Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1816450.0204 | 1687641.0589 | 128808.9615 | 7363130.7199 | 2934057.5353 | 4429073.1846 |
Total P&L (%) | 1816.45 | 1687.6411 | 128.809 | 7363.1307 | 2934.0575 | 4429.0732 |
Avg Daily Profit (%) | 0.8022 | 0.7453 | 0.0569 | 0.1906 | 0.1508 | 0.1685 |
Buy And Hold Return (%) | 180.315 | 180.315 | 180.315 | 180.315 | 180.315 | 180.315 |
Max Trade Drawdown | -107070 | -39612 | -121192 | -1820285 | -2368337 | -1295279 |
Profit Factor | 4.9584 | 8.3266 | 1.5636 | 1.7957 | 1.5808 | 2.0539 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50.7937 | 46.875 | 54.8387 | 50.7937 | 46.875 | 54.8387 |
Ratio Avg Win / Avg Loss | 4.8035 | 9.4369 | 1.2877 | 1.7396 | 1.7916 | 1.6915 |
Largest Winning Trade | 1175942 | 1175942 | 61370 | 2552747 | 2552747 | 2187464 |
Largest Losing Trade | -45592 | -31093 | -45592 | -1378206 | -1378206 | -1012479 |
Avg Bars in Trades | 140 | 124 | 157 | 140 | 124 | 157 |
Avg Bars in Winners | 215 | 194 | 234 | 215 | 194 | 234 |
Avg Bars in Losers | 62 | 62 | 63 | 62 | 62 | 63 |
Bars Traded | 8854 | 3978 | 4876 | 8854 | 3978 | 4876 |
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 | -129964 | 719259 | -280451 | -139533 | 334115 | 441378 |
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "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": [ [ 1816450.0203854113, 1687641.0588772101, 128808.9615082011, 7363130.71987946, 2934057.535254252, 4429073.184625207 ], [ 1816.45002, 1687.641059, 128.808962, 7363.13072, 2934.057535, 4429.073185 ], [ 0.80223, 0.745342, 0.056888, 0.190645, 0.150825, 0.168547 ], [ 180.314961, 180.314961, 180.314961, 180.314961, 180.314961, 180.314961 ], [ -107070, -39612, -121192, -1820285, -2368337, -1295279 ], [ 4.958404, 8.326641, 1.563613, 1.79568, 1.580837, 2.053925 ], [ 63, 32, 31, 63, 32, 31 ], [ 32, 15, 17, 32, 15, 17 ], [ 31, 17, 14, 31, 17, 14 ], [ 50.793651, 46.875, 54.83871, 50.793651, 46.875, 54.83871 ], [ 4.803453, 9.436859, 1.287681, 1.739565, 1.791615, 1.691467 ], [ 1175942, 1175942, 61370, 2552747, 2552747, 2187464 ], [ -45592, -31093, -45592, -1378206, -1378206, -1012479 ], [ 140, 124, 157, 140, 124, 157 ], [ 215, 194, 234, 215, 194, 234 ], [ 62, 62, 63, 62, 62, 63 ], [ 8854, 3978, 4876, 8854, 3978, 4876 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -129964, 719259, -280451, -139533, 334115, 441378 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9057, "evaluation_days": 2264.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565848800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759499696447, "expiration_time": 1765361736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "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) |
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