Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1892369.4874 | -93532.4615 | -1798837.026 | 333583.3629 | -4051618.2169 | 4385201.5798 |
Total P&L (%) | -1892.3695 | -93.5325 | -1798.837 | 333.5834 | -4051.6182 | 4385.2016 |
Avg Daily Profit (%) | -0.8331 | -0.0412 | -0.7919 | 0.0646 | 0 | 0.1676 |
Buy And Hold Return (%) | 342.766 | 342.766 | 342.766 | 342.766 | 342.766 | 342.766 |
Max Trade Drawdown | -1974103 | -114198 | -1876481 | -4544036 | -4089412 | -845816 |
Profit Factor | 0.2061 | 0.7293 | 0.1174 | 1.0399 | 0.2845 | 2.6223 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 50 | 23 | 27 | 46 | 21 | 25 |
Losing Trades | 27 | 15 | 12 | 31 | 17 | 14 |
Profitability (%) | 64.9351 | 60.5263 | 69.2308 | 59.7403 | 55.2632 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.1113 | 0.4757 | 0.0522 | 0.7008 | 0.2303 | 1.4685 |
Largest Winning Trade | 32521 | 32521 | 17752 | 5179562 | 323476 | 5179562 |
Largest Losing Trade | -1318668 | -56492 | -1318668 | -1849752 | -1849752 | -600607 |
Avg Bars in Trades | 55 | 64 | 47 | 55 | 64 | 47 |
Avg Bars in Winners | 19 | 20 | 18 | 23 | 22 | 24 |
Avg Bars in Losers | 123 | 131 | 113 | 103 | 115 | 89 |
Bars Traded | 4284 | 2435 | 1849 | 4284 | 2435 | 1849 |
Profit Streak | 90.8366 | 90.8366 | 294.8366 | 90.8366 | 90.8366 | 294.8366 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623396 | -578440 | -576852 | -494073 | -579123 | 536799 |
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{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4543, "evaluation_days": 2271.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568332800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760126680301, "expiration_time": 1765985328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 104, "offset": 0, "std": 2.88005 } } }
# | 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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