Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1583011.4649 | 1479052.4481 | 103959.0168 | 5423114.4981 | 1924617.9789 | 3498496.5192 |
Total P&L (%) | 1583.0115 | 1479.0524 | 103.959 | 5423.1145 | 1924.618 | 3498.4965 |
Avg Daily Profit (%) | 0.6984 | 0.6526 | 0.0459 | 0.1771 | 0.1328 | 0.1582 |
Buy And Hold Return (%) | 305.5394 | 305.5394 | 305.5394 | 305.5394 | 305.5394 | 305.5394 |
Max Trade Drawdown | -87068 | -54981 | -105814 | -4404371 | -3259027 | -2390420 |
Profit Factor | 3.4806 | 6.358 | 1.2871 | 1.2862 | 1.2127 | 1.3533 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 56.1151 | 51.4286 | 60.8696 | 56.1151 | 51.4286 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.722 | 6.0048 | 0.8274 | 1.0059 | 1.1454 | 0.87 |
Largest Winning Trade | 1049236 | 1049236 | 63551 | 2743601 | 2743601 | 1706139 |
Largest Losing Trade | -52976 | -36535 | -52976 | -1655223 | -1176317 | -1655223 |
Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Winners | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 4328 | 2148 | 2180 | 4328 | 2148 | 2180 |
Profit Streak | 21.0084 | 28.5084 | 21.0084 | 21.0084 | 28.5084 | 21.0084 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 736614 | -73570 | -398305 | 380179 | -108767 | -92793 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4533, "evaluation_days": 2266.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759709527541, "expiration_time": 1765540368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 52 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1583011.4648946829, 1479052.4481336973, 103959.0167609862, 5423114.498083282, 1924617.9789081689, 3498496.519175115 ], [ 1583.011465, 1479.052448, 103.959017, 5423.114498, 1924.617979, 3498.496519 ], [ 0.698439, 0.652571, 0.045868, 0.177149, 0.132802, 0.158215 ], [ 305.539359, 305.539359, 305.539359, 305.539359, 305.539359, 305.539359 ], [ -87068, -54981, -105814, -4404371, -3259027, -2390420 ], [ 3.480629, 6.357972, 1.287099, 1.286183, 1.212745, 1.353269 ], [ 139, 70, 69, 139, 70, 69 ], [ 78, 36, 42, 78, 36, 42 ], [ 61, 34, 27, 61, 34, 27 ], [ 56.115108, 51.428571, 60.869565, 56.115108, 51.428571, 60.869565 ], [ 2.72203, 6.004751, 0.82742, 1.005861, 1.145371, 0.869959 ], [ 1049236, 1049236, 63551, 2743601, 2743601, 1706139 ], [ -52976, -36535, -52976, -1655223, -1176317, -1655223 ], [ 31, 30, 31, 31, 30, 31 ], [ 39, 41, 37, 39, 41, 37 ], [ 20, 19, 22, 20, 19, 22 ], [ 4328, 2148, 2180, 4328, 2148, 2180 ], [ 21.00842, 28.50842, 21.00842, 21.008421, 28.508421, 21.008421 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 736614, -73570, -398305, 380179, -108767, -92793 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4533, "evaluation_days": 2266.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759709527541, "expiration_time": 1765540368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 52 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|