Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270361.568 | 1151537.9912 | 118823.5768 | 9627233.1762 | 446595.2093 | 9180637.9669 |
Total P&L (%) | 1270.3616 | 1151.538 | 118.8236 | 9627.2332 | 446.5952 | 9180.638 |
Avg Daily Profit (%) | 0.6099 | 0.5528 | 0.057 | 0.22 | 0.0816 | 0.2177 |
Buy And Hold Return (%) | 919.697 | 919.697 | 919.697 | 919.697 | 919.697 | 919.697 |
Max Trade Drawdown | -161361 | -163623 | -10498 | -46768290 | -48744947 | -2859539 |
Profit Factor | 3.499 | 3.3983 | 5.2145 | 1.0828 | 1.0041 | 2.2035 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 69.2308 | 60 | 78.2609 | 69.2308 | 60 | 78.2609 |
Ratio Avg Win / Avg Loss | 1.5551 | 2.2655 | 1.4485 | 0.4813 | 0.6694 | 0.6121 |
Largest Winning Trade | 572595 | 572595 | 12397 | 24568980 | 24568980 | 3816791 |
Largest Losing Trade | -62771 | -62771 | -8310 | -32439236 | -32439236 | -2541741 |
Avg Bars in Trades | 261 | 526 | 1 | 261 | 526 | 1 |
Avg Bars in Winners | 119 | 276 | 1 | 119 | 276 | 1 |
Avg Bars in Losers | 581 | 902 | 3 | 581 | 902 | 3 |
Bars Traded | 23792 | 23701 | 91 | 23792 | 23701 | 91 |
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 | -25909 | -68437 | -271669 | -119867 | -466124 | 490293 |
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24996, "evaluation_days": 2083, "actual_first_datapoint_time": 1579046400000, "first_datapoint_time": 1579255200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759087655611, "expiration_time": 1765561363200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 30, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1270361.5679795563, 1151537.9912285204, 118823.5767510356, 9627233.176170047, 446595.2092722803, 9180637.96689776 ], [ 1270.361568, 1151.537991, 118.823577, 9627.233176, 446.595209, 9180.637967 ], [ 0.609871, 0.552827, 0.057044, 0.219998, 0.081576, 0.217736 ], [ 919.69697, 919.69697, 919.69697, 919.69697, 919.69697, 919.69697 ], [ -161361, -163623, -10498, -46768290, -48744947, -2859539 ], [ 3.499032, 3.3983, 5.214519, 1.082822, 1.004112, 2.203481 ], [ 91, 45, 46, 91, 45, 46 ], [ 63, 27, 36, 63, 27, 36 ], [ 28, 18, 10, 28, 18, 10 ], [ 69.230769, 60, 78.26087, 69.230769, 60, 78.26087 ], [ 1.555125, 2.265533, 1.448477, 0.481254, 0.669408, 0.612078 ], [ 572595, 572595, 12397, 24568980, 24568980, 3816791 ], [ -62771, -62771, -8310, -32439236, -32439236, -2541741 ], [ 261, 526, 1, 261, 526, 1 ], [ 119, 276, 1, 119, 276, 1 ], [ 581, 902, 3, 581, 902, 3 ], [ 23792, 23701, 91, 23792, 23701, 91 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -25909, -68437, -271669, -119867, -466124, 490293 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24996, "evaluation_days": 2083, "actual_first_datapoint_time": 1579046400000, "first_datapoint_time": 1579255200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759087655611, "expiration_time": 1765561363200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 30, "offset": 0, "scalar": 4 } } }
# | 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) |
---|