Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302610.5301 | 1489904.2868 | -187293.7567 | -71972.0951 | 14489.6185 | -86461.7136 |
Total P&L (%) | 1302.6105 | 1489.9043 | -187.2938 | -71.9721 | 14.4896 | -86.4617 |
Avg Daily Profit (%) | 0.5765 | 0.6594 | -0.0829 | -0.0563 | 0.006 | -0.0885 |
Buy And Hold Return (%) | 574.8497 | 574.8497 | 574.8497 | 574.8497 | 574.8497 | 574.8497 |
Max Trade Drawdown | -393198 | -146641 | -331736 | -166701 | -101760 | -100291 |
Profit Factor | 1.8949 | 3.0244 | 0.7397 | 0.8637 | 1.0513 | 0.6479 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Losing Trades | 225 | 115 | 110 | 225 | 115 | 110 |
Profitability (%) | 35.3448 | 33.908 | 36.7816 | 35.3448 | 33.908 | 36.7816 |
Ratio Avg Win / Avg Loss | 3.4664 | 5.8951 | 1.2714 | 1.58 | 2.0491 | 1.1135 |
Largest Winning Trade | 990047 | 990047 | 58266 | 70204 | 70204 | 18627 |
Largest Losing Trade | -50935 | -39139 | -50935 | -42215 | -42215 | -30068 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 23 | 23 | 22 | 23 | 23 | 22 |
Avg Bars in Losers | 5 | 6 | 4 | 5 | 6 | 4 |
Bars Traded | 4131 | 2208 | 1922 | 4131 | 2208 | 1922 |
Profit Streak | 5.229 | 0 | 11.729 | 5.229 | 0 | 11.729 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 246524 | 311150 | -582529 | -580889 | -519251 | -582529 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4519, "evaluation_days": 2259.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1574424000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080584675, "expiration_time": 1764917424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.31255, "nb": 0.87011, "nc": 0.85588 } } }
{ "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": [ [ 1302610.5301084446, 1489904.28677442, -187293.7566659757, -71972.0950850102, 14489.6185242838, -86461.7136092942 ], [ 1302.61053, 1489.904287, -187.293757, -71.972095, 14.489619, -86.461714 ], [ 0.576504, 0.659396, -0.082892, -0.056278, 0.005989, -0.08846 ], [ 574.849699, 574.849699, 574.849699, 574.849699, 574.849699, 574.849699 ], [ -393198, -146641, -331736, -166701, -101760, -100291 ], [ 1.894939, 3.024418, 0.739712, 0.863738, 1.051262, 0.647858 ], [ 348, 174, 174, 348, 174, 174 ], [ 123, 59, 64, 123, 59, 64 ], [ 225, 115, 110, 225, 115, 110 ], [ 35.344828, 33.908046, 36.781609, 35.344828, 33.908046, 36.781609 ], [ 3.466351, 5.895053, 1.27138, 1.580009, 2.049069, 1.113506 ], [ 990047, 990047, 58266, 70204, 70204, 18627 ], [ -50935, -39139, -50935, -42215, -42215, -30068 ], [ 11, 12, 11, 11, 12, 11 ], [ 23, 23, 22, 23, 23, 22 ], [ 5, 6, 4, 5, 6, 4 ], [ 4131, 2208, 1922, 4131, 2208, 1922 ], [ 5.228989, 0, 11.728989, 5.228989, 0, 11.728989 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 246524, 311150, -582529, -580889, -519251, -582529 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4519, "evaluation_days": 2259.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1574424000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080584675, "expiration_time": 1764917424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.31255, "nb": 0.87011, "nc": 0.85588 } } }
# | 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) |
---|