Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1658671.7498 | 1634591.7471 | 24080.0027 | 838735.9769 | 741817.0594 | 96918.9175 |
Total P&L (%) | 1658.6718 | 1634.5917 | 24.08 | 838.736 | 741.8171 | 96.9189 |
Avg Daily Profit (%) | 0.732 | 0.7214 | 0.0106 | 0.0989 | 0.0941 | 0.0299 |
Buy And Hold Return (%) | 495.0063 | 495.0063 | 495.0063 | 495.0063 | 495.0063 | 495.0063 |
Max Trade Drawdown | -146472 | -90965 | -181659 | -788903 | -427853 | -678800 |
Profit Factor | 3.7604 | 7.6675 | 1.0677 | 1.3361 | 1.6257 | 1.074 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 49.1228 | 48.2759 | 50 | 49.1228 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 3.8947 | 8.2152 | 1.0677 | 1.3839 | 1.7418 | 1.074 |
Largest Winning Trade | 1396256 | 1396256 | 50608 | 540400 | 540400 | 375027 |
Largest Losing Trade | -69499 | -40147 | -69499 | -589267 | -388282 | -589267 |
Avg Bars in Trades | 110 | 125 | 94 | 110 | 125 | 94 |
Avg Bars in Winners | 149 | 146 | 152 | 149 | 146 | 152 |
Avg Bars in Losers | 72 | 105 | 36 | 72 | 105 | 36 |
Bars Traded | 6296 | 3642 | 2654 | 6296 | 3642 | 2654 |
Profit Streak | 126.588 | 126.588 | 328.9213 | 126.588 | 126.588 | 328.9213 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162210 | 648741 | -510569 | -248062 | -74714 | -477918 |
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6798, "evaluation_days": 2266, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1570924800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759644400469, "expiration_time": 1765495872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 33, "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": [ [ 1658671.749839466, 1634591.7471252389, 24080.002714227, 838735.976918876, 741817.0593901166, 96918.9175287596 ], [ 1658.67175, 1634.591747, 24.080003, 838.735977, 741.817059, 96.918918 ], [ 0.731982, 0.721356, 0.010627, 0.098873, 0.09406, 0.029908 ], [ 495.006348, 495.006348, 495.006348, 495.006348, 495.006348, 495.006348 ], [ -146472, -90965, -181659, -788903, -427853, -678800 ], [ 3.760411, 7.667546, 1.067693, 1.336142, 1.625718, 1.074004 ], [ 57, 29, 28, 57, 29, 28 ], [ 28, 14, 14, 28, 14, 14 ], [ 29, 15, 14, 29, 15, 14 ], [ 49.122807, 48.275862, 50, 49.122807, 48.275862, 50 ], [ 3.894711, 8.215228, 1.067693, 1.383861, 1.741841, 1.074004 ], [ 1396256, 1396256, 50608, 540400, 540400, 375027 ], [ -69499, -40147, -69499, -589267, -388282, -589267 ], [ 110, 125, 94, 110, 125, 94 ], [ 149, 146, 152, 149, 146, 152 ], [ 72, 105, 36, 72, 105, 36 ], [ 6296, 3642, 2654, 6296, 3642, 2654 ], [ 126.587968, 126.587968, 328.921302, 126.587968, 126.587968, 328.921302 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162210, 648741, -510569, -248062, -74714, -477918 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6798, "evaluation_days": 2266, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1570924800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759644400469, "expiration_time": 1765495872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 33, "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) |
---|