Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1657152.953 | 1592622.2455 | 64530.7075 | 3460860.1682 | 1959134.1798 | 1501725.9884 |
Total P&L (%) | 1657.153 | 1592.6222 | 64.5307 | 3460.8602 | 1959.1342 | 1501.726 |
Avg Daily Profit (%) | 0.7347 | 0.7061 | 0.0286 | 0.1585 | 0.1342 | 0.123 |
Buy And Hold Return (%) | 348.6071 | 348.6071 | 348.6071 | 348.6071 | 348.6071 | 348.6071 |
Max Trade Drawdown | -139102 | -59009 | -109672 | -3737791 | -3027259 | -2092722 |
Profit Factor | 3.9334 | 6.363 | 1.2408 | 1.2168 | 1.212 | 1.2234 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 47.619 | 43.75 | 51.6129 | 47.619 | 43.75 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.3268 | 8.181 | 1.1633 | 1.3385 | 1.5583 | 1.1469 |
Largest Winning Trade | 1087091 | 1087091 | 58651 | 2750599 | 2750599 | 2149562 |
Largest Losing Trade | -59371 | -43563 | -59371 | -2234935 | -2234935 | -1876810 |
Avg Bars in Trades | 64 | 51 | 76 | 64 | 51 | 76 |
Avg Bars in Winners | 83 | 61 | 102 | 83 | 61 | 102 |
Avg Bars in Losers | 46 | 44 | 49 | 46 | 44 | 49 |
Bars Traded | 4033 | 1653 | 2380 | 4033 | 1653 | 2380 |
Profit Streak | 0 | 0 | 71.1609 | 0 | 0 | 71.1609 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133857 | 601630 | -319987 | -144667 | -16180 | -29930 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 230, "offset": 0, "std": 1.57198 } } }
{ "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": [ [ 1657152.9530326077, 1592622.245488566, 64530.707544041, 3460860.168222922, 1959134.179814955, 1501725.9884079692 ], [ 1657.152953, 1592.622245, 64.530708, 3460.860168, 1959.13418, 1501.725988 ], [ 0.734716, 0.706106, 0.02861, 0.15852, 0.134201, 0.123049 ], [ 348.607109, 348.607109, 348.607109, 348.607109, 348.607109, 348.607109 ], [ -139102, -59009, -109672, -3737791, -3027259, -2092722 ], [ 3.933415, 6.362972, 1.240825, 1.216805, 1.212018, 1.223384 ], [ 63, 32, 31, 63, 32, 31 ], [ 30, 14, 16, 30, 14, 16 ], [ 33, 18, 15, 33, 18, 15 ], [ 47.619048, 43.75, 51.612903, 47.619048, 43.75, 51.612903 ], [ 4.326757, 8.180964, 1.163274, 1.338485, 1.558309, 1.146923 ], [ 1087091, 1087091, 58651, 2750599, 2750599, 2149562 ], [ -59371, -43563, -59371, -2234935, -2234935, -1876810 ], [ 64, 51, 76, 64, 51, 76 ], [ 83, 61, 102, 83, 61, 102 ], [ 46, 44, 49, 46, 44, 49 ], [ 4033, 1653, 2380, 4033, 1653, 2380 ], [ 0, 0, 71.160874, 0, 0, 71.160874 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133857, 601630, -319987, -144667, -16180, -29930 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4511, "evaluation_days": 2255.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568764800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758988299544, "expiration_time": 1764561456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 230, "offset": 0, "std": 1.57198 } } }
# | 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) |
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