Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1660733.7889 | -21415.8344 | -1639317.9545 | 612188.9552 | -29243928.2681 | 29856117.2232 |
Total P&L (%) | -1660.7338 | -21.4158 | -1639.318 | 612.189 | -29243.9283 | 29856.1172 |
Avg Daily Profit (%) | -0.7324 | -0.0094 | -0.723 | 0.0866 | 0 | 0.2518 |
Buy And Hold Return (%) | 141.7936 | 141.7936 | 141.7936 | 141.7936 | 141.7936 | 141.7936 |
Max Trade Drawdown | -1791825 | -175771 | -1738941 | -37603602 | -29319521 | -8403860 |
Profit Factor | 0.2529 | 0.937 | 0.1294 | 1.0124 | 0.1818 | 3.2131 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 20 | 23 | 41 | 17 | 24 |
Losing Trades | 36 | 19 | 17 | 38 | 22 | 16 |
Profitability (%) | 54.4304 | 51.2821 | 57.5 | 51.8987 | 43.5897 | 60 |
Ratio Avg Win / Avg Loss | 0.2117 | 0.8902 | 0.0956 | 0.9384 | 0.2353 | 2.1421 |
Largest Winning Trade | 54086 | 54086 | 36470 | 35810738 | 2489421 | 35810738 |
Largest Losing Trade | -1257488 | -63173 | -1257488 | -15996853 | -15996853 | -4086010 |
Avg Bars in Trades | 54 | 63 | 46 | 54 | 63 | 46 |
Avg Bars in Winners | 30 | 36 | 24 | 33 | 35 | 31 |
Avg Bars in Losers | 84 | 91 | 76 | 78 | 85 | 68 |
Bars Traded | 4336 | 2479 | 1857 | 4336 | 2479 | 1857 |
Profit Streak | 17.9267 | 0 | 19.4267 | 17.9267 | 0 | 19.4267 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -610916 | -580591 | -579219 | -317824 | -583250 | 594149 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4535, "evaluation_days": 2267.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1564790400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759788868038, "expiration_time": 1765629360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 2 } } }
{ "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": [ [ -1660733.7888829755, -21415.834369995, -1639317.9545129796, 612188.9551873155, -29243928.268058725, 29856117.22324604 ], [ -1660.733789, -21.415834, -1639.317955, 612.188955, -29243.928268, 29856.117223 ], [ -0.732407, -0.009445, -0.722963, 0.086616, 0, 0.251797 ], [ 141.79357, 141.79357, 141.79357, 141.79357, 141.79357, 141.79357 ], [ -1791825, -175771, -1738941, -37603602, -29319521, -8403860 ], [ 0.252917, 0.937022, 0.129367, 1.012434, 0.181829, 3.213127 ], [ 79, 39, 40, 79, 39, 40 ], [ 43, 20, 23, 41, 17, 24 ], [ 36, 19, 17, 38, 22, 16 ], [ 54.43038, 51.282051, 57.5, 51.898734, 43.589744, 60 ], [ 0.211745, 0.890171, 0.095619, 0.938354, 0.235307, 2.142085 ], [ 54086, 54086, 36470, 35810738, 2489421, 35810738 ], [ -1257488, -63173, -1257488, -15996853, -15996853, -4086010 ], [ 54, 63, 46, 54, 63, 46 ], [ 30, 36, 24, 33, 35, 31 ], [ 84, 91, 76, 78, 85, 68 ], [ 4336, 2479, 1857, 4336, 2479, 1857 ], [ 17.926713, 0, 19.426713, 17.926713, 0, 19.426713 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -610916, -580591, -579219, -317824, -583250, 594149 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4535, "evaluation_days": 2267.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1564790400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759788868038, "expiration_time": 1765629360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 2 } } }
# | 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) |
---|