Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1837631.4078 | 1858191.0958 | -20559.688 | 341632.5925 | -332660.07 | 674292.6626 |
Total P&L (%) | 1837.6314 | 1858.1911 | -20.5597 | 341.6326 | -332.6601 | 674.2927 |
Avg Daily Profit (%) | 0.8821 | 0.8919 | -0.0099 | 0.0713 | 0 | 0.0983 |
Buy And Hold Return (%) | 909.2659 | 909.2659 | 909.2659 | 909.2659 | 909.2659 | 909.2659 |
Max Trade Drawdown | -218768 | -181704 | -60393 | -5756673 | -5201105 | -1116991 |
Profit Factor | 3.1422 | 4.2293 | 0.9272 | 1.0222 | 0.9695 | 1.1507 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 43.9306 | 37.2093 | 50.5747 | 43.9306 | 37.2093 | 50.5747 |
Ratio Avg Win / Avg Loss | 4.0105 | 7.1369 | 0.9061 | 1.3047 | 1.636 | 1.1245 |
Largest Winning Trade | 1657409 | 1657409 | 17322 | 4334429 | 4334429 | 792251 |
Largest Losing Trade | -50274 | -50274 | -28749 | -1402262 | -1402262 | -699748 |
Avg Bars in Trades | 141 | 251 | 32 | 141 | 251 | 32 |
Avg Bars in Winners | 209 | 456 | 29 | 209 | 456 | 29 |
Avg Bars in Losers | 87 | 130 | 34 | 87 | 130 | 34 |
Bars Traded | 24447 | 21625 | 2822 | 24447 | 21625 | 2822 |
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 | 397393 | 308848 | -581025 | -461025 | -583298 | -282149 |
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579435200000, "first_datapoint_time": 1580688000000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759502814804, "expiration_time": 1765980000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 175, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 4.31704 } } }
{ "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": [ [ 1837631.407769946, 1858191.095755981, -20559.687986035, 341632.5925242573, -332660.0700372453, 674292.6625615043 ], [ 1837.631408, 1858.191096, -20.559688, 341.632593, -332.66007, 674.292663 ], [ 0.882064, 0.891933, -0.009869, 0.07132, 0, 0.098294 ], [ 909.265859, 909.265859, 909.265859, 909.265859, 909.265859, 909.265859 ], [ -218768, -181704, -60393, -5756673, -5201105, -1116991 ], [ 3.14224, 4.229284, 0.927194, 1.022224, 0.969472, 1.150667 ], [ 173, 86, 87, 173, 86, 87 ], [ 76, 32, 44, 76, 32, 44 ], [ 97, 54, 43, 97, 54, 43 ], [ 43.930636, 37.209302, 50.574713, 43.930636, 37.209302, 50.574713 ], [ 4.01049, 7.136917, 0.906121, 1.30468, 1.635985, 1.124516 ], [ 1657409, 1657409, 17322, 4334429, 4334429, 792251 ], [ -50274, -50274, -28749, -1402262, -1402262, -699748 ], [ 141, 251, 32, 141, 251, 32 ], [ 209, 456, 29, 209, 456, 29 ], [ 87, 130, 34, 87, 130, 34 ], [ 24447, 21625, 2822, 24447, 21625, 2822 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397393, 308848, -581025, -461025, -583298, -282149 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579435200000, "first_datapoint_time": 1580688000000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759502814804, "expiration_time": 1765980000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 175, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 4.31704 } } }
# | 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) |
---|