Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1936113.9177 | 1871587.7311 | 64526.1865 | 2009482.6875 | 294276.6075 | 1715206.0799 |
Total P&L (%) | 1936.1139 | 1871.5877 | 64.5262 | 2009.4827 | 294.2766 | 1715.2061 |
Avg Daily Profit (%) | 0.8558 | 0.8273 | 0.0285 | 0.1349 | 0.0607 | 0.1282 |
Buy And Hold Return (%) | 177.9093 | 177.9093 | 177.9093 | 177.9093 | 177.9093 | 177.9093 |
Max Trade Drawdown | -127047 | -56130 | -160418 | -2370671 | -1901647 | -1102686 |
Profit Factor | 4.7774 | 8.3202 | 1.2512 | 1.3571 | 1.0873 | 1.7603 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.0317 | 43.75 | 48.3871 | 46.0317 | 43.75 | 48.3871 |
Ratio Avg Win / Avg Loss | 5.6011 | 10.6974 | 1.3346 | 1.591 | 1.3979 | 1.8776 |
Largest Winning Trade | 1452558 | 1452558 | 61979 | 1104062 | 1013227 | 1104062 |
Largest Losing Trade | -70916 | -56130 | -70916 | -835027 | -835027 | -469195 |
Avg Bars in Trades | 204 | 180 | 229 | 204 | 180 | 229 |
Avg Bars in Winners | 326 | 312 | 339 | 326 | 312 | 339 |
Avg Bars in Losers | 100 | 77 | 126 | 100 | 77 | 126 |
Bars Traded | 12882 | 5776 | 7106 | 12882 | 5776 | 7106 |
Profit Streak | 0 | 0 | 162.8403 | 0 | 0 | 162.8403 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131696 | 693180 | -320470 | -163568 | -248107 | -17799 |
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.27714 } }, "second_band": { "type": "ssf", "factors": { "length": 105, "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": [ [ 1936113.9176674616, 1871587.7311315534, 64526.1865359088, 2009482.687473956, 294276.6075420486, 1715206.079931909 ], [ 1936.113918, 1871.587731, 64.526187, 2009.482687, 294.276608, 1715.20608 ], [ 0.855805, 0.827283, 0.028522, 0.134865, 0.060659, 0.128215 ], [ 177.90927, 177.90927, 177.90927, 177.90927, 177.90927, 177.90927 ], [ -127047, -56130, -160418, -2370671, -1901647, -1102686 ], [ 4.777385, 8.320192, 1.251193, 1.357063, 1.087278, 1.760256 ], [ 63, 32, 31, 63, 32, 31 ], [ 29, 14, 15, 29, 14, 15 ], [ 34, 18, 16, 34, 18, 16 ], [ 46.031746, 43.75, 48.387097, 46.031746, 43.75, 48.387097 ], [ 5.601073, 10.69739, 1.334605, 1.59104, 1.397929, 1.877606 ], [ 1452558, 1452558, 61979, 1104062, 1013227, 1104062 ], [ -70916, -56130, -70916, -835027, -835027, -469195 ], [ 204, 180, 229, 204, 180, 229 ], [ 326, 312, 339, 326, 312, 339 ], [ 100, 77, 126, 100, 77, 126 ], [ 12882, 5776, 7106, 12882, 5776, 7106 ], [ 0, 0, 162.840281, 0, 0, 162.840281 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131696, 693180, -320470, -163568, -248107, -17799 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13574, "evaluation_days": 2262.33, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1565524800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759378200285, "expiration_time": 1765227168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.27714 } }, "second_band": { "type": "ssf", "factors": { "length": 105, "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) |
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