Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1815588.3748 | 1749259.5003 | 66328.8745 | 3014320.9355 | 1116920.4262 | 1897400.5093 |
Total P&L (%) | 1815.5884 | 1749.2595 | 66.3289 | 3014.3209 | 1116.9204 | 1897.4005 |
Avg Daily Profit (%) | 0.7995 | 0.7703 | 0.0292 | 0.1515 | 0.1101 | 0.1319 |
Buy And Hold Return (%) | 350.6579 | 350.6579 | 350.6579 | 350.6579 | 350.6579 | 350.6579 |
Max Trade Drawdown | -98399 | -50503 | -121013 | -1902238 | -1291658 | -1287672 |
Profit Factor | 4.8875 | 9.3514 | 1.2575 | 1.425 | 1.3237 | 1.5209 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 49.2537 | 44.1176 | 54.5455 | 49.2537 | 44.1176 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.0356 | 11.8451 | 1.0479 | 1.4681 | 1.6767 | 1.2674 |
Largest Winning Trade | 1340765 | 1340765 | 62449 | 1212798 | 1212798 | 1089006 |
Largest Losing Trade | -52400 | -37912 | -52400 | -949407 | -949407 | -674441 |
Avg Bars in Trades | 63 | 52 | 75 | 63 | 52 | 75 |
Avg Bars in Winners | 93 | 83 | 102 | 93 | 83 | 102 |
Avg Bars in Losers | 34 | 28 | 43 | 34 | 28 | 43 |
Bars Traded | 4285 | 1786 | 2499 | 4285 | 1786 | 2499 |
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 | -101631 | 640500 | -319252 | -112819 | -49506 | -15527 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4542, "evaluation_days": 2271, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568592000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760062531011, "expiration_time": 1765940832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 110, "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": [ [ 1815588.3748370663, 1749259.500305125, 66328.8745319409, 3014320.93548481, 1116920.4261710974, 1897400.5093137128 ], [ 1815.588375, 1749.2595, 66.328875, 3014.320935, 1116.920426, 1897.400509 ], [ 0.799466, 0.77026, 0.029207, 0.151528, 0.110096, 0.131942 ], [ 350.657895, 350.657895, 350.657895, 350.657895, 350.657895, 350.657895 ], [ -98399, -50503, -121013, -1902238, -1291658, -1287672 ], [ 4.887497, 9.351421, 1.257512, 1.424966, 1.323679, 1.520923 ], [ 67, 34, 33, 67, 34, 33 ], [ 33, 15, 18, 33, 15, 18 ], [ 34, 19, 15, 34, 19, 15 ], [ 49.253731, 44.117647, 54.545455, 49.253731, 44.117647, 54.545455 ], [ 5.035603, 11.845133, 1.047926, 1.468147, 1.67666, 1.267436 ], [ 1340765, 1340765, 62449, 1212798, 1212798, 1089006 ], [ -52400, -37912, -52400, -949407, -949407, -674441 ], [ 63, 52, 75, 63, 52, 75 ], [ 93, 83, 102, 93, 83, 102 ], [ 34, 28, 43, 34, 28, 43 ], [ 4285, 1786, 2499, 4285, 1786, 2499 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -101631, 640500, -319252, -112819, -49506, -15527 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4542, "evaluation_days": 2271, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568592000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760062531011, "expiration_time": 1765940832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 110, "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) |
---|