Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1622144.7438 | 1643780.5846 | -21635.8408 | 143272.3725 | 494504.0957 | -351231.7232 |
Total P&L (%) | 1622.1447 | 1643.7806 | -21.6358 | 143.2724 | 494.5041 | -351.2317 |
Avg Daily Profit (%) | 0.7179 | 0.7275 | -0.0096 | 0.0394 | 0.0789 | 0 |
Buy And Hold Return (%) | 445.1234 | 445.1234 | 445.1234 | 445.1234 | 445.1234 | 445.1234 |
Max Trade Drawdown | -120233 | -125067 | -108078 | -1047190 | -862627 | -473609 |
Profit Factor | 3.7939 | 6.8516 | 0.9278 | 1.0537 | 1.3916 | 0.7497 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 48.0519 | 43.5897 | 52.6316 | 48.0519 | 43.5897 | 52.6316 |
Ratio Avg Win / Avg Loss | 4.1016 | 8.8668 | 0.835 | 1.1392 | 1.8009 | 0.6748 |
Largest Winning Trade | 1450107 | 1450107 | 51080 | 1084432 | 1084432 | 198558 |
Largest Losing Trade | -74309 | -39866 | -74309 | -443001 | -257702 | -443001 |
Avg Bars in Trades | 55 | 59 | 51 | 55 | 59 | 51 |
Avg Bars in Winners | 75 | 81 | 71 | 75 | 81 | 71 |
Avg Bars in Losers | 36 | 43 | 29 | 36 | 43 | 29 |
Bars Traded | 4286 | 2337 | 1949 | 4286 | 2337 | 1949 |
Profit Streak | 18.2126 | 33.2126 | 18.2126 | 18.2126 | 33.2126 | 18.2126 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28724 | 615677 | -579860 | -513090 | -218562 | -579860 |
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{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4519, "evaluation_days": 2259.5, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1571227200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759079166525, "expiration_time": 1764917424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 94, "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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