Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1155508.1277 | 145727.2285 | -1301235.3562 | 16080924.8539 | -42773803.0995 | 58854727.9535 |
Total P&L (%) | -1155.5081 | 145.7272 | -1301.2354 | 16080.9249 | -42773.8031 | 58854.728 |
Avg Daily Profit (%) | -0.5106 | 0.0644 | -0.575 | 0.225 | 0 | 0.2823 |
Buy And Hold Return (%) | 134.106 | 134.106 | 134.106 | 134.106 | 134.106 | 134.106 |
Max Trade Drawdown | -1498654 | -121179 | -1512471 | -88108899 | -71992194 | -28086220 |
Profit Factor | 0.4053 | 1.5517 | 0.225 | 1.1167 | 0.5747 | 2.5794 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 77 | 36 | 41 | 71 | 32 | 39 |
Losing Trades | 18 | 11 | 7 | 24 | 15 | 9 |
Profitability (%) | 81.0526 | 76.5957 | 85.4167 | 74.7368 | 68.0851 | 81.25 |
Ratio Avg Win / Avg Loss | 0.0948 | 0.4741 | 0.0384 | 0.3775 | 0.2694 | 0.5952 |
Largest Winning Trade | 77187 | 77187 | 52171 | 33024340 | 10688595 | 33024340 |
Largest Losing Trade | -1258542 | -51842 | -1258542 | -48500548 | -48500548 | -18047305 |
Avg Bars in Trades | 46 | 49 | 44 | 46 | 49 | 44 |
Avg Bars in Winners | 20 | 17 | 23 | 22 | 15 | 28 |
Avg Bars in Losers | 157 | 154 | 162 | 117 | 122 | 110 |
Bars Traded | 4437 | 2324 | 2113 | 4437 | 2324 | 2113 |
Profit Streak | 55.3414 | 55.3414 | 262.3414 | 55.3414 | 55.3414 | 262.3414 |
Trades During Streak | 9 | 4 | 11 | 9 | 4 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574610 | -240813 | -574748 | -80221 | -576887 | 594233 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4526, "evaluation_days": 2263, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1564963200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759392694652, "expiration_time": 1765228896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 246, "offset": 25, "poles": 3 } } }
{ "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": [ [ -1155508.1276933185, 145727.2285234298, -1301235.3562167485, 16080924.853946159, -42773803.0995212, 58854727.95346737 ], [ -1155.508128, 145.727229, -1301.235356, 16080.924854, -42773.8031, 58854.727953 ], [ -0.510609, 0.064396, -0.575005, 0.225017, 0, 0.282296 ], [ 134.10596, 134.10596, 134.10596, 134.10596, 134.10596, 134.10596 ], [ -1498654, -121179, -1512471, -88108899, -71992194, -28086220 ], [ 0.405347, 1.551691, 0.225001, 1.116671, 0.57467, 2.579365 ], [ 95, 47, 48, 95, 47, 48 ], [ 77, 36, 41, 71, 32, 39 ], [ 18, 11, 7, 24, 15, 9 ], [ 81.052632, 76.595745, 85.416667, 74.736842, 68.085106, 81.25 ], [ 0.094756, 0.474128, 0.038415, 0.377466, 0.269377, 0.595238 ], [ 77187, 77187, 52171, 33024340, 10688595, 33024340 ], [ -1258542, -51842, -1258542, -48500548, -48500548, -18047305 ], [ 46, 49, 44, 46, 49, 44 ], [ 20, 17, 23, 22, 15, 28 ], [ 157, 154, 162, 117, 122, 110 ], [ 4437, 2324, 2113, 4437, 2324, 2113 ], [ 55.341373, 55.341373, 262.341373, 55.341373, 55.341373, 262.341373 ], [ 9, 4, 11, 9, 4, 11 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574610, -240813, -574748, -80221, -576887, 594233 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4526, "evaluation_days": 2263, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1564963200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759392694652, "expiration_time": 1765228896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 246, "offset": 25, "poles": 3 } } }
# | 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) |
---|