Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1174417.382 | 60790.4645 | -1235207.8464 | 1167765.5552 | -17990633.9898 | 19158399.545 |
Total P&L (%) | -1174.4174 | 60.7905 | -1235.2078 | 1167.7656 | -17990.634 | 19158.3995 |
Avg Daily Profit (%) | -0.5171 | 0.0268 | -0.5439 | 0.1119 | 0 | 0.2319 |
Buy And Hold Return (%) | 572.2277 | 572.2277 | 572.2277 | 572.2277 | 572.2277 | 572.2277 |
Max Trade Drawdown | -1239964 | -183699 | -1285591 | -39429442 | -35250129 | -4248552 |
Profit Factor | 0.3434 | 1.188 | 0.1571 | 1.0237 | 0.5667 | 3.5015 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 67 | 34 | 33 | 55 | 27 | 28 |
Losing Trades | 30 | 14 | 16 | 42 | 21 | 21 |
Profitability (%) | 69.0722 | 70.8333 | 67.3469 | 56.701 | 56.25 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1538 | 0.4892 | 0.0762 | 0.7818 | 0.4408 | 2.6262 |
Largest Winning Trade | 97737 | 97737 | 26358 | 11938393 | 10169694 | 11938393 |
Largest Losing Trade | -816670 | -58966 | -816670 | -19504748 | -19504748 | -1461870 |
Avg Bars in Trades | 41 | 49 | 34 | 41 | 49 | 34 |
Avg Bars in Winners | 17 | 17 | 17 | 20 | 16 | 25 |
Avg Bars in Losers | 96 | 128 | 68 | 69 | 92 | 46 |
Bars Traded | 4056 | 2379 | 1678 | 4056 | 2379 | 1678 |
Profit Streak | 58.5941 | 134.5941 | 58.5941 | 58.5941 | 134.5941 | 58.5941 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576313 | -334012 | -577454 | -243297 | -578430 | 612257 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4542, "evaluation_days": 2271, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569499200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760062532558, "expiration_time": 1765940832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.78198, "nc": 0.06399 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "offset": 45 } } }
{ "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": [ [ -1174417.3819599554, 60790.4644888996, -1235207.8464488552, 1167765.555220542, -17990633.989800148, 19158399.54502068 ], [ -1174.417382, 60.790464, -1235.207846, 1167.765555, -17990.63399, 19158.399545 ], [ -0.517137, 0.026768, -0.543905, 0.111901, 0, 0.231908 ], [ 572.227674, 572.227674, 572.227674, 572.227674, 572.227674, 572.227674 ], [ -1239964, -183699, -1285591, -39429442, -35250129, -4248552 ], [ 0.343434, 1.188033, 0.157102, 1.023745, 0.566706, 3.501543 ], [ 97, 48, 49, 97, 48, 49 ], [ 67, 34, 33, 55, 27, 28 ], [ 30, 14, 16, 42, 21, 21 ], [ 69.072165, 70.833333, 67.346939, 56.701031, 56.25, 57.142857 ], [ 0.153776, 0.48919, 0.076171, 0.781769, 0.440771, 2.626157 ], [ 97737, 97737, 26358, 11938393, 10169694, 11938393 ], [ -816670, -58966, -816670, -19504748, -19504748, -1461870 ], [ 41, 49, 34, 41, 49, 34 ], [ 17, 17, 17, 20, 16, 25 ], [ 96, 128, 68, 69, 92, 46 ], [ 4056, 2379, 1678, 4056, 2379, 1678 ], [ 58.594127, 134.594127, 58.594127, 58.594127, 134.594127, 58.594127 ], [ 4, 6, 2, 4, 6, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576313, -334012, -577454, -243297, -578430, 612257 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4542, "evaluation_days": 2271, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1569499200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760062532558, "expiration_time": 1765940832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.78198, "nc": 0.06399 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "offset": 45 } } }
# | 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) |
---|