Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1585443.8102 | -29185.9127 | -1556257.8974 | 117429.1336 | -10955218.2678 | 11072647.4015 |
Total P&L (%) | -1585.4438 | -29.1859 | -1556.2579 | 117.4291 | -10955.2183 | 11072.6474 |
Avg Daily Profit (%) | -0.7024 | -0.0129 | -0.6894 | 0.0344 | 0 | 0.2091 |
Buy And Hold Return (%) | 336.5466 | 336.5466 | 336.5466 | 336.5466 | 336.5466 | 336.5466 |
Max Trade Drawdown | -1618072 | -141155 | -1617904 | -21779409 | -19003058 | -8530363 |
Profit Factor | 0.3242 | 0.9297 | 0.194 | 1.0024 | 0.637 | 1.6135 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 184 | 92 | 92 | 170 | 84 | 86 |
Losing Trades | 59 | 29 | 30 | 73 | 37 | 36 |
Profitability (%) | 75.7202 | 76.0331 | 75.4098 | 69.9588 | 69.4215 | 70.4918 |
Ratio Avg Win / Avg Loss | 0.104 | 0.2931 | 0.0633 | 0.4305 | 0.2806 | 0.6754 |
Largest Winning Trade | 28836 | 24077 | 28836 | 6012365 | 2167377 | 6012365 |
Largest Losing Trade | -1076669 | -58796 | -1076669 | -12904159 | -12904159 | -5948385 |
Avg Bars in Trades | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Winners | 8 | 9 | 8 | 10 | 10 | 10 |
Avg Bars in Losers | 81 | 98 | 64 | 63 | 77 | 48 |
Bars Traded | 6442 | 3753 | 2689 | 6442 | 3753 | 2689 |
Profit Streak | 16.3485 | 16.3485 | 46.3485 | 16.3485 | 16.3485 | 46.3485 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574306 | -576289 | -575612 | -526489 | -577424 | 455120 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6772, "evaluation_days": 2257.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567670400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758903708081, "expiration_time": 1764724608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "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": [ [ -1585443.810158312, -29185.9127096342, -1556257.8974486769, 117429.1336418218, -10955218.267825851, 11072647.401467664 ], [ -1585.44381, -29.185913, -1556.257897, 117.429134, -10955.218268, 11072.647401 ], [ -0.702354, -0.012929, -0.689424, 0.034414, 0, 0.20914 ], [ 336.546576, 336.546576, 336.546576, 336.546576, 336.546576, 336.546576 ], [ -1618072, -141155, -1617904, -21779409, -19003058, -8530363 ], [ 0.324224, 0.929707, 0.194027, 1.002435, 0.636963, 1.61354 ], [ 243, 121, 122, 243, 121, 122 ], [ 184, 92, 92, 170, 84, 86 ], [ 59, 29, 30, 73, 37, 36 ], [ 75.720165, 76.033058, 75.409836, 69.958848, 69.421488, 70.491803 ], [ 0.103963, 0.29306, 0.06327, 0.430457, 0.280567, 0.675435 ], [ 28836, 24077, 28836, 6012365, 2167377, 6012365 ], [ -1076669, -58796, -1076669, -12904159, -12904159, -5948385 ], [ 26, 31, 22, 26, 31, 22 ], [ 8, 9, 8, 10, 10, 10 ], [ 81, 98, 64, 63, 77, 48 ], [ 6442, 3753, 2689, 6442, 3753, 2689 ], [ 16.348473, 16.348473, 46.348473, 16.348473, 16.348473, 46.348473 ], [ 5, 2, 5, 5, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574306, -576289, -575612, -526489, -577424, 455120 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6772, "evaluation_days": 2257.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567670400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758903708081, "expiration_time": 1764724608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "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) |
---|