Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101939.0075 | 45773.6313 | 56165.3762 | 102268.0329 | 56655.6572 | 45612.3758 |
Total P&L (%) | 101.939 | 45.7736 | 56.1654 | 102.268 | 56.6557 | 45.6124 |
Avg Daily Profit (%) | 0.3914 | 0.1758 | 0.2157 | 0.2709 | 0.1725 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34072 | -51669 | -33697 | -48617 | -53788 | -61184 |
Profit Factor | 1.4326 | 1.3866 | 1.4791 | 1.3411 | 1.4068 | 1.284 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Profitability (%) | 55.6818 | 63.6364 | 47.7273 | 55.6818 | 63.6364 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.1403 | 0.7923 | 1.62 | 1.0674 | 0.8039 | 1.4063 |
Largest Winning Trade | 20270 | 20270 | 18375 | 23838 | 22291 | 23838 |
Largest Losing Trade | -22416 | -21260 | -22416 | -41774 | -24211 | -41774 |
Avg Bars in Trades | 277 | 307 | 246 | 277 | 307 | 246 |
Avg Bars in Winners | 270 | 283 | 252 | 270 | 283 | 252 |
Avg Bars in Losers | 285 | 349 | 241 | 285 | 349 | 241 |
Bars Traded | 24393 | 13531 | 10862 | 24393 | 13531 | 10862 |
Profit Streak | 24.9182 | 25.1474 | 24.9182 | 24.9182 | 25.1474 | 24.9182 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407214 | 235667 | 301176 | 349971 | 268618 | -2764 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736426700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758935831670, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 203, "offset": 0 } } }
{ "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": [ [ 101939.0075353259, 45773.6313005459, 56165.37623478, 102268.0329398534, 56655.6571837546, 45612.3757560988 ], [ 101.939008, 45.773631, 56.165376, 102.268033, 56.655657, 45.612376 ], [ 0.391441, 0.175768, 0.215672, 0.270861, 0.172516, 0.144401 ], [ 10, 10, 10, 10, 10, 10 ], [ -34072, -51669, -33697, -48617, -53788, -61184 ], [ 1.432622, 1.386575, 1.479134, 1.341071, 1.406821, 1.284049 ], [ 88, 44, 44, 88, 44, 44 ], [ 49, 28, 21, 49, 28, 21 ], [ 39, 16, 23, 39, 16, 23 ], [ 55.681818, 63.636364, 47.727273, 55.681818, 63.636364, 47.727273 ], [ 1.14025, 0.792329, 1.620004, 1.067383, 0.803898, 1.40634 ], [ 20270, 20270, 18375, 23838, 22291, 23838 ], [ -22416, -21260, -22416, -41774, -24211, -41774 ], [ 277, 307, 246, 277, 307, 246 ], [ 270, 283, 252, 270, 283, 252 ], [ 285, 349, 241, 285, 349, 241 ], [ 24393, 13531, 10862, 24393, 13531, 10862 ], [ 24.918191, 25.147357, 24.918191, 24.918191, 25.147357, 24.918191 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407214, 235667, 301176, 349971, 268618, -2764 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736426700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758935831670, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 203, "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) |
---|