Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -196422.4133 | 299682.0671 | -496104.4804 | 5382007.843 | -1991856.1928 | 7373864.0358 |
Total P&L (%) | -196.4224 | 299.6821 | -496.1045 | 5382.0078 | -1991.8562 | 7373.864 |
Avg Daily Profit (%) | -0.0871 | 0.1328 | -0.2199 | 0.1776 | 0 | 0.1914 |
Buy And Hold Return (%) | 470.8209 | 470.8209 | 470.8209 | 470.8209 | 470.8209 | 470.8209 |
Max Trade Drawdown | -514756 | -79338 | -684621 | -7503157 | -6522016 | -1944039 |
Profit Factor | 0.8016 | 2.3795 | 0.3582 | 1.3019 | 0.8499 | 2.6194 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 27 | 13 | 14 | 29 | 12 | 17 |
Losing Trades | 30 | 15 | 15 | 28 | 16 | 12 |
Profitability (%) | 47.3684 | 46.4286 | 48.2759 | 50.8772 | 42.8571 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.8907 | 2.7455 | 0.3838 | 1.257 | 1.1333 | 1.849 |
Largest Winning Trade | 165799 | 165799 | 41847 | 5245345 | 5245345 | 2531103 |
Largest Losing Trade | -362614 | -41147 | -362614 | -3914277 | -3914277 | -995868 |
Avg Bars in Trades | 110 | 128 | 93 | 110 | 128 | 93 |
Avg Bars in Winners | 118 | 118 | 119 | 121 | 109 | 129 |
Avg Bars in Losers | 103 | 137 | 69 | 100 | 143 | 42 |
Bars Traded | 6315 | 3606 | 2709 | 6315 | 3606 | 2709 |
Profit Streak | 134.4021 | 134.4021 | 318.0688 | 134.4021 | 134.4021 | 318.0688 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759950 | -198836 | -580157 | -170093 | -602375 | 553238 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1571068800000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821944217, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 217, "std": 4.67761 } } }
{ "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": [ [ -196422.4133094116, 299682.0671286489, -496104.4804380607, 5382007.843002024, -1991856.1928066444, 7373864.035808671 ], [ -196.422413, 299.682067, -496.10448, 5382.007843, -1991.856193, 7373.864036 ], [ -0.087054, 0.132818, -0.219872, 0.177616, 0, 0.191378 ], [ 470.820927, 470.820927, 470.820927, 470.820927, 470.820927, 470.820927 ], [ -514756, -79338, -684621, -7503157, -6522016, -1944039 ], [ 0.801636, 2.379463, 0.358182, 1.301894, 0.849944, 2.61943 ], [ 57, 28, 29, 57, 28, 29 ], [ 27, 13, 14, 29, 12, 17 ], [ 30, 15, 15, 28, 16, 12 ], [ 47.368421, 46.428571, 48.275862, 50.877193, 42.857143, 58.62069 ], [ 0.890707, 2.745534, 0.383767, 1.257001, 1.133259, 1.849009 ], [ 165799, 165799, 41847, 5245345, 5245345, 2531103 ], [ -362614, -41147, -362614, -3914277, -3914277, -995868 ], [ 110, 128, 93, 110, 128, 93 ], [ 118, 118, 119, 121, 109, 129 ], [ 103, 137, 69, 100, 143, 42 ], [ 6315, 3606, 2709, 6315, 3606, 2709 ], [ 134.402132, 134.402132, 318.068799, 134.402132, 134.402132, 318.068799 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -759950, -198836, -580157, -170093, -602375, 553238 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1571068800000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821944217, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 217, "std": 4.67761 } } }
# | 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) |
---|