Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1945665.3762 | 1817277.1896 | 128388.1865 | 15496076.7955 | 4575538.5357 | 10920538.2598 |
Total P&L (%) | 1945.6654 | 1817.2772 | 128.3882 | 15496.0768 | 4575.5385 | 10920.5383 |
Avg Daily Profit (%) | 0.8626 | 0.8057 | 0.0569 | 0.2241 | 0.1706 | 0.2087 |
Buy And Hold Return (%) | 521.286 | 521.286 | 521.286 | 521.286 | 521.286 | 521.286 |
Max Trade Drawdown | -98716 | -82766 | -52757 | -11931042 | -10152150 | -8194637 |
Profit Factor | 4.049 | 6.2614 | 1.4386 | 1.2641 | 1.1359 | 1.4367 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 31.0606 | 28.7879 | 33.3333 | 31.0606 | 28.7879 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.9868 | 15.4888 | 2.8772 | 2.8057 | 2.8099 | 2.8733 |
Largest Winning Trade | 1455223 | 1455223 | 52688 | 8402686 | 7395913 | 8402686 |
Largest Losing Trade | -24324 | -24324 | -19991 | -3072900 | -3072900 | -2159838 |
Avg Bars in Trades | 32 | 34 | 29 | 32 | 34 | 29 |
Avg Bars in Winners | 76 | 84 | 69 | 76 | 84 | 69 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 4242 | 2275 | 1967 | 4242 | 2275 | 1967 |
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 | 390321 | -118558 | -411308 | 79344 | -199708 | -120519 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1572264000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758855970147, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.53944, "nb": 0.1, "nc": 0.25912 } } }
{ "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": [ [ 1945665.3761843445, 1817277.18963807, 128388.1865462741, 15496076.795493083, 4575538.535652739, 10920538.259840343 ], [ 1945.665376, 1817.27719, 128.388187, 15496.076795, 4575.538536, 10920.53826 ], [ 0.862632, 0.805709, 0.056922, 0.22413, 0.170614, 0.208701 ], [ 521.286031, 521.286031, 521.286031, 521.286031, 521.286031, 521.286031 ], [ -98716, -82766, -52757, -11931042, -10152150, -8194637 ], [ 4.048987, 6.261422, 1.438576, 1.264099, 1.135908, 1.436667 ], [ 132, 66, 66, 132, 66, 66 ], [ 41, 19, 22, 41, 19, 22 ], [ 91, 47, 44, 91, 47, 44 ], [ 31.060606, 28.787879, 33.333333, 31.060606, 28.787879, 33.333333 ], [ 8.986776, 15.48878, 2.877153, 2.805683, 2.809878, 2.873335 ], [ 1455223, 1455223, 52688, 8402686, 7395913, 8402686 ], [ -24324, -24324, -19991, -3072900, -3072900, -2159838 ], [ 32, 34, 29, 32, 34, 29 ], [ 76, 84, 69, 76, 84, 69 ], [ 12, 14, 10, 12, 14, 10 ], [ 4242, 2275, 1967, 4242, 2275, 1967 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390321, -118558, -411308, 79344, -199708, -120519 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1572264000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758855970147, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.53944, "nb": 0.1, "nc": 0.25912 } } }
# | 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) |
---|