Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1082421.5093 | 49603.3719 | -1132024.8812 | 700894.3711 | -17266035.9756 | 17966930.3467 |
Total P&L (%) | -1082.4215 | 49.6034 | -1132.0249 | 700.8944 | -17266.036 | 17966.9303 |
Avg Daily Profit (%) | -0.4773 | 0.0219 | -0.4991 | 0.0918 | 0 | 0.2294 |
Buy And Hold Return (%) | 358.6913 | 358.6913 | 358.6913 | 358.6913 | 358.6913 | 358.6913 |
Max Trade Drawdown | -1232380 | -149396 | -1226238 | -19982328 | -17912404 | -5721331 |
Profit Factor | 0.3604 | 1.1653 | 0.1869 | 1.0209 | 0.325 | 3.257 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 58 | 27 | 31 | 46 | 20 | 26 |
Losing Trades | 18 | 11 | 7 | 30 | 18 | 12 |
Profitability (%) | 76.3158 | 71.0526 | 81.5789 | 60.5263 | 52.6316 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.1118 | 0.4748 | 0.0422 | 0.6658 | 0.2925 | 1.5032 |
Largest Winning Trade | 80755 | 80755 | 46285 | 16119389 | 3156898 | 16119389 |
Largest Losing Trade | -881943 | -53236 | -881943 | -10902294 | -10902294 | -3961325 |
Avg Bars in Trades | 113 | 124 | 103 | 113 | 124 | 103 |
Avg Bars in Winners | 45 | 38 | 50 | 63 | 41 | 79 |
Avg Bars in Losers | 335 | 334 | 337 | 191 | 215 | 155 |
Bars Traded | 8660 | 4721 | 3939 | 8660 | 4721 | 3939 |
Profit Streak | 167.4399 | 167.4399 | 272.4399 | 167.4399 | 167.4399 | 272.4399 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -629398 | -365683 | -575350 | -327088 | -579069 | 658372 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9072, "evaluation_days": 2268, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569024000000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759833206984, "expiration_time": 1765695456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 239, "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": [ [ -1082421.5092661781, 49603.3719029122, -1132024.8811690903, 700894.3710936086, -17266035.975578494, 17966930.3466721 ], [ -1082.421509, 49.603372, -1132.024881, 700.894371, -17266.035976, 17966.930347 ], [ -0.477258, 0.021871, -0.499129, 0.091777, 0, 0.229393 ], [ 358.691342, 358.691342, 358.691342, 358.691342, 358.691342, 358.691342 ], [ -1232380, -149396, -1226238, -19982328, -17912404, -5721331 ], [ 0.360373, 1.165306, 0.186881, 1.020898, 0.324981, 3.257036 ], [ 76, 38, 38, 76, 38, 38 ], [ 58, 27, 31, 46, 20, 26 ], [ 18, 11, 7, 30, 18, 12 ], [ 76.315789, 71.052632, 81.578947, 60.526316, 52.631579, 68.421053 ], [ 0.11184, 0.474754, 0.042199, 0.665803, 0.292483, 1.503247 ], [ 80755, 80755, 46285, 16119389, 3156898, 16119389 ], [ -881943, -53236, -881943, -10902294, -10902294, -3961325 ], [ 113, 124, 103, 113, 124, 103 ], [ 45, 38, 50, 63, 41, 79 ], [ 335, 334, 337, 191, 215, 155 ], [ 8660, 4721, 3939, 8660, 4721, 3939 ], [ 167.439896, 167.439896, 272.439896, 167.439896, 167.439896, 272.439896 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -629398, -365683, -575350, -327088, -579069, 658372 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9072, "evaluation_days": 2268, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569024000000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759833206984, "expiration_time": 1765695456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 239, "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) |
---|