Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2033778.6058 | 1877673.5361 | 156105.0697 | 18500333.0358 | 6135641.1673 | 12364691.8685 |
Total P&L (%) | 2033.7786 | 1877.6735 | 156.1051 | 18500.333 | 6135.6412 | 12364.6919 |
Avg Daily Profit (%) | 0.902 | 0.8327 | 0.0692 | 0.232 | 0.1835 | 0.2142 |
Buy And Hold Return (%) | 271.618 | 271.618 | 271.618 | 271.618 | 271.618 | 271.618 |
Max Trade Drawdown | -98892 | -66074 | -74419 | -28562504 | -22698339 | -12351309 |
Profit Factor | 6.0282 | 10.7251 | 1.7384 | 1.2764 | 1.1696 | 1.4022 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 43.662 | 38.8889 | 48.5714 | 43.662 | 38.8889 | 48.5714 |
Ratio Avg Win / Avg Loss | 7.7783 | 16.8537 | 1.8407 | 1.647 | 1.8379 | 1.4847 |
Largest Winning Trade | 1356022 | 1356022 | 60003 | 16636316 | 16636316 | 9083859 |
Largest Losing Trade | -36515 | -22250 | -36515 | -7590997 | -7590997 | -4989630 |
Avg Bars in Trades | 181 | 163 | 199 | 181 | 163 | 199 |
Avg Bars in Winners | 317 | 308 | 325 | 317 | 308 | 325 |
Avg Bars in Losers | 75 | 71 | 80 | 75 | 71 | 80 |
Bars Traded | 12872 | 5895 | 6977 | 12872 | 5895 | 6977 |
Profit Streak | 0 | 0 | 158.7791 | 0 | 0 | 158.7791 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71959 | 624293 | -262580 | -84379 | -29300 | 333634 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566432000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758984111534, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 177, "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": [ [ 2033778.6058323947, 1877673.5361168005, 156105.0697155947, 18500333.035782676, 6135641.167277154, 12364691.868505526 ], [ 2033.778606, 1877.673536, 156.10507, 18500.333036, 6135.641167, 12364.691869 ], [ 0.901965, 0.832734, 0.069231, 0.232027, 0.183458, 0.214236 ], [ 271.618037, 271.618037, 271.618037, 271.618037, 271.618037, 271.618037 ], [ -98892, -66074, -74419, -28562504, -22698339, -12351309 ], [ 6.028151, 10.725089, 1.738423, 1.276443, 1.169584, 1.402205 ], [ 71, 36, 35, 71, 36, 35 ], [ 31, 14, 17, 31, 14, 17 ], [ 40, 22, 18, 40, 22, 18 ], [ 43.661972, 38.888889, 48.571429, 43.661972, 38.888889, 48.571429 ], [ 7.77826, 16.853711, 1.840684, 1.647023, 1.837917, 1.484688 ], [ 1356022, 1356022, 60003, 16636316, 16636316, 9083859 ], [ -36515, -22250, -36515, -7590997, -7590997, -4989630 ], [ 181, 163, 199, 181, 163, 199 ], [ 317, 308, 325, 317, 308, 325 ], [ 75, 71, 80, 75, 71, 80 ], [ 12872, 5895, 6977, 12872, 5895, 6977 ], [ 0, 0, 158.779069, 0, 0, 158.779069 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -71959, 624293, -262580, -84379, -29300, 333634 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13529, "evaluation_days": 2254.83, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566432000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758984111534, "expiration_time": 1764559728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 177, "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) |
---|