Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1461855.6017 | 47147.7651 | -1509003.3668 | 2595646.4697 | -14348232.7018 | 16943879.1714 |
Total P&L (%) | -1461.8556 | 47.1478 | -1509.0034 | 2595.6465 | -14348.2327 | 16943.8792 |
Avg Daily Profit (%) | -0.6466 | 0.0209 | -0.6674 | 0.1458 | 0 | 0.2275 |
Buy And Hold Return (%) | 489.7548 | 489.7548 | 489.7548 | 489.7548 | 489.7548 | 489.7548 |
Max Trade Drawdown | -1607154 | -120575 | -1595300 | -19189524 | -18977589 | -7015900 |
Profit Factor | 0.2704 | 1.2064 | 0.15 | 1.0681 | 0.4283 | 2.3032 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 36 | 15 | 21 | 36 | 14 | 22 |
Losing Trades | 27 | 16 | 11 | 27 | 17 | 10 |
Profitability (%) | 57.1429 | 48.3871 | 65.625 | 57.1429 | 45.1613 | 68.75 |
Ratio Avg Win / Avg Loss | 0.2028 | 1.2868 | 0.0785 | 0.8011 | 0.52 | 1.0469 |
Largest Winning Trade | 68113 | 68113 | 39851 | 13988360 | 6311516 | 13988360 |
Largest Losing Trade | -1272872 | -52540 | -1272872 | -9860020 | -9860020 | -4528647 |
Avg Bars in Trades | 64 | 75 | 53 | 64 | 75 | 53 |
Avg Bars in Winners | 37 | 49 | 28 | 46 | 56 | 39 |
Avg Bars in Losers | 99 | 99 | 100 | 88 | 90 | 84 |
Bars Traded | 4035 | 2327 | 1708 | 4035 | 2327 | 1708 |
Profit Streak | 46.9409 | 0 | 273.4409 | 46.9409 | 0 | 273.4409 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730292 | -331935 | -577412 | -295880 | -582699 | 551427 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4522, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571702400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759228493445, "expiration_time": 1765050912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 182, "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": [ [ -1461855.60171031, 47147.7650807585, -1509003.3667910683, 2595646.469659345, -14348232.701766433, 16943879.17142578 ], [ -1461.855602, 47.147765, -1509.003367, 2595.64647, -14348.232702, 16943.879171 ], [ -0.646553, 0.020853, -0.667405, 0.145804, 0, 0.22752 ], [ 489.754816, 489.754816, 489.754816, 489.754816, 489.754816, 489.754816 ], [ -1607154, -120575, -1595300, -19189524, -18977589, -7015900 ], [ 0.270407, 1.206368, 0.14995, 1.068133, 0.428256, 2.303229 ], [ 63, 31, 32, 63, 31, 32 ], [ 36, 15, 21, 36, 14, 22 ], [ 27, 16, 11, 27, 17, 10 ], [ 57.142857, 48.387097, 65.625, 57.142857, 45.16129, 68.75 ], [ 0.202805, 1.286793, 0.078545, 0.801099, 0.520025, 1.046922 ], [ 68113, 68113, 39851, 13988360, 6311516, 13988360 ], [ -1272872, -52540, -1272872, -9860020, -9860020, -4528647 ], [ 64, 75, 53, 64, 75, 53 ], [ 37, 49, 28, 46, 56, 39 ], [ 99, 99, 100, 88, 90, 84 ], [ 4035, 2327, 1708, 4035, 2327, 1708 ], [ 46.940896, 0, 273.440896, 46.940896, 0, 273.440896 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -730292, -331935, -577412, -295880, -582699, 551427 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4522, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571702400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759228493445, "expiration_time": 1765050912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 182, "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) |
---|