Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -973978.4972 | 128616.6718 | -1102595.169 | 1497912.1196 | -18387653.0965 | 19885565.216 |
Total P&L (%) | -973.9785 | 128.6167 | -1102.5952 | 1497.9121 | -18387.6531 | 19885.5652 |
Avg Daily Profit (%) | -0.4301 | 0.0568 | -0.4869 | 0.1225 | 0 | 0.2342 |
Buy And Hold Return (%) | 595.4389 | 595.4389 | 595.4389 | 595.4389 | 595.4389 | 595.4389 |
Max Trade Drawdown | -1195418 | -115957 | -1253157 | -21544203 | -18963383 | -6187243 |
Profit Factor | 0.4279 | 1.4289 | 0.2139 | 1.0397 | 0.362 | 3.2262 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 70 | 34 | 36 | 62 | 28 | 34 |
Losing Trades | 25 | 13 | 12 | 33 | 19 | 14 |
Profitability (%) | 73.6842 | 72.3404 | 75 | 65.2632 | 59.5745 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.1528 | 0.5464 | 0.0713 | 0.5534 | 0.2456 | 1.3285 |
Largest Winning Trade | 91460 | 91460 | 46285 | 19068717 | 2562886 | 19068717 |
Largest Losing Trade | -908106 | -55728 | -908106 | -12450172 | -12450172 | -3831421 |
Avg Bars in Trades | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Winners | 17 | 15 | 19 | 22 | 15 | 28 |
Avg Bars in Losers | 119 | 131 | 105 | 85 | 95 | 72 |
Bars Traded | 4219 | 2235 | 1984 | 4219 | 2235 | 1984 |
Profit Streak | 164.0857 | 164.0857 | 268.5857 | 164.0857 | 164.0857 | 268.5857 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575707 | -279318 | -576075 | -207228 | -578102 | 631719 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4529, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1572091200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759500205254, "expiration_time": 1765362384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "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": [ [ -973978.497178158, 128616.6717767557, -1102595.1689549137, 1497912.11956925, -18387653.09647814, 19885565.21604737 ], [ -973.978497, 128.616672, -1102.595169, 1497.91212, -18387.653096, 19885.565216 ], [ -0.430108, 0.056797, -0.486904, 0.122454, 0, 0.234215 ], [ 595.438941, 595.438941, 595.438941, 595.438941, 595.438941, 595.438941 ], [ -1195418, -115957, -1253157, -21544203, -18963383, -6187243 ], [ 0.427886, 1.428927, 0.213871, 1.039678, 0.361961, 3.226246 ], [ 95, 47, 48, 95, 47, 48 ], [ 70, 34, 36, 62, 28, 34 ], [ 25, 13, 12, 33, 19, 14 ], [ 73.684211, 72.340426, 75, 65.263158, 59.574468, 70.833333 ], [ 0.152816, 0.546354, 0.07129, 0.553377, 0.245617, 1.328454 ], [ 91460, 91460, 46285, 19068717, 2562886, 19068717 ], [ -908106, -55728, -908106, -12450172, -12450172, -3831421 ], [ 44, 47, 41, 44, 47, 41 ], [ 17, 15, 19, 22, 15, 28 ], [ 119, 131, 105, 85, 95, 72 ], [ 4219, 2235, 1984, 4219, 2235, 1984 ], [ 164.085709, 164.085709, 268.585709, 164.085709, 164.085709, 268.585709 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575707, -279318, -576075, -207228, -578102, 631719 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4529, "evaluation_days": 2264.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1572091200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759500205254, "expiration_time": 1765362384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "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) |
---|