Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1822021.5614 | 1779181.6861 | 42839.8753 | 1442894.3375 | 99172.1659 | 1343722.1716 |
Total P&L (%) | 1822.0216 | 1779.1817 | 42.8399 | 1442.8943 | 99.1722 | 1343.7222 |
Avg Daily Profit (%) | 0.8019 | 0.783 | 0.0189 | 0.1205 | 0.0303 | 0.1176 |
Buy And Hold Return (%) | 114.5492 | 114.5492 | 114.5492 | 114.5492 | 114.5492 | 114.5492 |
Max Trade Drawdown | -107252 | -128290 | -38222 | -3510162 | -4115866 | -723769 |
Profit Factor | 4.1212 | 4.7272 | 1.4026 | 1.1032 | 1.0084 | 1.6094 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 43.1193 | 35.1852 | 50.9091 | 43.1193 | 35.1852 | 50.9091 |
Ratio Avg Win / Avg Loss | 5.4365 | 8.708 | 1.3525 | 1.4552 | 1.8576 | 1.5519 |
Largest Winning Trade | 1330955 | 1330955 | 33507 | 3912228 | 3912228 | 1054674 |
Largest Losing Trade | -42885 | -42885 | -19271 | -1354640 | -1354640 | -692809 |
Avg Bars in Trades | 80 | 157 | 4 | 80 | 157 | 4 |
Avg Bars in Winners | 109 | 264 | 4 | 109 | 264 | 4 |
Avg Bars in Losers | 58 | 99 | 5 | 58 | 99 | 5 |
Bars Traded | 8766 | 8498 | 268 | 8766 | 8498 | 268 |
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 | 645552 | -165478 | -512394 | -141156 | -714397 | -212249 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9089, "evaluation_days": 2272.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565697600000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760197870177, "expiration_time": 1766073672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 85, "offset": 0, "std": 2.462 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1822021.5614129596, 1779181.6860691665, 42839.8753437932, 1442894.337462982, 99172.1658860457, 1343722.1715769381 ], [ 1822.021561, 1779.181686, 42.839875, 1442.894337, 99.172166, 1343.722172 ], [ 0.801858, 0.783004, 0.018854, 0.120493, 0.030327, 0.117565 ], [ 114.54918, 114.54918, 114.54918, 114.54918, 114.54918, 114.54918 ], [ -107252, -128290, -38222, -3510162, -4115866, -723769 ], [ 4.121229, 4.727223, 1.402617, 1.103172, 1.008419, 1.609351 ], [ 109, 54, 55, 109, 54, 55 ], [ 47, 19, 28, 47, 19, 28 ], [ 62, 35, 27, 62, 35, 27 ], [ 43.119266, 35.185185, 50.909091, 43.119266, 35.185185, 50.909091 ], [ 5.436515, 8.708042, 1.352524, 1.455248, 1.857613, 1.551874 ], [ 1330955, 1330955, 33507, 3912228, 3912228, 1054674 ], [ -42885, -42885, -19271, -1354640, -1354640, -692809 ], [ 80, 157, 4, 80, 157, 4 ], [ 109, 264, 4, 109, 264, 4 ], [ 58, 99, 5, 58, 99, 5 ], [ 8766, 8498, 268, 8766, 8498, 268 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 645552, -165478, -512394, -141156, -714397, -212249 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9089, "evaluation_days": 2272.25, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565697600000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760197870177, "expiration_time": 1766073672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 85, "offset": 0, "std": 2.462 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|