Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587151.5889 | 658652.936 | -71501.3471 | -15693.179 | 201292.1313 | -216985.3103 |
Total P&L (%) | 587.1516 | 658.6529 | -71.5013 | -15.6932 | 201.2921 | -216.9853 |
Avg Daily Profit (%) | 0.2596 | 0.2912 | -0.0316 | -0.0075 | 0.0488 | 0 |
Buy And Hold Return (%) | 172.1649 | 172.1649 | 172.1649 | 172.1649 | 172.1649 | 172.1649 |
Max Trade Drawdown | -142990 | -109598 | -285100 | -171070 | -100766 | -343037 |
Profit Factor | 1.4985 | 2.2514 | 0.8902 | 0.9836 | 1.5241 | 0.6194 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 102 | 43 | 59 | 102 | 43 | 59 |
Losing Trades | 107 | 62 | 45 | 107 | 62 | 45 |
Profitability (%) | 48.8038 | 40.9524 | 56.7308 | 48.8038 | 40.9524 | 56.7308 |
Ratio Avg Win / Avg Loss | 1.572 | 3.2462 | 0.679 | 1.0318 | 2.1975 | 0.4724 |
Largest Winning Trade | 377256 | 377256 | 48495 | 149199 | 149199 | 32691 |
Largest Losing Trade | -65753 | -33330 | -65753 | -110066 | -49457 | -110066 |
Avg Bars in Trades | 31 | 26 | 37 | 31 | 26 | 37 |
Avg Bars in Winners | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Losers | 21 | 17 | 27 | 21 | 17 | 27 |
Bars Traded | 6587 | 2739 | 3848 | 6587 | 2739 | 3848 |
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 | 318171 | 259574 | -580182 | -578482 | -241864 | -580182 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6785, "evaluation_days": 2261.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1565683200000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759266786585, "expiration_time": 1765110240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 207, "offset": 0, "std": 4.70526 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 587151.5889040594, 658652.9360223506, -71501.3471182918, -15693.1789787985, 201292.131296098, -216985.3102748968 ], [ 587.151589, 658.652936, -71.501347, -15.693179, 201.292131, -216.98531 ], [ 0.25961, 0.291224, -0.031614, -0.007548, 0.048777, 0 ], [ 172.164948, 172.164948, 172.164948, 172.164948, 172.164948, 172.164948 ], [ -142990, -109598, -285100, -171070, -100766, -343037 ], [ 1.498546, 2.251398, 0.890233, 0.983553, 1.524068, 0.619366 ], [ 209, 105, 104, 209, 105, 104 ], [ 102, 43, 59, 102, 43, 59 ], [ 107, 62, 45, 107, 62, 45 ], [ 48.803828, 40.952381, 56.730769, 48.803828, 40.952381, 56.730769 ], [ 1.572004, 3.246201, 0.678991, 1.031766, 2.197494, 0.472398 ], [ 377256, 377256, 48495, 149199, 149199, 32691 ], [ -65753, -33330, -65753, -110066, -49457, -110066 ], [ 31, 26, 37, 31, 26, 37 ], [ 41, 38, 44, 41, 38, 44 ], [ 21, 17, 27, 21, 17, 27 ], [ 6587, 2739, 3848, 6587, 2739, 3848 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318171, 259574, -580182, -578482, -241864, -580182 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6785, "evaluation_days": 2261.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1565683200000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759266786585, "expiration_time": 1765110240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 207, "offset": 0, "std": 4.70526 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|