Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565725.3434 | 576386.4797 | -10661.1363 | 215170.3591 | 338602.3273 | -123431.9682 |
Total P&L (%) | 565.7253 | 576.3865 | -10.6611 | 215.1704 | 338.6023 | -123.432 |
Avg Daily Profit (%) | 0.2489 | 0.2535 | -0.0047 | 0.0505 | 0.0651 | 0 |
Buy And Hold Return (%) | 228.0255 | 228.0255 | 228.0255 | 228.0255 | 228.0255 | 228.0255 |
Max Trade Drawdown | -109277 | -71643 | -200769 | -391946 | -226451 | -380898 |
Profit Factor | 1.4238 | 1.9008 | 0.9847 | 1.0883 | 1.2791 | 0.8991 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 143 | 76 | 67 | 143 | 76 | 67 |
Losing Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Profitability (%) | 53.7594 | 57.1429 | 50.3759 | 53.7594 | 57.1429 | 50.3759 |
Ratio Avg Win / Avg Loss | 1.2247 | 1.4256 | 0.97 | 0.9361 | 0.9593 | 0.8857 |
Largest Winning Trade | 115946 | 115946 | 56146 | 203871 | 203871 | 125406 |
Largest Losing Trade | -58544 | -36642 | -58544 | -141957 | -141957 | -118425 |
Avg Bars in Trades | 24 | 18 | 30 | 24 | 18 | 30 |
Avg Bars in Winners | 29 | 17 | 43 | 29 | 17 | 43 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 6570 | 2512 | 4058 | 6570 | 2512 | 4058 |
Profit Streak | 8.2957 | 16.629 | 8.2957 | 8.2957 | 16.629 | 8.2957 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320279 | 325358 | -580258 | -412997 | -121111 | -580258 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6820, "evaluation_days": 2273.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567123200000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760281544942, "expiration_time": 1766148480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 565725.3434490064, 576386.4797276484, -10661.1362786422, 215170.359116929, 338602.3273022955, -123431.9681853667 ], [ 565.725343, 576.38648, -10.661136, 215.170359, 338.602327, -123.431968 ], [ 0.248853, 0.253543, -0.00469, 0.050509, 0.065055, 0 ], [ 228.025478, 228.025478, 228.025478, 228.025478, 228.025478, 228.025478 ], [ -109277, -71643, -200769, -391946, -226451, -380898 ], [ 1.423803, 1.900834, 0.984661, 1.08832, 1.279122, 0.899088 ], [ 266, 133, 133, 266, 133, 133 ], [ 143, 76, 67, 143, 76, 67 ], [ 123, 57, 66, 123, 57, 66 ], [ 53.759398, 57.142857, 50.37594, 53.759398, 57.142857, 50.37594 ], [ 1.224669, 1.425626, 0.969965, 0.936107, 0.959341, 0.885669 ], [ 115946, 115946, 56146, 203871, 203871, 125406 ], [ -58544, -36642, -58544, -141957, -141957, -118425 ], [ 24, 18, 30, 24, 18, 30 ], [ 29, 17, 43, 29, 17, 43 ], [ 19, 21, 17, 19, 21, 17 ], [ 6570, 2512, 4058, 6570, 2512, 4058 ], [ 8.295659, 16.628992, 8.295659, 8.295659, 16.628992, 8.295659 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320279, 325358, -580258, -412997, -121111, -580258 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6820, "evaluation_days": 2273.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567123200000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760281544942, "expiration_time": 1766148480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|