Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1764552.1667 | 1617948.9607 | 146603.206 | 12085053.0337 | 2831968.8165 | 9253084.2172 |
Total P&L (%) | 1764.5522 | 1617.949 | 146.6032 | 12085.053 | 2831.9688 | 9253.0842 |
Avg Daily Profit (%) | 0.7785 | 0.7138 | 0.0647 | 0.2121 | 0.1491 | 0.2004 |
Buy And Hold Return (%) | 300.8571 | 300.8571 | 300.8571 | 300.8571 | 300.8571 | 300.8571 |
Max Trade Drawdown | -128777 | -72544 | -94864 | -21294803 | -16136578 | -9279593 |
Profit Factor | 4.9628 | 8.603 | 1.6306 | 1.3391 | 1.1473 | 1.5636 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 49.3671 | 45 | 53.8462 | 49.3671 | 45 | 53.8462 |
Ratio Avg Win / Avg Loss | 5.0901 | 10.5148 | 1.3977 | 1.3734 | 1.4023 | 1.3402 |
Largest Winning Trade | 1136707 | 1136707 | 58601 | 10517565 | 10517565 | 6183480 |
Largest Losing Trade | -55954 | -20704 | -55954 | -6325995 | -6325995 | -5679967 |
Avg Bars in Trades | 109 | 95 | 124 | 109 | 95 | 124 |
Avg Bars in Winners | 168 | 135 | 196 | 168 | 135 | 196 |
Avg Bars in Losers | 52 | 61 | 41 | 52 | 61 | 41 |
Bars Traded | 8672 | 3802 | 4870 | 8672 | 3802 | 4870 |
Profit Streak | 0 | 0 | 162.0968 | 0 | 0 | 162.0968 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11530 | 646542 | -268888 | -23060 | -53939 | 403955 |
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9067, "evaluation_days": 2266.75, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567015200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759717167377, "expiration_time": 1765584216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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": [ [ 1764552.1666678623, 1617948.9606890874, 146603.205978775, 12085053.03367824, 2831968.816459732, 9253084.217218513 ], [ 1764.552167, 1617.948961, 146.603206, 12085.053034, 2831.968816, 9253.084217 ], [ 0.77845, 0.713775, 0.064676, 0.212105, 0.149146, 0.200412 ], [ 300.857143, 300.857143, 300.857143, 300.857143, 300.857143, 300.857143 ], [ -128777, -72544, -94864, -21294803, -16136578, -9279593 ], [ 4.962805, 8.603047, 1.630617, 1.339054, 1.147302, 1.5636 ], [ 79, 40, 39, 79, 40, 39 ], [ 39, 18, 21, 39, 18, 21 ], [ 40, 22, 18, 40, 22, 18 ], [ 49.367089, 45, 53.846154, 49.367089, 45, 53.846154 ], [ 5.090057, 10.514835, 1.397672, 1.373389, 1.402258, 1.340228 ], [ 1136707, 1136707, 58601, 10517565, 10517565, 6183480 ], [ -55954, -20704, -55954, -6325995, -6325995, -5679967 ], [ 109, 95, 124, 109, 95, 124 ], [ 168, 135, 196, 168, 135, 196 ], [ 52, 61, 41, 52, 61, 41 ], [ 8672, 3802, 4870, 8672, 3802, 4870 ], [ 0, 0, 162.096845, 0, 0, 162.096845 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -11530, 646542, -268888, -23060, -53939, 403955 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9067, "evaluation_days": 2266.75, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1567015200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759717167377, "expiration_time": 1765584216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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) |
---|