Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153710.1398 | 68063.0831 | 85647.0567 | 217777.836 | 123598.786 | 94179.0499 |
Total P&L (%) | 153.7101 | 68.0631 | 85.6471 | 217.7778 | 123.5988 | 94.1791 |
Avg Daily Profit (%) | 0.5902 | 0.2614 | 0.3289 | 0.445 | 0.3095 | 0.2551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58601 | -59560 | -23768 | -115086 | -54786 | -73321 |
Profit Factor | 1.4097 | 1.3446 | 1.482 | 1.459 | 1.5377 | 1.3851 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Losing Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Profitability (%) | 44.2478 | 47.7876 | 40.708 | 44.2478 | 47.7876 | 40.708 |
Ratio Avg Win / Avg Loss | 1.7762 | 1.4691 | 2.1585 | 1.8384 | 1.6801 | 2.0174 |
Largest Winning Trade | 26648 | 25716 | 26648 | 41263 | 41263 | 34532 |
Largest Losing Trade | -14155 | -14022 | -14155 | -48930 | -16011 | -48930 |
Avg Bars in Trades | 108 | 116 | 100 | 108 | 116 | 100 |
Avg Bars in Winners | 153 | 151 | 155 | 153 | 151 | 155 |
Avg Bars in Losers | 73 | 84 | 62 | 73 | 84 | 62 |
Bars Traded | 24549 | 13166 | 11383 | 24549 | 13166 | 11383 |
Profit Streak | 4.8892 | 0 | 13.6913 | 4.8892 | 0 | 13.6913 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395452 | 211076 | 261549 | 361616 | 313018 | 217553 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736404200000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758891025801, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 69, "offset": 0, "poles": 2 } } }
{ "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": [ [ 153710.1398234432, 68063.0831418393, 85647.0566816039, 217777.8359534273, 123598.7860443672, 94179.0499090602 ], [ 153.71014, 68.063083, 85.647057, 217.777836, 123.598786, 94.17905 ], [ 0.590239, 0.261359, 0.32888, 0.444955, 0.309472, 0.255148 ], [ 10, 10, 10, 10, 10, 10 ], [ -58601, -59560, -23768, -115086, -54786, -73321 ], [ 1.40965, 1.344596, 1.481956, 1.459046, 1.537729, 1.385095 ], [ 226, 113, 113, 226, 113, 113 ], [ 100, 54, 46, 100, 54, 46 ], [ 126, 59, 67, 126, 59, 67 ], [ 44.247788, 47.787611, 40.707965, 44.247788, 47.787611, 40.707965 ], [ 1.776159, 1.469095, 2.158501, 1.838398, 1.680111, 2.01742 ], [ 26648, 25716, 26648, 41263, 41263, 34532 ], [ -14155, -14022, -14155, -48930, -16011, -48930 ], [ 108, 116, 100, 108, 116, 100 ], [ 153, 151, 155, 153, 151, 155 ], [ 73, 84, 62, 73, 84, 62 ], [ 24549, 13166, 11383, 24549, 13166, 11383 ], [ 4.889187, 0, 13.691271, 4.889187, 0, 13.691271 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395452, 211076, 261549, 361616, 313018, 217553 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736404200000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758891025801, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 69, "offset": 0, "poles": 2 } } }
# | 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) |
---|