Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757472.8776 | 1723359.1769 | 34113.7007 | 1018232.985 | 715867.5001 | 302365.4849 |
Total P&L (%) | 1757.4729 | 1723.3592 | 34.1137 | 1018.233 | 715.8675 | 302.3655 |
Avg Daily Profit (%) | 0.7751 | 0.7601 | 0.015 | 0.1065 | 0.0926 | 0.0614 |
Buy And Hold Return (%) | 541.1418 | 541.1418 | 541.1418 | 541.1418 | 541.1418 | 541.1418 |
Max Trade Drawdown | -136667 | -117284 | -160914 | -601811 | -399812 | -466096 |
Profit Factor | 3.6195 | 6.9856 | 1.0891 | 1.4259 | 1.6479 | 1.2352 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 44.6154 | 42.4242 | 46.875 | 44.6154 | 42.4242 | 46.875 |
Ratio Avg Win / Avg Loss | 4.4931 | 9.4805 | 1.2343 | 1.7701 | 2.2365 | 1.3999 |
Largest Winning Trade | 1475715 | 1475715 | 51017 | 415166 | 342228 | 415166 |
Largest Losing Trade | -62738 | -37459 | -62738 | -341050 | -204789 | -341050 |
Avg Bars in Trades | 99 | 110 | 88 | 99 | 110 | 88 |
Avg Bars in Winners | 144 | 139 | 149 | 144 | 139 | 149 |
Avg Bars in Losers | 63 | 89 | 35 | 63 | 89 | 35 |
Bars Traded | 6497 | 3658 | 2839 | 6497 | 3658 | 2839 |
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 | -121526 | 555666 | -462322 | -194421 | -134069 | -278249 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6802, "evaluation_days": 2267.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1569542400000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759747068107, "expiration_time": 1765614528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 61, "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": [ [ 1757472.8776126227, 1723359.176914508, 34113.7006981154, 1018232.9850381431, 715867.5001239035, 302365.48491424 ], [ 1757.472878, 1723.359177, 34.113701, 1018.232985, 715.8675, 302.365485 ], [ 0.775129, 0.760083, 0.015046, 0.10654, 0.092622, 0.061421 ], [ 541.141821, 541.141821, 541.141821, 541.141821, 541.141821, 541.141821 ], [ -136667, -117284, -160914, -601811, -399812, -466096 ], [ 3.619471, 6.985597, 1.089068, 1.425947, 1.64792, 1.235186 ], [ 65, 33, 32, 65, 33, 32 ], [ 29, 14, 15, 29, 14, 15 ], [ 36, 19, 17, 36, 19, 17 ], [ 44.615385, 42.424242, 46.875, 44.615385, 42.424242, 46.875 ], [ 4.493137, 9.480453, 1.234277, 1.770141, 2.236463, 1.399877 ], [ 1475715, 1475715, 51017, 415166, 342228, 415166 ], [ -62738, -37459, -62738, -341050, -204789, -341050 ], [ 99, 110, 88, 99, 110, 88 ], [ 144, 139, 149, 144, 139, 149 ], [ 63, 89, 35, 63, 89, 35 ], [ 6497, 3658, 2839, 6497, 3658, 2839 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121526, 555666, -462322, -194421, -134069, -278249 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6802, "evaluation_days": 2267.33, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1569542400000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759747068107, "expiration_time": 1765614528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 61, "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) |
---|