Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1750595.3899 | -16760.3863 | -1733835.0036 | 77299.7769 | -3561869.2188 | 3639168.9957 |
Total P&L (%) | -1750.5954 | -16.7604 | -1733.835 | 77.2998 | -3561.8692 | 3639.169 |
Avg Daily Profit (%) | -0.7743 | -0.0074 | -0.7668 | 0.0253 | 0 | 0.1603 |
Buy And Hold Return (%) | 500.5291 | 500.5291 | 500.5291 | 500.5291 | 500.5291 | 500.5291 |
Max Trade Drawdown | -1857185 | -80571 | -1835540 | -12133957 | -6650044 | -7991130 |
Profit Factor | 0.2598 | 0.9341 | 0.1785 | 1.0042 | 0.5871 | 1.3758 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 40 | 17 | 23 | 40 | 16 | 24 |
Losing Trades | 25 | 15 | 10 | 25 | 16 | 9 |
Profitability (%) | 61.5385 | 53.125 | 69.697 | 61.5385 | 50 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.1624 | 0.8242 | 0.0776 | 0.6276 | 0.5871 | 0.5159 |
Largest Winning Trade | 44150 | 41538 | 44150 | 2862426 | 1965770 | 2862426 |
Largest Losing Trade | -1124660 | -49547 | -1124660 | -7320602 | -3696232 | -7320602 |
Avg Bars in Trades | 61 | 79 | 45 | 61 | 79 | 45 |
Avg Bars in Winners | 42 | 49 | 37 | 38 | 41 | 35 |
Avg Bars in Losers | 92 | 112 | 62 | 99 | 116 | 70 |
Bars Traded | 4019 | 2532 | 1487 | 4019 | 2532 | 1487 |
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 | -715282 | -580405 | -578249 | -676863 | -580810 | 342010 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4522, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571529600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198676919, "expiration_time": 1765050912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.55725 } }, "second_band": { "type": "midpoint", "factors": { "length": 178, "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": [ [ -1750595.389948208, -16760.3863402307, -1733835.003607977, 77299.7769015627, -3561869.218778239, 3639168.9956797985 ], [ -1750.59539, -16.760386, -1733.835004, 77.299777, -3561.869219, 3639.168996 ], [ -0.774257, -0.007413, -0.766844, 0.025331, 0, 0.160299 ], [ 500.529101, 500.529101, 500.529101, 500.529101, 500.529101, 500.529101 ], [ -1857185, -80571, -1835540, -12133957, -6650044, -7991130 ], [ 0.259787, 0.934124, 0.178497, 1.004222, 0.587112, 1.375824 ], [ 65, 32, 33, 65, 32, 33 ], [ 40, 17, 23, 40, 16, 24 ], [ 25, 15, 10, 25, 16, 9 ], [ 61.538462, 53.125, 69.69697, 61.538462, 50, 72.727273 ], [ 0.162367, 0.824227, 0.077608, 0.627639, 0.587112, 0.515934 ], [ 44150, 41538, 44150, 2862426, 1965770, 2862426 ], [ -1124660, -49547, -1124660, -7320602, -3696232, -7320602 ], [ 61, 79, 45, 61, 79, 45 ], [ 42, 49, 37, 38, 41, 35 ], [ 92, 112, 62, 99, 116, 70 ], [ 4019, 2532, 1487, 4019, 2532, 1487 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -715282, -580405, -578249, -676863, -580810, 342010 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4522, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571529600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198676919, "expiration_time": 1765050912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.55725 } }, "second_band": { "type": "midpoint", "factors": { "length": 178, "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) |
---|