Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579438.5698 | 591131.0377 | -11692.4679 | 88018.3109 | 729123.1567 | -641104.8458 |
Total P&L (%) | 579.4386 | 591.131 | -11.6925 | 88.0183 | 729.1232 | -641.1048 |
Avg Daily Profit (%) | 0.2568 | 0.262 | -0.0052 | 0.028 | 0.0938 | 0 |
Buy And Hold Return (%) | 96.7742 | 96.7742 | 96.7742 | 96.7742 | 96.7742 | 96.7742 |
Max Trade Drawdown | -210082 | -142062 | -310274 | -909963 | -498628 | -1027293 |
Profit Factor | 1.3269 | 1.6741 | 0.9869 | 1.022 | 1.3938 | 0.7011 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 188 | 88 | 100 | 188 | 88 | 100 |
Losing Trades | 245 | 129 | 116 | 245 | 129 | 116 |
Profitability (%) | 43.418 | 40.553 | 46.2963 | 43.418 | 40.553 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.7293 | 2.454 | 1.1449 | 1.3319 | 2.0432 | 0.8132 |
Largest Winning Trade | 162602 | 162602 | 35972 | 396525 | 396525 | 108428 |
Largest Losing Trade | -40018 | -36784 | -40018 | -282335 | -282335 | -222628 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 6714 | 3299 | 3415 | 6714 | 3299 | 3415 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330807 | 299826 | -579698 | -517585 | -68385 | -581365 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1564099200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821941654, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.09592, "nc": 0.1 } } }
{ "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": [ [ 579438.5698161151, 591131.0376665002, -11692.4678503847, 88018.3108503685, 729123.156671074, -641104.8458207049 ], [ 579.43857, 591.131038, -11.692468, 88.018311, 729.123157, -641.104846 ], [ 0.256806, 0.261988, -0.005182, 0.027986, 0.093789, 0 ], [ 96.774194, 96.774194, 96.774194, 96.774194, 96.774194, 96.774194 ], [ -210082, -142062, -310274, -909963, -498628, -1027293 ], [ 1.326934, 1.674052, 0.986941, 1.022027, 1.393836, 0.701054 ], [ 433, 217, 216, 433, 217, 216 ], [ 188, 88, 100, 188, 88, 100 ], [ 245, 129, 116, 245, 129, 116 ], [ 43.418014, 40.552995, 46.296296, 43.418014, 40.552995, 46.296296 ], [ 1.72925, 2.454008, 1.144852, 1.331897, 2.043237, 0.813223 ], [ 162602, 162602, 35972, 396525, 396525, 108428 ], [ -40018, -36784, -40018, -282335, -282335, -222628 ], [ 15, 15, 15, 15, 15, 15 ], [ 21, 20, 22, 21, 20, 22 ], [ 10, 11, 10, 10, 11, 10 ], [ 6714, 3299, 3415, 6714, 3299, 3415 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330807, 299826, -579698, -517585, -68385, -581365 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1564099200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821941654, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.09592, "nc": 0.1 } } }
# | 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) |
---|