Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184941.505 | 78957.9581 | 105983.5469 | 138915.2345 | -52096.0339 | 191011.2684 |
Total P&L (%) | 184.9415 | 78.958 | 105.9835 | 138.9152 | -52.096 | 191.0113 |
Avg Daily Profit (%) | 0.1995 | 0.0852 | 0.1143 | 0.094 | -0.0794 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102655 | -88948 | -61390 | -313919 | -323694 | -129674 |
Profit Factor | 1.2343 | 1.1777 | 1.3074 | 1.0826 | 0.9488 | 1.2873 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 153 | 82 | 71 | 153 | 82 | 71 |
Losing Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Profitability (%) | 59.0734 | 63.0769 | 55.0388 | 59.0734 | 63.0769 | 55.0388 |
Ratio Avg Win / Avg Loss | 0.8552 | 0.6894 | 1.068 | 0.75 | 0.5554 | 1.0516 |
Largest Winning Trade | 21550 | 21550 | 15251 | 43336 | 38963 | 43336 |
Largest Losing Trade | -34499 | -34499 | -17553 | -107356 | -107356 | -35272 |
Avg Bars in Trades | 41 | 45 | 38 | 41 | 45 | 38 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 50 | 61 | 41 | 50 | 61 | 41 |
Bars Traded | 10825 | 5866 | 4959 | 10825 | 5866 | 4959 |
Profit Streak | 12.9979 | 13.2479 | 0 | 12.9979 | 13.2479 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315822 | -103907 | -39783 | -195684 | -578686 | -38616 |
{ "trading_pair": "ARB_USDT", "interval": "2h", "packets": 25000, "actual_packets": 11123, "evaluation_days": 926.92, "actual_first_datapoint_time": 1679580000000, "first_datapoint_time": 1680660000000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759665416193, "expiration_time": 1762541481600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 19, "offset": 0, "std": 2.89513 } }, "second_band": { "type": "supertrend", "factors": { "length": 192, "offset": 0, "multiplier": 4.35098 } } }
{ "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": [ [ 184941.5049639386, 78957.9580811246, 105983.5468828141, 138915.2344888362, -52096.0339185757, 191011.2684074119 ], [ 184.941505, 78.957958, 105.983547, 138.915234, -52.096034, 191.011268 ], [ 0.199523, 0.085183, 0.114339, 0.094005, -0.079368, 0.115307 ], [ 10, 10, 10, 10, 10, 10 ], [ -102655, -88948, -61390, -313919, -323694, -129674 ], [ 1.234337, 1.177658, 1.307398, 1.082578, 0.948789, 1.287263 ], [ 259, 130, 129, 259, 130, 129 ], [ 153, 82, 71, 153, 82, 71 ], [ 106, 48, 58, 106, 48, 58 ], [ 59.073359, 63.076923, 55.03876, 59.073359, 63.076923, 55.03876 ], [ 0.855161, 0.689361, 1.068015, 0.750022, 0.555389, 1.051567 ], [ 21550, 21550, 15251, 43336, 38963, 43336 ], [ -34499, -34499, -17553, -107356, -107356, -35272 ], [ 41, 45, 38, 41, 45, 38 ], [ 35, 35, 35, 35, 35, 35 ], [ 50, 61, 41, 50, 61, 41 ], [ 10825, 5866, 4959, 10825, 5866, 4959 ], [ 12.997872, 13.247873, 0, 12.997873, 13.247873, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315822, -103907, -39783, -195684, -578686, -38616 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "2h", "packets": 25000, "actual_packets": 11123, "evaluation_days": 926.92, "actual_first_datapoint_time": 1679580000000, "first_datapoint_time": 1680660000000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759665416193, "expiration_time": 1762541481600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 19, "offset": 0, "std": 2.89513 } }, "second_band": { "type": "supertrend", "factors": { "length": 192, "offset": 0, "multiplier": 4.35098 } } }
# | 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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