Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1802300.3183 | 1784665.2908 | 17635.0276 | 915891.1927 | 4087059.7388 | -3171168.5461 |
Total P&L (%) | 1802.3003 | 1784.6653 | 17.635 | 915.8912 | 4087.0597 | -3171.1685 |
Avg Daily Profit (%) | 0.7938 | 0.7861 | 0.0078 | 0.1022 | 0.1646 | 0 |
Buy And Hold Return (%) | 264.4562 | 264.4562 | 264.4562 | 264.4562 | 264.4562 | 264.4562 |
Max Trade Drawdown | -202580 | -138952 | -96231 | -11299388 | -8226745 | -5044034 |
Profit Factor | 3.4502 | 5.8798 | 1.0477 | 1.0258 | 1.2124 | 0.8048 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 42.1053 | 37.5 | 46.8085 | 42.1053 | 37.5 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.744 | 9.7997 | 1.1905 | 1.4105 | 2.0207 | 0.9145 |
Largest Winning Trade | 1219683 | 1219683 | 50027 | 8092412 | 8092412 | 2713968 |
Largest Losing Trade | -40442 | -37091 | -40442 | -3924785 | -3924785 | -2960944 |
Avg Bars in Trades | 136 | 130 | 142 | 136 | 130 | 142 |
Avg Bars in Winners | 230 | 234 | 228 | 230 | 234 | 228 |
Avg Bars in Losers | 68 | 68 | 67 | 68 | 68 | 67 |
Bars Traded | 12997 | 6287 | 6709 | 12997 | 6287 | 6709 |
Profit Streak | 17.0156 | 17.3489 | 0 | 17.0156 | 17.3489 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624338 | 616162 | -517463 | -253247 | 150887 | -581938 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13622, "evaluation_days": 2270.33, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566432000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760070145973, "expiration_time": 1765939104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 82, "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": [ [ 1802300.3183273503, 1784665.290755161, 17635.0275721886, 915891.1927284728, 4087059.738815003, -3171168.546086529 ], [ 1802.300318, 1784.665291, 17.635028, 915.891193, 4087.059739, -3171.168546 ], [ 0.793849, 0.786082, 0.007768, 0.102167, 0.164631, 0 ], [ 264.456233, 264.456233, 264.456233, 264.456233, 264.456233, 264.456233 ], [ -202580, -138952, -96231, -11299388, -8226745, -5044034 ], [ 3.450199, 5.879801, 1.047682, 1.025811, 1.212409, 0.804774 ], [ 95, 48, 47, 95, 48, 47 ], [ 40, 18, 22, 40, 18, 22 ], [ 55, 30, 25, 55, 30, 25 ], [ 42.105263, 37.5, 46.808511, 42.105263, 37.5, 46.808511 ], [ 4.744024, 9.799669, 1.190548, 1.41049, 2.020682, 0.914516 ], [ 1219683, 1219683, 50027, 8092412, 8092412, 2713968 ], [ -40442, -37091, -40442, -3924785, -3924785, -2960944 ], [ 136, 130, 142, 136, 130, 142 ], [ 230, 234, 228, 230, 234, 228 ], [ 68, 68, 67, 68, 68, 67 ], [ 12997, 6287, 6709, 12997, 6287, 6709 ], [ 17.015578, 17.348912, 0, 17.015578, 17.348912, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 624338, 616162, -517463, -253247, 150887, -581938 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13622, "evaluation_days": 2270.33, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566432000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760070145973, "expiration_time": 1765939104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 82, "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) |
---|