Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1608197.0343 | 25751.0128 | -1633948.0472 | 1746228.26 | -19520409.0145 | 21266637.2745 |
Total P&L (%) | -1608.197 | 25.751 | -1633.948 | 1746.2283 | -19520.409 | 21266.6373 |
Avg Daily Profit (%) | -0.7113 | 0.0114 | -0.7227 | 0.129 | 0 | 0.2375 |
Buy And Hold Return (%) | 348.0263 | 348.0263 | 348.0263 | 348.0263 | 348.0263 | 348.0263 |
Max Trade Drawdown | -1736526 | -125574 | -1721226 | -30563109 | -23862130 | -6700978 |
Profit Factor | 0.2725 | 1.0818 | 0.1382 | 1.0376 | 0.4466 | 2.8983 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 43 | 21 | 22 | 37 | 17 | 20 |
Losing Trades | 18 | 9 | 9 | 24 | 13 | 11 |
Profitability (%) | 70.4918 | 70 | 70.9677 | 60.6557 | 56.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.1141 | 0.4636 | 0.0565 | 0.673 | 0.3415 | 1.5941 |
Largest Winning Trade | 51844 | 51844 | 21713 | 21834151 | 5784345 | 21834151 |
Largest Losing Trade | -1295761 | -60460 | -1295761 | -11393076 | -11393076 | -2517981 |
Avg Bars in Trades | 69 | 73 | 66 | 69 | 73 | 66 |
Avg Bars in Winners | 36 | 38 | 34 | 41 | 35 | 45 |
Avg Bars in Losers | 150 | 155 | 144 | 114 | 122 | 104 |
Bars Traded | 4266 | 2198 | 2068 | 4266 | 2198 | 2068 |
Profit Streak | 165.0959 | 165.0959 | 281.0959 | 165.0959 | 165.0959 | 281.0959 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742595 | -471683 | -576707 | -365612 | -578578 | 616566 |
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4522, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568592000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198685786, "expiration_time": 1765050912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.7744 } } }
{ "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": [ [ -1608197.034338902, 25751.0128155024, -1633948.0471544038, 1746228.2600056205, -19520409.01447569, 21266637.274481315 ], [ -1608.197034, 25.751013, -1633.948047, 1746.22826, -19520.409014, 21266.637274 ], [ -0.711277, 0.011389, -0.722666, 0.129041, 0, 0.23754 ], [ 348.026316, 348.026316, 348.026316, 348.026316, 348.026316, 348.026316 ], [ -1736526, -125574, -1721226, -30563109, -23862130, -6700978 ], [ 0.272531, 1.081801, 0.138156, 1.037573, 0.446578, 2.898324 ], [ 61, 30, 31, 61, 30, 31 ], [ 43, 21, 22, 37, 17, 20 ], [ 18, 9, 9, 24, 13, 11 ], [ 70.491803, 70, 70.967742, 60.655738, 56.666667, 64.516129 ], [ 0.114083, 0.463629, 0.056518, 0.673021, 0.341501, 1.594078 ], [ 51844, 51844, 21713, 21834151, 5784345, 21834151 ], [ -1295761, -60460, -1295761, -11393076, -11393076, -2517981 ], [ 69, 73, 66, 69, 73, 66 ], [ 36, 38, 34, 41, 35, 45 ], [ 150, 155, 144, 114, 122, 104 ], [ 4266, 2198, 2068, 4266, 2198, 2068 ], [ 165.0959, 165.0959, 281.0959, 165.0959, 165.0959, 281.0959 ], [ 9, 4, 5, 9, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -742595, -471683, -576707, -365612, -578578, 616566 ] ] }
{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4522, "evaluation_days": 2261, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1568592000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198685786, "expiration_time": 1765050912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.7744 } } }
# | 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) |
---|