Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1474096.6581 | -21210.3818 | -1452886.2762 | 430297.6302 | -5554730.3372 | 5985027.9675 |
Total P&L (%) | -1474.0967 | -21.2104 | -1452.8863 | 430.2976 | -5554.7303 | 5985.028 |
Avg Daily Profit (%) | -0.6501 | -0.0094 | -0.6407 | 0.0736 | 0 | 0.1814 |
Buy And Hold Return (%) | 538.5165 | 538.5165 | 538.5165 | 538.5165 | 538.5165 | 538.5165 |
Max Trade Drawdown | -1553581 | -119046 | -1520110 | -5733374 | -5611487 | -948545 |
Profit Factor | 0.2441 | 0.9292 | 0.1198 | 1.0389 | 0.281 | 2.7961 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 59.322 | 58.6207 | 60 | 59.322 | 58.6207 | 60 |
Ratio Avg Win / Avg Loss | 0.1674 | 0.6559 | 0.0798 | 0.7124 | 0.1984 | 1.864 |
Largest Winning Trade | 43664 | 43664 | 37246 | 6690838 | 546706 | 6690838 |
Largest Losing Trade | -1176136 | -55353 | -1176136 | -2274153 | -2274153 | -757038 |
Avg Bars in Trades | 71 | 77 | 65 | 71 | 77 | 65 |
Avg Bars in Winners | 46 | 53 | 39 | 47 | 50 | 44 |
Avg Bars in Losers | 108 | 112 | 105 | 107 | 116 | 98 |
Bars Traded | 4232 | 2253 | 1979 | 4232 | 2253 | 1979 |
Profit Streak | 153.4586 | 153.4586 | 275.9586 | 153.4586 | 153.4586 | 275.9586 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757717 | -579140 | -578559 | -616781 | -579140 | 555581 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4535, "evaluation_days": 2267.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1570190400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759791622050, "expiration_time": 1765629360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 147, "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": [ [ -1474096.6580627302, -21210.3818417868, -1452886.2762209435, 430297.6302139132, -5554730.33723848, 5985027.967452394 ], [ -1474.096658, -21.210382, -1452.886276, 430.29763, -5554.730337, 5985.027967 ], [ -0.650098, -0.009354, -0.640744, 0.0736, 0, 0.181351 ], [ 538.516533, 538.516533, 538.516533, 538.516533, 538.516533, 538.516533 ], [ -1553581, -119046, -1520110, -5733374, -5611487, -948545 ], [ 0.244054, 0.929165, 0.119766, 1.038911, 0.281045, 2.796056 ], [ 59, 29, 30, 59, 29, 30 ], [ 35, 17, 18, 35, 17, 18 ], [ 24, 12, 12, 24, 12, 12 ], [ 59.322034, 58.62069, 60, 59.322034, 58.62069, 60 ], [ 0.167351, 0.655881, 0.079844, 0.712396, 0.198385, 1.864038 ], [ 43664, 43664, 37246, 6690838, 546706, 6690838 ], [ -1176136, -55353, -1176136, -2274153, -2274153, -757038 ], [ 71, 77, 65, 71, 77, 65 ], [ 46, 53, 39, 47, 50, 44 ], [ 108, 112, 105, 107, 116, 98 ], [ 4232, 2253, 1979, 4232, 2253, 1979 ], [ 153.458588, 153.458588, 275.958588, 153.458588, 153.458589, 275.958589 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -757717, -579140, -578559, -616781, -579140, 555581 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4535, "evaluation_days": 2267.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1570190400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759791622050, "expiration_time": 1765629360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 147, "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) |
---|