Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846640.2534 | 1802462.6076 | 44177.6458 | 2746209.9218 | 1212067.1606 | 1534142.7612 |
Total P&L (%) | 1846.6403 | 1802.4626 | 44.1776 | 2746.2099 | 1212.0672 | 1534.1428 |
Avg Daily Profit (%) | 0.816 | 0.7965 | 0.0195 | 0.1481 | 0.1138 | 0.1235 |
Buy And Hold Return (%) | 496.0967 | 496.0967 | 496.0967 | 496.0967 | 496.0967 | 496.0967 |
Max Trade Drawdown | -134391 | -104236 | -109096 | -1971379 | -2441012 | -1239416 |
Profit Factor | 4.5436 | 6.6143 | 1.2208 | 1.2596 | 1.1747 | 1.4213 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 39.3617 | 31.9149 | 46.8085 | 39.3617 | 31.9149 | 46.8085 |
Ratio Avg Win / Avg Loss | 6.9996 | 14.1106 | 1.3873 | 1.9405 | 2.5061 | 1.6151 |
Largest Winning Trade | 1402917 | 1402917 | 51081 | 1931256 | 1931256 | 1147201 |
Largest Losing Trade | -26996 | -26996 | -23714 | -1114105 | -995095 | -1114105 |
Avg Bars in Trades | 44 | 60 | 29 | 44 | 60 | 29 |
Avg Bars in Winners | 70 | 106 | 46 | 70 | 106 | 46 |
Avg Bars in Losers | 27 | 38 | 13 | 27 | 38 | 13 |
Bars Traded | 4189 | 2826 | 1363 | 4189 | 2826 | 1363 |
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 | 514245 | 437908 | -333837 | 40892 | -78714 | -29660 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4526, "evaluation_days": 2263, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1572955200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759377945004, "expiration_time": 1765228896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 6, "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": [ [ 1846640.2533926114, 1802462.6075786909, 44177.6458139204, 2746209.921756434, 1212067.1605548307, 1534142.761201603 ], [ 1846.640253, 1802.462608, 44.177646, 2746.209922, 1212.067161, 1534.142761 ], [ 0.816014, 0.796493, 0.019522, 0.14808, 0.113816, 0.123528 ], [ 496.096733, 496.096733, 496.096733, 496.096733, 496.096733, 496.096733 ], [ -134391, -104236, -109096, -1971379, -2441012, -1239416 ], [ 4.543596, 6.614344, 1.220806, 1.259629, 1.174748, 1.421314 ], [ 94, 47, 47, 94, 47, 47 ], [ 37, 15, 22, 37, 15, 22 ], [ 57, 32, 25, 57, 32, 25 ], [ 39.361702, 31.914894, 46.808511, 39.361702, 31.914894, 46.808511 ], [ 6.999594, 14.110601, 1.38728, 1.94051, 2.506129, 1.61513 ], [ 1402917, 1402917, 51081, 1931256, 1931256, 1147201 ], [ -26996, -26996, -23714, -1114105, -995095, -1114105 ], [ 44, 60, 29, 44, 60, 29 ], [ 70, 106, 46, 70, 106, 46 ], [ 27, 38, 13, 27, 38, 13 ], [ 4189, 2826, 1363, 4189, 2826, 1363 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 514245, 437908, -333837, 40892, -78714, -29660 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4526, "evaluation_days": 2263, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1572955200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759377945004, "expiration_time": 1765228896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 6, "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) |
---|