Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1686824.8346 | 1600887.6798 | 85937.1548 | 4096785.2814 | 6037509.7584 | -1940724.4771 |
Total P&L (%) | 1686.8248 | 1600.8877 | 85.9372 | 4096.7853 | 6037.5098 | -1940.7245 |
Avg Daily Profit (%) | 0.748 | 0.7098 | 0.0381 | 0.1658 | 0.1827 | 0 |
Buy And Hold Return (%) | 357.8431 | 357.8431 | 357.8431 | 357.8431 | 357.8431 | 357.8431 |
Max Trade Drawdown | -142458 | -77891 | -119930 | -7787164 | -4520503 | -6027266 |
Profit Factor | 3.661 | 6.5565 | 1.2485 | 1.157 | 1.556 | 0.8726 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 41.2371 | 34.6939 | 47.9167 | 41.2371 | 34.6939 | 47.9167 |
Ratio Avg Win / Avg Loss | 5.217 | 12.3417 | 1.3571 | 1.6487 | 2.929 | 0.9485 |
Largest Winning Trade | 1116795 | 1116795 | 58956 | 5256784 | 5256784 | 2434409 |
Largest Losing Trade | -47305 | -35339 | -47305 | -4155311 | -1288497 | -4155311 |
Avg Bars in Trades | 88 | 68 | 108 | 88 | 68 | 108 |
Avg Bars in Winners | 165 | 128 | 193 | 165 | 128 | 193 |
Avg Bars in Losers | 34 | 36 | 30 | 34 | 36 | 30 |
Bars Traded | 8574 | 3345 | 5229 | 8574 | 3345 | 5229 |
Profit Streak | 0 | 0 | 46.1126 | 0 | 0 | 46.1126 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532697 | 477592 | -308172 | -42127 | 172566 | -580941 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567404000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758832928543, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 16, "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": [ [ 1686824.8346139563, 1600887.679845251, 85937.1547687049, 4096785.2813693825, 6037509.758437498, -1940724.4770681146 ], [ 1686.824835, 1600.88768, 85.937155, 4096.785281, 6037.509758, -1940.724477 ], [ 0.747955, 0.709849, 0.038105, 0.165835, 0.182719, 0 ], [ 357.843137, 357.843137, 357.843137, 357.843137, 357.843137, 357.843137 ], [ -142458, -77891, -119930, -7787164, -4520503, -6027266 ], [ 3.661021, 6.55654, 1.248522, 1.156993, 1.556034, 0.872632 ], [ 97, 49, 48, 97, 49, 48 ], [ 40, 17, 23, 40, 17, 23 ], [ 57, 32, 25, 57, 32, 25 ], [ 41.237113, 34.693878, 47.916667, 41.237113, 34.693878, 47.916667 ], [ 5.216955, 12.341722, 1.357089, 1.648715, 2.929005, 0.948513 ], [ 1116795, 1116795, 58956, 5256784, 5256784, 2434409 ], [ -47305, -35339, -47305, -4155311, -1288497, -4155311 ], [ 88, 68, 108, 88, 68, 108 ], [ 165, 128, 193, 165, 128, 193 ], [ 34, 36, 30, 34, 36, 30 ], [ 8574, 3345, 5229, 8574, 3345, 5229 ], [ 0, 0, 46.112599, 0, 0, 46.112599 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 532697, 477592, -308172, -42127, 172566, -580941 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9021, "evaluation_days": 2255.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567404000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758832928543, "expiration_time": 1764560808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 16, "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) |
---|