Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2061282.9927 | 1929316.2983 | 131966.6944 | 10989421.7914 | 3328936.9536 | 7660484.8378 |
Total P&L (%) | 2061.283 | 1929.3163 | 131.9667 | 10989.4218 | 3328.937 | 7660.4848 |
Avg Daily Profit (%) | 0.9111 | 0.8527 | 0.0583 | 0.2083 | 0.1564 | 0.1925 |
Buy And Hold Return (%) | 356.5359 | 356.5359 | 356.5359 | 356.5359 | 356.5359 | 356.5359 |
Max Trade Drawdown | -124092 | -62730 | -109007 | -18846346 | -14374052 | -7564429 |
Profit Factor | 5.2044 | 9.0741 | 1.5251 | 1.23 | 1.1261 | 1.3583 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.8261 | 42.8571 | 52.9412 | 47.8261 | 42.8571 | 52.9412 |
Ratio Avg Win / Avg Loss | 5.6775 | 12.0989 | 1.3556 | 1.3419 | 1.5015 | 1.2074 |
Largest Winning Trade | 1401412 | 1401412 | 61781 | 8243645 | 8243645 | 5406236 |
Largest Losing Trade | -41865 | -26854 | -41865 | -6342788 | -6342788 | -3617790 |
Avg Bars in Trades | 124 | 113 | 135 | 124 | 113 | 135 |
Avg Bars in Winners | 198 | 187 | 207 | 198 | 187 | 207 |
Avg Bars in Losers | 56 | 58 | 54 | 56 | 58 | 54 |
Bars Traded | 8593 | 3985 | 4608 | 8593 | 3985 | 4608 |
Profit Streak | 0 | 0 | 163.4172 | 0 | 0 | 163.4172 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86728 | 644163 | -278023 | -99357 | -75800 | 350789 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9050, "evaluation_days": 2262.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567404000000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759356042259, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 250, "offset": 0, "std": 4.16006 } }, "second_band": { "type": "hma", "factors": { "length": 153, "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": [ [ 2061282.992692283, 1929316.2982802724, 131966.694412011, 10989421.791371942, 3328936.9536051783, 7660484.83776677 ], [ 2061.282993, 1929.316298, 131.966694, 10989.421791, 3328.936954, 7660.484838 ], [ 0.911064, 0.852736, 0.058328, 0.208331, 0.156358, 0.192522 ], [ 356.535948, 356.535948, 356.535948, 356.535948, 356.535948, 356.535948 ], [ -124092, -62730, -109007, -18846346, -14374052, -7564429 ], [ 5.204388, 9.07414, 1.525096, 1.230031, 1.126126, 1.358304 ], [ 69, 35, 34, 69, 35, 34 ], [ 33, 15, 18, 33, 15, 18 ], [ 36, 20, 16, 36, 20, 16 ], [ 47.826087, 42.857143, 52.941176, 47.826087, 42.857143, 52.941176 ], [ 5.677514, 12.098853, 1.35564, 1.341852, 1.501501, 1.207381 ], [ 1401412, 1401412, 61781, 8243645, 8243645, 5406236 ], [ -41865, -26854, -41865, -6342788, -6342788, -3617790 ], [ 124, 113, 135, 124, 113, 135 ], [ 198, 187, 207, 198, 187, 207 ], [ 56, 58, 54, 56, 58, 54 ], [ 8593, 3985, 4608, 8593, 3985, 4608 ], [ 0, 0, 163.417156, 0, 0, 163.417156 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86728, 644163, -278023, -99357, -75800, 350789 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9050, "evaluation_days": 2262.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567404000000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759356042259, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 250, "offset": 0, "std": 4.16006 } }, "second_band": { "type": "hma", "factors": { "length": 153, "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) |
---|