Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690756.995 | 1650607.9433 | 40149.0518 | 884445.4041 | 42573.4962 | 841871.9079 |
Total P&L (%) | 1690.757 | 1650.6079 | 40.1491 | 884.4454 | 42.5735 | 841.8719 |
Avg Daily Profit (%) | 0.7458 | 0.728 | 0.0177 | 0.1009 | 0.0156 | 0.099 |
Buy And Hold Return (%) | 284.0541 | 284.0541 | 284.0541 | 284.0541 | 284.0541 | 284.0541 |
Max Trade Drawdown | -134428 | -125016 | -45326 | -7154620 | -6991993 | -1168147 |
Profit Factor | 4.2815 | 5.8995 | 1.2251 | 1.0556 | 1.0038 | 1.1846 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 48 | 37.8378 | 57.8947 | 48 | 37.8378 | 57.8947 |
Ratio Avg Win / Avg Loss | 4.6383 | 9.6921 | 0.891 | 1.1436 | 1.649 | 0.8615 |
Largest Winning Trade | 1431614 | 1431614 | 37820 | 4920507 | 4920507 | 1116289 |
Largest Losing Trade | -44708 | -44708 | -41691 | -2488719 | -2488719 | -1129589 |
Avg Bars in Trades | 171 | 286 | 59 | 171 | 286 | 59 |
Avg Bars in Winners | 236 | 507 | 64 | 236 | 507 | 64 |
Avg Bars in Losers | 111 | 152 | 51 | 111 | 152 | 51 |
Bars Traded | 12857 | 10611 | 2246 | 12857 | 10611 | 2246 |
Profit Streak | 0 | 119.0156 | 0 | 0 | 119.0156 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42783 | 577911 | -335976 | -282249 | -557170 | -81708 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13603, "evaluation_days": 2267.17, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566993600000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759796550117, "expiration_time": 1765657296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 82, "offset": 0, "std": 4.2704 } } }
{ "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": [ [ 1690756.995013598, 1650607.943255789, 40149.0517578087, 884445.4041272374, 42573.4962321733, 841871.9078950633 ], [ 1690.756995, 1650.607943, 40.149052, 884.445404, 42.573496, 841.871908 ], [ 0.745757, 0.728048, 0.017709, 0.100922, 0.015646, 0.09897 ], [ 284.054054, 284.054054, 284.054054, 284.054054, 284.054054, 284.054054 ], [ -134428, -125016, -45326, -7154620, -6991993, -1168147 ], [ 4.281528, 5.899517, 1.225123, 1.055609, 1.003753, 1.184565 ], [ 75, 37, 38, 75, 37, 38 ], [ 36, 14, 22, 36, 14, 22 ], [ 39, 23, 16, 39, 23, 16 ], [ 48, 37.837838, 57.894737, 48, 37.837838, 57.894737 ], [ 4.638322, 9.692064, 0.890999, 1.143576, 1.649023, 0.861502 ], [ 1431614, 1431614, 37820, 4920507, 4920507, 1116289 ], [ -44708, -44708, -41691, -2488719, -2488719, -1129589 ], [ 171, 286, 59, 171, 286, 59 ], [ 236, 507, 64, 236, 507, 64 ], [ 111, 152, 51, 111, 152, 51 ], [ 12857, 10611, 2246, 12857, 10611, 2246 ], [ 0, 119.015626, 0, 0, 119.015626, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -42783, 577911, -335976, -282249, -557170, -81708 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13603, "evaluation_days": 2267.17, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1566993600000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759796550117, "expiration_time": 1765657296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 82, "offset": 0, "std": 4.2704 } } }
# | 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) |
---|