Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1677918.4659 | 1828060.0227 | -150141.5569 | -87230.8687 | 29364.7585 | -116595.6272 |
Total P&L (%) | 1677.9185 | 1828.06 | -150.1416 | -87.2309 | 29.3648 | -116.5956 |
Avg Daily Profit (%) | 0.7409 | 0.8072 | -0.0663 | -0.0908 | 0.0114 | 0 |
Buy And Hold Return (%) | 302.809 | 302.809 | 302.809 | 302.809 | 302.809 | 302.809 |
Max Trade Drawdown | -345880 | -198298 | -200575 | -3095799 | -2052123 | -1068845 |
Profit Factor | 2.8555 | 4.8075 | 0.646 | 0.9817 | 1.0095 | 0.9302 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 40.8163 | 40.8163 | 40.8163 | 40.8163 | 40.8163 | 40.8163 |
Ratio Avg Win / Avg Loss | 4.1405 | 6.9709 | 0.9368 | 1.4234 | 1.4638 | 1.3488 |
Largest Winning Trade | 1858546 | 1858546 | 49289 | 1975920 | 1975920 | 1026332 |
Largest Losing Trade | -75564 | -34775 | -75564 | -1022655 | -1022655 | -606871 |
Avg Bars in Trades | 67 | 101 | 33 | 67 | 101 | 33 |
Avg Bars in Winners | 99 | 144 | 54 | 99 | 144 | 54 |
Avg Bars in Losers | 45 | 72 | 19 | 45 | 72 | 19 |
Bars Traded | 6625 | 4990 | 1635 | 6625 | 4990 | 1635 |
Profit Streak | 0 | 0 | 58.7561 | 0 | 0 | 58.7561 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497850 | 601518 | -583692 | -582421 | -556963 | -582025 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 130, "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": [ [ 1677918.4658526701, 1828060.0227381298, -150141.5568854599, -87230.8687391592, 29364.7584889683, -116595.627228128 ], [ 1677.918466, 1828.060023, -150.141557, -87.230869, 29.364758, -116.595627 ], [ 0.740911, 0.807208, -0.066297, -0.090839, 0.011369, 0 ], [ 302.808989, 302.808989, 302.808989, 302.808989, 302.808989, 302.808989 ], [ -345880, -198298, -200575, -3095799, -2052123, -1068845 ], [ 2.855494, 4.807486, 0.646039, 0.981665, 1.009513, 0.930216 ], [ 98, 49, 49, 98, 49, 49 ], [ 40, 20, 20, 40, 20, 20 ], [ 58, 29, 29, 58, 29, 29 ], [ 40.816327, 40.816327, 40.816327, 40.816327, 40.816327, 40.816327 ], [ 4.140466, 6.970855, 0.936756, 1.423414, 1.463794, 1.348814 ], [ 1858546, 1858546, 49289, 1975920, 1975920, 1026332 ], [ -75564, -34775, -75564, -1022655, -1022655, -606871 ], [ 67, 101, 33, 67, 101, 33 ], [ 99, 144, 54, 99, 144, 54 ], [ 45, 72, 19, 45, 72, 19 ], [ 6625, 4990, 1635, 6625, 4990, 1635 ], [ 0, 0, 58.756055, 0, 0, 58.756055 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 497850, 601518, -583692, -582421, -556963, -582025 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6794, "evaluation_days": 2264.67, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1567584000000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759514923137, "expiration_time": 1765377216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 130, "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) |
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