Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1636148.4521 | 1428562.854 | 207585.598 | 55212135.1228 | 21266416.7948 | 33945718.328 |
Total P&L (%) | 1636.1485 | 1428.5629 | 207.5856 | 55212.1351 | 21266.4168 | 33945.7183 |
Avg Daily Profit (%) | 0.7229 | 0.6312 | 0.0917 | 0.2794 | 0.2373 | 0.2579 |
Buy And Hold Return (%) | 369.8835 | 369.8835 | 369.8835 | 369.8835 | 369.8835 | 369.8835 |
Max Trade Drawdown | -84718 | -39009 | -97223 | -48647207 | -33597853 | -33506375 |
Profit Factor | 5.4366 | 11.4189 | 1.896 | 1.4327 | 1.3778 | 1.476 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 59.6491 | 58.6207 | 60.7143 | 59.6491 | 58.6207 | 60.7143 |
Ratio Avg Win / Avg Loss | 3.6777 | 8.0604 | 1.2268 | 0.9692 | 0.9726 | 0.9551 |
Largest Winning Trade | 980308 | 980308 | 54979 | 33799711 | 33799711 | 27557909 |
Largest Losing Trade | -53395 | -20246 | -53395 | -19787123 | -19787123 | -17491739 |
Avg Bars in Trades | 150 | 130 | 172 | 150 | 130 | 172 |
Avg Bars in Winners | 200 | 168 | 231 | 200 | 168 | 231 |
Avg Bars in Losers | 77 | 75 | 80 | 77 | 75 | 80 |
Bars Traded | 8596 | 3771 | 4824 | 8596 | 3771 | 4824 |
Profit Streak | 0 | 0 | 158.5445 | 0 | 0 | 158.5445 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159472 | 682891 | -252891 | -170304 | 299215 | -11063 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9053, "evaluation_days": 2263.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568656800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759431845792, "expiration_time": 1765272744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 222, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 1636148.4520704893, 1428562.8540278317, 207585.5980426572, 55212135.12280625, 21266416.79483539, 33945718.32797086 ], [ 1636.148452, 1428.562854, 207.585598, 55212.135123, 21266.416795, 33945.718328 ], [ 0.72292, 0.6312, 0.09172, 0.279439, 0.237303, 0.257939 ], [ 369.883527, 369.883527, 369.883527, 369.883527, 369.883527, 369.883527 ], [ -84718, -39009, -97223, -48647207, -33597853, -33506375 ], [ 5.436586, 11.418938, 1.896027, 1.432671, 1.377793, 1.475988 ], [ 57, 29, 28, 57, 29, 28 ], [ 34, 17, 17, 34, 17, 17 ], [ 23, 12, 11, 23, 12, 11 ], [ 59.649123, 58.62069, 60.714286, 59.649123, 58.62069, 60.714286 ], [ 3.677691, 8.060427, 1.226841, 0.96916, 0.97256, 0.955051 ], [ 980308, 980308, 54979, 33799711, 33799711, 27557909 ], [ -53395, -20246, -53395, -19787123, -19787123, -17491739 ], [ 150, 130, 172, 150, 130, 172 ], [ 200, 168, 231, 200, 168, 231 ], [ 77, 75, 80, 77, 75, 80 ], [ 8596, 3771, 4824, 8596, 3771, 4824 ], [ 0, 0, 158.544511, 0, 0, 158.544511 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159472, 682891, -252891, -170304, 299215, -11063 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9053, "evaluation_days": 2263.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568656800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759431845792, "expiration_time": 1765272744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 222, "offset": 0, "scalar": 1 } } }
# | 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) |
---|