Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649713.1678 | 1544008.5844 | 105704.5834 | 4977754.2819 | 906662.5518 | 4071091.7301 |
Total P&L (%) | 1649.7132 | 1544.0086 | 105.7046 | 4977.7543 | 906.6626 | 4071.0917 |
Avg Daily Profit (%) | 0.7311 | 0.6843 | 0.0468 | 0.1742 | 0.1024 | 0.1655 |
Buy And Hold Return (%) | 260.7527 | 260.7527 | 260.7527 | 260.7527 | 260.7527 | 260.7527 |
Max Trade Drawdown | -147292 | -76611 | -118310 | -5075991 | -3624597 | -2429819 |
Profit Factor | 4.369 | 7.3969 | 1.4257 | 1.3453 | 1.1027 | 1.7286 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 50 | 48.3871 | 49.2063 | 50 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.5099 | 7.3969 | 1.5208 | 1.3887 | 1.1027 | 1.8438 |
Largest Winning Trade | 1138555 | 1138555 | 51541 | 2803386 | 2803386 | 1864701 |
Largest Losing Trade | -55557 | -31831 | -55557 | -1635549 | -1635549 | -1438603 |
Avg Bars in Trades | 103 | 107 | 99 | 103 | 107 | 99 |
Avg Bars in Winners | 162 | 154 | 172 | 162 | 154 | 172 |
Avg Bars in Losers | 46 | 61 | 30 | 46 | 61 | 30 |
Bars Traded | 6524 | 3448 | 3076 | 6524 | 3448 | 3076 |
Profit Streak | 0 | 0 | 44.7354 | 0 | 0 | 44.7354 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131847 | 718339 | -294269 | -143130 | -166140 | 392655 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1566720000000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821934371, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.85128 } }, "second_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.72039 } } }
{ "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": [ [ 1649713.1677558746, 1544008.584377088, 105704.5833787869, 4977754.281896953, 906662.5518375947, 4071091.73005936 ], [ 1649.713168, 1544.008584, 105.704583, 4977.754282, 906.662552, 4071.09173 ], [ 0.731149, 0.684301, 0.046848, 0.174215, 0.102397, 0.165483 ], [ 260.752688, 260.752688, 260.752688, 260.752688, 260.752688, 260.752688 ], [ -147292, -76611, -118310, -5075991, -3624597, -2429819 ], [ 4.369001, 7.39687, 1.425705, 1.345294, 1.102697, 1.728609 ], [ 63, 32, 31, 63, 32, 31 ], [ 31, 16, 15, 31, 16, 15 ], [ 32, 16, 16, 32, 16, 16 ], [ 49.206349, 50, 48.387097, 49.206349, 50, 48.387097 ], [ 4.509937, 7.39687, 1.520752, 1.38869, 1.102697, 1.843849 ], [ 1138555, 1138555, 51541, 2803386, 2803386, 1864701 ], [ -55557, -31831, -55557, -1635549, -1635549, -1438603 ], [ 103, 107, 99, 103, 107, 99 ], [ 162, 154, 172, 162, 154, 172 ], [ 46, 61, 30, 46, 61, 30 ], [ 6524, 3448, 3076, 6524, 3448, 3076 ], [ 0, 0, 44.735351, 0, 0, 44.735352 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131847, 718339, -294269, -143130, -166140, 392655 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6769, "evaluation_days": 2256.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1566720000000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758821934371, "expiration_time": 1764635616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.85128 } }, "second_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.72039 } } }
# | 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) |
---|