 | -18413.2983 | 153237.885 | 314499.1674 | -161261.2824 |
Total P&L (%) | 967.4528 | 985.8661 | -18.4133 | 153.2379 | 314.4992 | -161.2613 |
Avg Daily Profit (%) | 0.4258 | 0.4339 | -0.0081 | 0.0409 | 0.0626 | 0 |
Buy And Hold Return (%) | 132.1508 | 132.1508 | 132.1508 | 132.1508 | 132.1508 | 132.1508 |
Max Trade Drawdown | -154698 | -148328 | -59125 | -1797937 | -1534976 | -558198 |
Profit Factor | 2.3581 | 3.0275 | 0.9186 | 1.0345 | 1.1031 | 0.8843 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 50.8929 | 42.8571 | 58.9286 | 50.8929 | 42.8571 | 58.9286 |
Ratio Avg Win / Avg Loss | 2.2753 | 4.0366 | 0.6402 | 0.9982 | 1.4708 | 0.6163 |
Largest Winning Trade | 683374 | 683374 | 33973 | 938021 | 938021 | 327785 |
Largest Losing Trade | -49859 | -38126 | -49859 | -568924 | -568924 | -225949 |
Avg Bars in Trades | 79 | 133 | 24 | 79 | 133 | 24 |
Avg Bars in Winners | 97 | 193 | 27 | 97 | 193 | 27 |
Avg Bars in Losers | 60 | 89 | 19 | 60 | 89 | 19 |
Bars Traded | 8860 | 7490 | 1370 | 8860 | 7490 | 1370 |
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 | 535391 | -167013 | -759398 | -438263 | -403661 | -759398 |
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{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 111, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 100, "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": [ [ 967452.7669265259, 985866.0652189867, -18413.2982924609, 153237.8849785854, 314499.1673517287, -161261.2823731427 ], [ 967.452767, 985.866065, -18.413298, 153.237885, 314.499167, -161.261282 ], [ 0.425769, 0.433872, -0.008104, 0.0409, 0.062596, 0 ], [ 132.150776, 132.150776, 132.150776, 132.150776, 132.150776, 132.150776 ], [ -154698, -148328, -59125, -1797937, -1534976, -558198 ], [ 2.35807, 3.02746, 0.918567, 1.034477, 1.103091, 0.884311 ], [ 112, 56, 56, 112, 56, 56 ], [ 57, 24, 33, 57, 24, 33 ], [ 55, 32, 23, 55, 32, 23 ], [ 50.892857, 42.857143, 58.928571, 50.892857, 42.857143, 58.928571 ], [ 2.275331, 4.036613, 0.640213, 0.99818, 1.470788, 0.616338 ], [ 683374, 683374, 33973, 938021, 938021, 327785 ], [ -49859, -38126, -49859, -568924, -568924, -225949 ], [ 79, 133, 24, 79, 133, 24 ], [ 97, 193, 27, 97, 193, 27 ], [ 60, 89, 19, 60, 89, 19 ], [ 8860, 7490, 1370, 8860, 7490, 1370 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 535391, -167013, -759398, -438263, -403661, -759398 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9089, "evaluation_days": 2272.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566280800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760206469206, "expiration_time": 1766073672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 111, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 100, "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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