Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1627288.7485 | -36884.5245 | -1590404.224 | 634425.6175 | -3382231.3649 | 4016656.9823 |
Total P&L (%) | -1627.2887 | -36.8845 | -1590.4042 | 634.4256 | -3382.2314 | 4016.657 |
Avg Daily Profit (%) | -0.72 | -0.0163 | -0.7037 | 0.0883 | 0 | 0.1646 |
Buy And Hold Return (%) | 539.8503 | 539.8503 | 539.8503 | 539.8503 | 539.8503 | 539.8503 |
Max Trade Drawdown | -1776386 | -87419 | -1720310 | -9066722 | -3967714 | -7336124 |
Profit Factor | 0.3013 | 0.9006 | 0.1878 | 1.0283 | 0.6661 | 1.3268 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 107 | 49 | 58 | 111 | 49 | 62 |
Losing Trades | 74 | 41 | 33 | 70 | 41 | 29 |
Profitability (%) | 59.116 | 54.4444 | 63.7363 | 61.326 | 54.4444 | 68.1319 |
Ratio Avg Win / Avg Loss | 0.2084 | 0.7535 | 0.1069 | 0.6485 | 0.5574 | 0.6206 |
Largest Winning Trade | 36190 | 31913 | 36190 | 6717766 | 1116255 | 6717766 |
Largest Losing Trade | -1299511 | -33847 | -1299511 | -5269354 | -1420038 | -5269354 |
Avg Bars in Trades | 23 | 13 | 34 | 23 | 13 | 34 |
Avg Bars in Winners | 13 | 7 | 18 | 17 | 7 | 25 |
Avg Bars in Losers | 39 | 21 | 60 | 34 | 21 | 52 |
Bars Traded | 4339 | 1228 | 3111 | 4339 | 1228 | 3111 |
Profit Streak | 87.837 | 99.837 | 87.837 | 87.837 | 99.837 | 87.837 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576964 | -578881 | -578070 | -372945 | -578881 | 345392 |
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{ "first_band": { "type": "kcu", "factors": { "length": 4, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 4.25659 } } }
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{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4520, "evaluation_days": 2260, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569758400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759133119527, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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) |
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