Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562822.9951 | 1567556.6547 | -4733.6596 | -602151.0387 | 1140773.2651 | -1742924.3037 |
Total P&L (%) | 1562.823 | 1567.5567 | -4.7337 | -602.151 | 1140.7733 | -1742.9243 |
Avg Daily Profit (%) | 0.6901 | 0.6922 | -0.0021 | 0 | 0.1113 | 0 |
Buy And Hold Return (%) | 198.1289 | 198.1289 | 198.1289 | 198.1289 | 198.1289 | 198.1289 |
Max Trade Drawdown | -206056 | -80752 | -152315 | -2712270 | -974255 | -2349473 |
Profit Factor | 3.2456 | 5.519 | 0.9864 | 0.895 | 1.4528 | 0.4583 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 17 | 15 | 37 | 19 | 18 |
Losing Trades | 35 | 17 | 18 | 30 | 15 | 15 |
Profitability (%) | 47.7612 | 50 | 45.4545 | 55.2239 | 55.8824 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.5499 | 5.519 | 1.1837 | 0.7257 | 1.1469 | 0.3819 |
Largest Winning Trade | 1135291 | 1135291 | 46274 | 803355 | 803355 | 350634 |
Largest Losing Trade | -115675 | -41450 | -115675 | -1155158 | -665192 | -1155158 |
Avg Bars in Trades | 98 | 103 | 92 | 98 | 103 | 92 |
Avg Bars in Winners | 152 | 150 | 155 | 61 | 68 | 53 |
Avg Bars in Losers | 48 | 56 | 39 | 143 | 148 | 139 |
Bars Traded | 6577 | 3523 | 3054 | 6577 | 3523 | 3054 |
Profit Streak | 0 | 0 | 170.0894 | 15.0894 | 57.0894 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103717 | 734497 | -579935 | -700515 | -42544 | -580213 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6794, "evaluation_days": 2264.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1566201600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759514920059, "expiration_time": 1765377216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 82, "offset": 0, "a": 0.72015 } }, "second_band": { "type": "swma", "factors": { "length": 47, "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": [ [ 1562822.9950627785, 1567556.6546958552, -4733.6596330773, -602151.0386597009, 1140773.2650890586, -1742924.30374876 ], [ 1562.822995, 1567.556655, -4.73366, -602.151039, 1140.773265, -1742.924304 ], [ 0.690089, 0.692179, -0.00209, 0, 0.111262, 0 ], [ 198.128898, 198.128898, 198.128898, 198.128898, 198.128898, 198.128898 ], [ -206056, -80752, -152315, -2712270, -974255, -2349473 ], [ 3.245584, 5.518977, 0.986439, 0.89504, 1.452757, 0.458268 ], [ 67, 34, 33, 67, 34, 33 ], [ 32, 17, 15, 37, 19, 18 ], [ 35, 17, 18, 30, 15, 15 ], [ 47.761194, 50, 45.454545, 55.223881, 55.882353, 54.545455 ], [ 3.549857, 5.518977, 1.183727, 0.725708, 1.146913, 0.38189 ], [ 1135291, 1135291, 46274, 803355, 803355, 350634 ], [ -115675, -41450, -115675, -1155158, -665192, -1155158 ], [ 98, 103, 92, 98, 103, 92 ], [ 152, 150, 155, 61, 68, 53 ], [ 48, 56, 39, 143, 148, 139 ], [ 6577, 3523, 3054, 6577, 3523, 3054 ], [ 0, 0, 170.089352, 15.089352, 57.089353, 0 ], [ 0, 0, 2, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -103717, 734497, -579935, -700515, -42544, -580213 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6794, "evaluation_days": 2264.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1566201600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759514920059, "expiration_time": 1765377216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 82, "offset": 0, "a": 0.72015 } }, "second_band": { "type": "swma", "factors": { "length": 47, "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) |
---|