Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417602.603 | 553757.644 | -136155.041 | -136038.9838 | -10284.1855 | -125754.7983 |
Total P&L (%) | 417.6026 | 553.7576 | -136.155 | -136.039 | -10.2842 | -125.7548 |
Avg Daily Profit (%) | 0.185 | 0.2453 | -0.0603 | 0 | -0.0048 | 0 |
Buy And Hold Return (%) | 176.971 | 176.971 | 176.971 | 176.971 | 176.971 | 176.971 |
Max Trade Drawdown | -174009 | -67332 | -358628 | -253748 | -91389 | -216362 |
Profit Factor | 1.2356 | 1.8109 | 0.8751 | 0.8435 | 0.9708 | 0.7569 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 176 | 89 | 87 | 166 | 82 | 84 |
Losing Trades | 168 | 83 | 85 | 178 | 90 | 88 |
Profitability (%) | 51.1628 | 51.7442 | 50.5814 | 48.2558 | 47.6744 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.1794 | 1.6888 | 0.8549 | 0.9045 | 1.0655 | 0.7929 |
Largest Winning Trade | 95031 | 95031 | 47372 | 47899 | 30294 | 47899 |
Largest Losing Trade | -129391 | -37091 | -129391 | -89064 | -30072 | -89064 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 17 | 16 | 18 | 19 | 19 | 20 |
Avg Bars in Losers | 20 | 19 | 21 | 18 | 16 | 19 |
Bars Traded | 6562 | 3096 | 3466 | 6562 | 3096 | 3466 |
Profit Streak | 13.6134 | 0 | 13.9467 | 0 | 23.6134 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 198734 | 349674 | -579482 | -579379 | -578847 | -580607 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6772, "evaluation_days": 2257.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1565424000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758897795290, "expiration_time": 1764724608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 41, "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": [ [ 417602.6029913466, 553757.6439926691, -136155.0410013231, -136038.9838320291, -10284.1855436372, -125754.7982883919 ], [ 417.602603, 553.757644, -136.155041, -136.038984, -10.284186, -125.754798 ], [ 0.184998, 0.245315, -0.060317, 0, -0.004807, 0 ], [ 176.970954, 176.970954, 176.970954, 176.970954, 176.970954, 176.970954 ], [ -174009, -67332, -358628, -253748, -91389, -216362 ], [ 1.235574, 1.810857, 0.875061, 0.843506, 0.970789, 0.75687 ], [ 344, 172, 172, 344, 172, 172 ], [ 176, 89, 87, 166, 82, 84 ], [ 168, 83, 85, 178, 90, 88 ], [ 51.162791, 51.744186, 50.581395, 48.255814, 47.674419, 48.837209 ], [ 1.179411, 1.688777, 0.854945, 0.904483, 1.0655, 0.792911 ], [ 95031, 95031, 47372, 47899, 30294, 47899 ], [ -129391, -37091, -129391, -89064, -30072, -89064 ], [ 19, 18, 20, 19, 18, 20 ], [ 17, 16, 18, 19, 19, 20 ], [ 20, 19, 21, 18, 16, 19 ], [ 6562, 3096, 3466, 6562, 3096, 3466 ], [ 13.613371, 0, 13.946705, 0, 23.613371, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 198734, 349674, -579482, -579379, -578847, -580607 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6772, "evaluation_days": 2257.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1565424000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758897795290, "expiration_time": 1764724608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 41, "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) |
---|