Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1945974.5152 | -87778.8876 | -1858195.6276 | 185391.1269 | -13473783.8092 | 13659174.9362 |
Total P&L (%) | -1945.9745 | -87.7789 | -1858.1956 | 185.3911 | -13473.7838 | 13659.1749 |
Avg Daily Profit (%) | -0.8569 | -0.0387 | -0.8182 | 0.0462 | 0 | 0.2171 |
Buy And Hold Return (%) | 358.0559 | 358.0559 | 358.0559 | 358.0559 | 358.0559 | 358.0559 |
Max Trade Drawdown | -2008604 | -179190 | -1924099 | -17087235 | -13486319 | -3752129 |
Profit Factor | 0.1821 | 0.7271 | 0.0969 | 1.0086 | 0.1475 | 3.3772 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 20 | 18 | 32 | 16 | 16 |
Losing Trades | 27 | 12 | 15 | 33 | 16 | 17 |
Profitability (%) | 58.4615 | 62.5 | 54.5455 | 49.2308 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.1294 | 0.4363 | 0.0807 | 1.0401 | 0.1475 | 3.5883 |
Largest Winning Trade | 36881 | 36881 | 31150 | 14938707 | 540361 | 14938707 |
Largest Losing Trade | -1471839 | -62212 | -1471839 | -5082228 | -5082228 | -1119620 |
Avg Bars in Trades | 98 | 112 | 85 | 98 | 112 | 85 |
Avg Bars in Winners | 50 | 56 | 42 | 55 | 56 | 55 |
Avg Bars in Losers | 167 | 205 | 137 | 140 | 167 | 115 |
Bars Traded | 6433 | 3597 | 2836 | 6433 | 3597 | 2836 |
Profit Streak | 87.0388 | 87.0388 | 290.3722 | 87.0388 | 87.0388 | 290.3722 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714230 | -578229 | -578843 | -642913 | -579849 | 554302 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6813, "evaluation_days": 2271, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1568707200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760086556321, "expiration_time": 1765940832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 169, "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": [ [ -1945974.5151748806, -87778.8875885876, -1858195.6275862928, 185391.1269430303, -13473783.80924067, 13659174.936183708 ], [ -1945.974515, -87.778888, -1858.195628, 185.391127, -13473.783809, 13659.174936 ], [ -0.85688, -0.038652, -0.818228, 0.046188, 0, 0.217069 ], [ 358.055925, 358.055925, 358.055925, 358.055925, 358.055925, 358.055925 ], [ -2008604, -179190, -1924099, -17087235, -13486319, -3752129 ], [ 0.182108, 0.727138, 0.096894, 1.008602, 0.147514, 3.377239 ], [ 65, 32, 33, 65, 32, 33 ], [ 38, 20, 18, 32, 16, 16 ], [ 27, 12, 15, 33, 16, 17 ], [ 58.461538, 62.5, 54.545455, 49.230769, 50, 48.484848 ], [ 0.129393, 0.436283, 0.080745, 1.040121, 0.147514, 3.588317 ], [ 36881, 36881, 31150, 14938707, 540361, 14938707 ], [ -1471839, -62212, -1471839, -5082228, -5082228, -1119620 ], [ 98, 112, 85, 98, 112, 85 ], [ 50, 56, 42, 55, 56, 55 ], [ 167, 205, 137, 140, 167, 115 ], [ 6433, 3597, 2836, 6433, 3597, 2836 ], [ 87.038846, 87.038846, 290.37218, 87.038846, 87.038846, 290.37218 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -714230, -578229, -578843, -642913, -579849, 554302 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6813, "evaluation_days": 2271, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1568707200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760086556321, "expiration_time": 1765940832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 169, "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) |
---|