Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1482311.5172 | 100733.5948 | -1583045.112 | 3393385.5542 | 6711182.6353 | -3317797.0811 |
Total P&L (%) | -1482.3115 | 100.7336 | -1583.0451 | 3393.3856 | 6711.1826 | -3317.7971 |
Avg Daily Profit (%) | -0.6553 | 0.0445 | -0.6998 | 0.1572 | 0.1868 | 0 |
Buy And Hold Return (%) | 110.2564 | 110.2564 | 110.2564 | 110.2564 | 110.2564 | 110.2564 |
Max Trade Drawdown | -1744649 | -30167 | -1778461 | -27561566 | -1298565 | -28713767 |
Profit Factor | 0.3513 | 2.144 | 0.2794 | 1.066 | 2.6735 | 0.93 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 60 | 30 | 30 | 64 | 34 | 30 |
Losing Trades | 37 | 19 | 18 | 33 | 15 | 18 |
Profitability (%) | 61.8557 | 61.2245 | 62.5 | 65.9794 | 69.3878 | 62.5 |
Ratio Avg Win / Avg Loss | 0.2166 | 1.3579 | 0.1676 | 0.5497 | 1.1795 | 0.558 |
Largest Winning Trade | 63001 | 37073 | 63001 | 8942498 | 3953920 | 8942498 |
Largest Losing Trade | -1200320 | -19297 | -1200320 | -26767378 | -1202021 | -26767378 |
Avg Bars in Trades | 135 | 14 | 259 | 135 | 14 | 259 |
Avg Bars in Winners | 71 | 14 | 129 | 126 | 14 | 252 |
Avg Bars in Losers | 239 | 15 | 475 | 154 | 15 | 270 |
Bars Traded | 13169 | 724 | 12445 | 13169 | 724 | 12445 |
Profit Streak | 58.4695 | 182.4695 | 58.4695 | 58.4695 | 182.4695 | 58.4695 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577586 | -293030 | -578508 | -137897 | 582659 | -578508 |
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13573, "evaluation_days": 2262.17, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565222400000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759360561720, "expiration_time": 1765212336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 44, "offset": 51, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 94, "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": [ [ -1482311.5171963847, 100733.594792418, -1583045.111988802, 3393385.554170577, 6711182.635301924, -3317797.08113134 ], [ -1482.311517, 100.733595, -1583.045112, 3393.385554, 6711.182635, -3317.797081 ], [ -0.655261, 0.04453, -0.699791, 0.157205, 0.186772, 0 ], [ 110.25641, 110.25641, 110.25641, 110.25641, 110.25641, 110.25641 ], [ -1744649, -30167, -1778461, -27561566, -1298565, -28713767 ], [ 0.351258, 2.143995, 0.279402, 1.066019, 2.673522, 0.929989 ], [ 97, 49, 48, 97, 49, 48 ], [ 60, 30, 30, 64, 34, 30 ], [ 37, 19, 18, 33, 15, 18 ], [ 61.85567, 61.22449, 62.5, 65.979381, 69.387755, 62.5 ], [ 0.216609, 1.357864, 0.167641, 0.549666, 1.179495, 0.557994 ], [ 63001, 37073, 63001, 8942498, 3953920, 8942498 ], [ -1200320, -19297, -1200320, -26767378, -1202021, -26767378 ], [ 135, 14, 259, 135, 14, 259 ], [ 71, 14, 129, 126, 14, 252 ], [ 239, 15, 475, 154, 15, 270 ], [ 13169, 724, 12445, 13169, 724, 12445 ], [ 58.469464, 182.469464, 58.469464, 58.469464, 182.469464, 58.469464 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577586, -293030, -578508, -137897, 582659, -578508 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13573, "evaluation_days": 2262.17, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565222400000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759360561720, "expiration_time": 1765212336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 44, "offset": 51, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 94, "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) |
---|