Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1079542.0094 | 102451.9593 | -1181993.9687 | 9155212.4378 | -23674687.2004 | 32829899.6381 |
Total P&L (%) | -1079.542 | 102.452 | -1181.994 | 9155.2124 | -23674.6872 | 32829.8996 |
Avg Daily Profit (%) | -0.477 | 0.0453 | -0.5223 | 0.2003 | 0 | 0.2565 |
Buy And Hold Return (%) | 523.8977 | 523.8977 | 523.8977 | 523.8977 | 523.8977 | 523.8977 |
Max Trade Drawdown | -1197308 | -104089 | -1293794 | -53471387 | -49180721 | -24280688 |
Profit Factor | 0.3505 | 1.5239 | 0.194 | 1.0875 | 0.6642 | 1.9622 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 56 | 27 | 29 | 44 | 20 | 24 |
Losing Trades | 19 | 10 | 9 | 31 | 17 | 14 |
Profitability (%) | 74.6667 | 72.973 | 76.3158 | 58.6667 | 54.0541 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.1189 | 0.5644 | 0.0602 | 0.7662 | 0.5646 | 1.1446 |
Largest Winning Trade | 29930 | 29930 | 27336 | 12923447 | 6131557 | 12923447 |
Largest Losing Trade | -1048325 | -43412 | -1048325 | -21711582 | -20817007 | -21711582 |
Avg Bars in Trades | 53 | 61 | 44 | 53 | 61 | 44 |
Avg Bars in Winners | 14 | 14 | 14 | 18 | 15 | 20 |
Avg Bars in Losers | 167 | 189 | 142 | 101 | 115 | 85 |
Bars Traded | 3978 | 2282 | 1695 | 3978 | 2282 | 1695 |
Profit Streak | 76.452 | 0 | 275.952 | 76.452 | 0 | 275.952 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638022 | -295451 | -575982 | -177217 | -580247 | 512174 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4526, "evaluation_days": 2263, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571529600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759402253536, "expiration_time": 1765228896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 110, "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": [ [ -1079542.0093923565, 102451.9593332761, -1181993.9687256322, 9155212.437761841, -23674687.20035428, 32829899.638116084 ], [ -1079.542009, 102.451959, -1181.993969, 9155.212438, -23674.6872, 32829.899638 ], [ -0.47704, 0.045273, -0.522313, 0.200279, 0, 0.256491 ], [ 523.897707, 523.897707, 523.897707, 523.897707, 523.897707, 523.897707 ], [ -1197308, -104089, -1293794, -53471387, -49180721, -24280688 ], [ 0.350458, 1.523922, 0.193979, 1.087504, 0.664224, 1.962216 ], [ 75, 37, 38, 75, 37, 38 ], [ 56, 27, 29, 44, 20, 24 ], [ 19, 10, 9, 31, 17, 14 ], [ 74.666667, 72.972973, 76.315789, 58.666667, 54.054054, 63.157895 ], [ 0.118905, 0.564415, 0.0602, 0.766196, 0.56459, 1.144626 ], [ 29930, 29930, 27336, 12923447, 6131557, 12923447 ], [ -1048325, -43412, -1048325, -21711582, -20817007, -21711582 ], [ 53, 61, 44, 53, 61, 44 ], [ 14, 14, 14, 18, 15, 20 ], [ 167, 189, 142, 101, 115, 85 ], [ 3978, 2282, 1695, 3978, 2282, 1695 ], [ 76.452008, 0, 275.952008, 76.452008, 0, 275.952008 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -638022, -295451, -575982, -177217, -580247, 512174 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4526, "evaluation_days": 2263, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571529600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759402253536, "expiration_time": 1765228896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 110, "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) |
---|