Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1788394.8298 | 1689897.0759 | 98497.7539 | 4803665.896 | 3468675.6417 | 1334990.2543 |
Total P&L (%) | 1788.3948 | 1689.8971 | 98.4978 | 4803.6659 | 3468.6756 | 1334.9903 |
Avg Daily Profit (%) | 0.7911 | 0.7475 | 0.0436 | 0.1723 | 0.1582 | 0.1179 |
Buy And Hold Return (%) | 251.2953 | 251.2953 | 251.2953 | 251.2953 | 251.2953 | 251.2953 |
Max Trade Drawdown | -89683 | -76199 | -69304 | -10590327 | -9444559 | -6679701 |
Profit Factor | 4.0871 | 6.6713 | 1.3501 | 1.1135 | 1.168 | 1.0616 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 50.6494 | 48.7179 | 52.6316 | 50.6494 | 48.7179 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.9823 | 7.0224 | 1.2151 | 1.085 | 1.2295 | 0.9554 |
Largest Winning Trade | 1185546 | 1185546 | 62128 | 6084472 | 6084472 | 4044218 |
Largest Losing Trade | -59192 | -33331 | -59192 | -6679701 | -5139700 | -6679701 |
Avg Bars in Trades | 111 | 94 | 128 | 111 | 94 | 128 |
Avg Bars in Winners | 148 | 122 | 172 | 148 | 122 | 172 |
Avg Bars in Losers | 73 | 68 | 79 | 73 | 68 | 79 |
Bars Traded | 8589 | 3700 | 4889 | 8589 | 3700 | 4889 |
Profit Streak | 0 | 0 | 79.5112 | 0 | 0 | 79.5112 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25978 | 741023 | -298784 | -134056 | -28547 | -189429 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9043, "evaluation_days": 2260.75, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566561600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759212965661, "expiration_time": 1765050264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 124, "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": [ [ 1788394.8298261424, 1689897.0759380278, 98497.753888115, 4803665.895994878, 3468675.6416879315, 1334990.2543069492 ], [ 1788.39483, 1689.897076, 98.497754, 4803.665896, 3468.675642, 1334.990254 ], [ 0.791063, 0.747494, 0.043569, 0.172329, 0.158249, 0.117895 ], [ 251.295337, 251.295337, 251.295337, 251.295337, 251.295337, 251.295337 ], [ -89683, -76199, -69304, -10590327, -9444559, -6679701 ], [ 4.087066, 6.671293, 1.350096, 1.113512, 1.167979, 1.061608 ], [ 77, 39, 38, 77, 39, 38 ], [ 39, 19, 20, 39, 19, 20 ], [ 38, 20, 18, 38, 20, 18 ], [ 50.649351, 48.717949, 52.631579, 50.649351, 48.717949, 52.631579 ], [ 3.982269, 7.022413, 1.215087, 1.08496, 1.229452, 0.955447 ], [ 1185546, 1185546, 62128, 6084472, 6084472, 4044218 ], [ -59192, -33331, -59192, -6679701, -5139700, -6679701 ], [ 111, 94, 128, 111, 94, 128 ], [ 148, 122, 172, 148, 122, 172 ], [ 73, 68, 79, 73, 68, 79 ], [ 8589, 3700, 4889, 8589, 3700, 4889 ], [ 0, 0, 79.511177, 0, 0, 79.511177 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -25978, 741023, -298784, -134056, -28547, -189429 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9043, "evaluation_days": 2260.75, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566561600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759212965661, "expiration_time": 1765050264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 124, "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) |
---|