Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141702.3539 | 1145021.1133 | -3318.7593 | 482572.6779 | 2853447.6548 | -2370874.9769 |
Total P&L (%) | 1141.7024 | 1145.0211 | -3.3188 | 482.5727 | 2853.4477 | -2370.875 |
Avg Daily Profit (%) | 0.5062 | 0.5077 | -0.0015 | 0.0782 | 0.1502 | 0 |
Buy And Hold Return (%) | 197.4522 | 197.4522 | 197.4522 | 197.4522 | 197.4522 | 197.4522 |
Max Trade Drawdown | -181691 | -107211 | -199498 | -3112901 | -1304586 | -2903418 |
Profit Factor | 2.1308 | 3.3714 | 0.9937 | 1.0444 | 1.6035 | 0.6145 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 37.594 | 32.8358 | 42.4242 | 37.594 | 32.8358 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.5371 | 6.896 | 1.3486 | 1.7336 | 3.2799 | 0.8339 |
Largest Winning Trade | 489769 | 489769 | 47673 | 1538900 | 1538900 | 898459 |
Largest Losing Trade | -54532 | -38914 | -54532 | -1104314 | -670668 | -1104314 |
Avg Bars in Trades | 32 | 25 | 39 | 32 | 25 | 39 |
Avg Bars in Winners | 57 | 42 | 69 | 57 | 42 | 69 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4283 | 1701 | 2582 | 4283 | 1701 | 2582 |
Profit Streak | 0 | 0 | 9.7905 | 0 | 0 | 9.7905 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339236 | -107041 | -705851 | -267605 | -112708 | -707517 |
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "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": [ [ 1141702.3539347814, 1145021.1132687475, -3318.7593339651, 482572.677885443, 2853447.6547525967, -2370874.9768671556 ], [ 1141.702354, 1145.021113, -3.318759, 482.572678, 2853.447655, -2370.874977 ], [ 0.506186, 0.507657, -0.001471, 0.078163, 0.150215, 0 ], [ 197.452229, 197.452229, 197.452229, 197.452229, 197.452229, 197.452229 ], [ -181691, -107211, -199498, -3112901, -1304586, -2903418 ], [ 2.130761, 3.371383, 0.9937, 1.044364, 1.60353, 0.614476 ], [ 133, 67, 66, 133, 67, 66 ], [ 50, 22, 28, 50, 22, 28 ], [ 83, 45, 38, 83, 45, 38 ], [ 37.593985, 32.835821, 42.424242, 37.593985, 32.835821, 42.424242 ], [ 3.537063, 6.896011, 1.348594, 1.733644, 3.279949, 0.833932 ], [ 489769, 489769, 47673, 1538900, 1538900, 898459 ], [ -54532, -38914, -54532, -1104314, -670668, -1104314 ], [ 32, 25, 39, 32, 25, 39 ], [ 57, 42, 69, 57, 42, 69 ], [ 16, 16, 16, 16, 16, 16 ], [ 4283, 1701, 2582, 4283, 1701, 2582 ], [ 0, 0, 9.790501, 0, 0, 9.790501 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339236, -107041, -705851, -267605, -112708, -707517 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566172800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758999499317, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "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) |
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