Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1488949.0109 | 1524984.6619 | -36035.6511 | -2822170.3378 | -281506.6954 | -2540663.6424 |
Total P&L (%) | 1488.949 | 1524.9847 | -36.0357 | -2822.1703 | -281.5067 | -2540.6636 |
Avg Daily Profit (%) | 0.6564 | 0.6722 | -0.0159 | 0 | 0 | 0 |
Buy And Hold Return (%) | 515.5565 | 515.5565 | 515.5565 | 515.5565 | 515.5565 | 515.5565 |
Max Trade Drawdown | -250336 | -83021 | -244369 | -3501125 | -1407862 | -2517363 |
Profit Factor | 2.9323 | 5.4292 | 0.9155 | 0.6329 | 0.9259 | 0.3464 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 60 | 29 | 31 | 53 | 31 | 22 |
Losing Trades | 53 | 28 | 25 | 60 | 26 | 34 |
Profitability (%) | 53.0973 | 50.8772 | 55.3571 | 46.9027 | 54.386 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.5902 | 5.242 | 0.7383 | 0.7164 | 0.7766 | 0.5353 |
Largest Winning Trade | 1338979 | 1338979 | 41628 | 1235160 | 1235160 | 241822 |
Largest Losing Trade | -162267 | -36064 | -162267 | -974679 | -528826 | -974679 |
Avg Bars in Trades | 37 | 39 | 34 | 37 | 39 | 34 |
Avg Bars in Winners | 42 | 36 | 48 | 29 | 38 | 17 |
Avg Bars in Losers | 31 | 42 | 18 | 43 | 40 | 46 |
Bars Traded | 4210 | 2266 | 1944 | 4210 | 2266 | 1944 |
Profit Streak | 0 | 0 | 22.5389 | 19.0389 | 20.5389 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541035 | -162906 | -759591 | -581122 | -759711 | -765000 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4537, "evaluation_days": 2268.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1573430400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759884956905, "expiration_time": 1765718352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 1488949.0108574503, 1524984.6619372054, -36035.6510797547, -2822170.3377527287, -281506.6953590084, -2540663.6423937203 ], [ 1488.949011, 1524.984662, -36.035651, -2822.170338, -281.506695, -2540.663642 ], [ 0.656358, 0.672244, -0.015885, 0, 0, 0 ], [ 515.556549, 515.556549, 515.556549, 515.556549, 515.556549, 515.556549 ], [ -250336, -83021, -244369, -3501125, -1407862, -2517363 ], [ 2.932326, 5.429209, 0.915458, 0.632853, 0.925914, 0.346378 ], [ 113, 57, 56, 113, 57, 56 ], [ 60, 29, 31, 53, 31, 22 ], [ 53, 28, 25, 60, 26, 34 ], [ 53.097345, 50.877193, 55.357143, 46.902655, 54.385965, 39.285714 ], [ 2.590221, 5.241995, 0.738273, 0.716437, 0.776573, 0.535311 ], [ 1338979, 1338979, 41628, 1235160, 1235160, 241822 ], [ -162267, -36064, -162267, -974679, -528826, -974679 ], [ 37, 39, 34, 37, 39, 34 ], [ 42, 36, 48, 29, 38, 17 ], [ 31, 42, 18, 43, 40, 46 ], [ 4210, 2266, 1944, 4210, 2266, 1944 ], [ 0, 0, 22.538853, 19.038853, 20.538853, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 541035, -162906, -759591, -581122, -759711, -765000 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4537, "evaluation_days": 2268.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1573430400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759884956905, "expiration_time": 1765718352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|