Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1373274.8533 | 19197.2837 | -1392472.137 | 1120978.3094 | -9541412.8563 | 10662391.1657 |
Total P&L (%) | -1373.2749 | 19.1973 | -1392.4721 | 1120.9783 | -9541.4129 | 10662.3912 |
Avg Daily Profit (%) | -0.6041 | 0.0084 | -0.6125 | 0.1101 | 0 | 0.206 |
Buy And Hold Return (%) | 178.0161 | 178.0161 | 178.0161 | 178.0161 | 178.0161 | 178.0161 |
Max Trade Drawdown | -1425436 | -121106 | -1451782 | -15880306 | -13458433 | -3486451 |
Profit Factor | 0.2799 | 1.0701 | 0.1475 | 1.0436 | 0.4874 | 2.5004 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 53 | 25 | 28 | 45 | 20 | 25 |
Losing Trades | 22 | 12 | 10 | 30 | 17 | 13 |
Profitability (%) | 70.6667 | 67.5676 | 73.6842 | 60 | 54.0541 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.1162 | 0.5137 | 0.0527 | 0.6957 | 0.4143 | 1.3002 |
Largest Winning Trade | 35870 | 35870 | 19793 | 9578499 | 2120501 | 9578499 |
Largest Losing Trade | -1090596 | -56680 | -1090596 | -7365780 | -7365780 | -2671964 |
Avg Bars in Trades | 81 | 96 | 67 | 81 | 96 | 67 |
Avg Bars in Winners | 30 | 34 | 26 | 34 | 32 | 36 |
Avg Bars in Losers | 206 | 227 | 182 | 152 | 172 | 126 |
Bars Traded | 6144 | 3581 | 2563 | 6144 | 3581 | 2563 |
Profit Streak | 91.7144 | 91.7144 | 296.0478 | 91.7144 | 91.7144 | 296.0478 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637569 | -488749 | -576262 | -278443 | -578886 | 548513 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6820, "evaluation_days": 2273.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1566604800000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760260127914, "expiration_time": 1766148480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 96, "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": [ [ -1373274.8533228668, 19197.2836825358, -1392472.1370054027, 1120978.3094005655, -9541412.856274055, 10662391.165674623 ], [ -1373.274853, 19.197284, -1392.472137, 1120.978309, -9541.412856, 10662.391166 ], [ -0.604081, 0.008445, -0.612525, 0.11013, 0, 0.206018 ], [ 178.016086, 178.016086, 178.016086, 178.016086, 178.016086, 178.016086 ], [ -1425436, -121106, -1451782, -15880306, -13458433, -3486451 ], [ 0.279928, 1.070114, 0.147467, 1.043585, 0.487376, 2.500392 ], [ 75, 37, 38, 75, 37, 38 ], [ 53, 25, 28, 45, 20, 25 ], [ 22, 12, 10, 30, 17, 13 ], [ 70.666667, 67.567568, 73.684211, 60, 54.054054, 65.789474 ], [ 0.116197, 0.513655, 0.052667, 0.695723, 0.414269, 1.300204 ], [ 35870, 35870, 19793, 9578499, 2120501, 9578499 ], [ -1090596, -56680, -1090596, -7365780, -7365780, -2671964 ], [ 81, 96, 67, 81, 96, 67 ], [ 30, 34, 26, 34, 32, 36 ], [ 206, 227, 182, 152, 172, 126 ], [ 6144, 3581, 2563, 6144, 3581, 2563 ], [ 91.714443, 91.714443, 296.047777, 91.714443, 91.714443, 296.047777 ], [ 7, 3, 7, 7, 3, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -637569, -488749, -576262, -278443, -578886, 548513 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6820, "evaluation_days": 2273.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1566604800000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760260127914, "expiration_time": 1766148480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 96, "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) |
---|