Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1786830.599 | 1676379.8185 | 110450.7805 | 10853835.5016 | 3617875.072 | 7235960.4296 |
Total P&L (%) | 1786.8306 | 1676.3798 | 110.4508 | 10853.8355 | 3617.8751 | 7235.9604 |
Avg Daily Profit (%) | 0.7922 | 0.7432 | 0.049 | 0.2084 | 0.1604 | 0.1906 |
Buy And Hold Return (%) | 598.7531 | 598.7531 | 598.7531 | 598.7531 | 598.7531 | 598.7531 |
Max Trade Drawdown | -146184 | -55614 | -137052 | -6351007 | -6211837 | -5465120 |
Profit Factor | 3.4485 | 5.5032 | 1.3089 | 1.3698 | 1.2131 | 1.5847 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Profitability (%) | 31.0811 | 33.7838 | 28.3784 | 31.0811 | 33.7838 | 28.3784 |
Ratio Avg Win / Avg Loss | 7.6466 | 10.7862 | 3.3035 | 3.0374 | 2.3777 | 3.9995 |
Largest Winning Trade | 1267553 | 1267553 | 54828 | 4923951 | 4421049 | 4923951 |
Largest Losing Trade | -50935 | -26485 | -50935 | -2807492 | -2807492 | -1186064 |
Avg Bars in Trades | 28 | 30 | 25 | 28 | 30 | 25 |
Avg Bars in Winners | 74 | 74 | 74 | 74 | 74 | 74 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 4199 | 2281 | 1918 | 4199 | 2281 | 1918 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355741 | -53208 | -371146 | 109558 | -63039 | -68212 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571832000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758984957698, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 1786830.5989877274, 1676379.818465328, 110450.7805223997, 10853835.501584414, 3617875.0719835362, 7235960.429600879 ], [ 1786.830599, 1676.379818, 110.450781, 10853.835502, 3617.875072, 7235.96043 ], [ 0.79221, 0.743241, 0.04897, 0.208431, 0.160436, 0.190621 ], [ 598.753117, 598.753117, 598.753117, 598.753117, 598.753117, 598.753117 ], [ -146184, -55614, -137052, -6351007, -6211837, -5465120 ], [ 3.448454, 5.503151, 1.308944, 1.369799, 1.213128, 1.584701 ], [ 148, 74, 74, 148, 74, 74 ], [ 46, 25, 21, 46, 25, 21 ], [ 102, 49, 53, 102, 49, 53 ], [ 31.081081, 33.783784, 28.378378, 31.081081, 33.783784, 28.378378 ], [ 7.646571, 10.786177, 3.303524, 3.037381, 2.37773, 3.999485 ], [ 1267553, 1267553, 54828, 4923951, 4421049, 4923951 ], [ -50935, -26485, -50935, -2807492, -2807492, -1186064 ], [ 28, 30, 25, 28, 30, 25 ], [ 74, 74, 74, 74, 74, 74 ], [ 7, 8, 6, 7, 8, 6 ], [ 4199, 2281, 1918, 4199, 2281, 1918 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355741, -53208, -371146, 109558, -63039, -68212 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571832000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758984957698, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
---|