Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1852617.9575 | 1758192.0239 | 94425.9336 | 6134306.0113 | 2129385.9928 | 4004920.0185 |
Total P&L (%) | 1852.618 | 1758.192 | 94.4259 | 6134.306 | 2129.386 | 4004.92 |
Avg Daily Profit (%) | 0.8173 | 0.7757 | 0.0417 | 0.1825 | 0.137 | 0.164 |
Buy And Hold Return (%) | 556.7657 | 556.7657 | 556.7657 | 556.7657 | 556.7657 | 556.7657 |
Max Trade Drawdown | -111262 | -36728 | -122227 | -3403851 | -2680200 | -1842007 |
Profit Factor | 5.6417 | 11.6441 | 1.4036 | 1.5575 | 1.4056 | 1.6961 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 47.4576 | 46.6667 | 48.2759 | 47.4576 | 46.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 6.2461 | 13.3076 | 1.5039 | 1.7244 | 1.6064 | 1.8173 |
Largest Winning Trade | 1354021 | 1354021 | 64548 | 3072189 | 2491759 | 3072189 |
Largest Losing Trade | -47694 | -34380 | -47694 | -1446297 | -1047400 | -1446297 |
Avg Bars in Trades | 107 | 92 | 123 | 107 | 92 | 123 |
Avg Bars in Winners | 163 | 135 | 191 | 163 | 135 | 191 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 6337 | 2763 | 3574 | 6337 | 2763 | 3574 |
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 | -161862 | 618181 | -301937 | -169831 | -11539 | 367865 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6800, "evaluation_days": 2266.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1569801600000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759711628331, "expiration_time": 1765555200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "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": [ [ 1852617.9575010831, 1758192.0239299773, 94425.9335711056, 6134306.01126731, 2129385.992758357, 4004920.018508953 ], [ 1852.617958, 1758.192024, 94.425934, 6134.306011, 2129.385993, 4004.920019 ], [ 0.81733, 0.775672, 0.041658, 0.182489, 0.137049, 0.164021 ], [ 556.765677, 556.765677, 556.765677, 556.765677, 556.765677, 556.765677 ], [ -111262, -36728, -122227, -3403851, -2680200, -1842007 ], [ 5.641681, 11.644145, 1.403621, 1.5575, 1.405576, 1.696148 ], [ 59, 30, 29, 59, 30, 29 ], [ 28, 14, 14, 28, 14, 14 ], [ 31, 16, 15, 31, 16, 15 ], [ 47.457627, 46.666667, 48.275862, 47.457627, 46.666667, 48.275862 ], [ 6.246147, 13.307595, 1.503879, 1.724375, 1.606373, 1.817301 ], [ 1354021, 1354021, 64548, 3072189, 2491759, 3072189 ], [ -47694, -34380, -47694, -1446297, -1047400, -1446297 ], [ 107, 92, 123, 107, 92, 123 ], [ 163, 135, 191, 163, 135, 191 ], [ 56, 54, 59, 56, 54, 59 ], [ 6337, 2763, 3574, 6337, 2763, 3574 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -161862, 618181, -301937, -169831, -11539, 367865 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6800, "evaluation_days": 2266.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1569801600000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759711628331, "expiration_time": 1765555200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "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) |
---|