Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115238.2406 | 56886.7386 | 58351.5021 | 121184.5261 | 64997.1119 | 56187.4142 |
Total P&L (%) | 115.2382 | 56.8867 | 58.3515 | 121.1845 | 64.9971 | 56.1874 |
Avg Daily Profit (%) | 0.4425 | 0.2184 | 0.2241 | 0.3053 | 0.1925 | 0.1714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44906 | -48177 | -43063 | -81767 | -57942 | -45522 |
Profit Factor | 1.2398 | 1.2247 | 1.2565 | 1.2109 | 1.2083 | 1.2141 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 167 | 77 | 90 | 167 | 77 | 90 |
Losing Trades | 188 | 100 | 88 | 188 | 100 | 88 |
Profitability (%) | 47.0423 | 43.5028 | 50.5618 | 47.0423 | 43.5028 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.3957 | 1.5906 | 1.2286 | 1.3632 | 1.5692 | 1.1871 |
Largest Winning Trade | 23657 | 23657 | 18808 | 48565 | 48565 | 24981 |
Largest Losing Trade | -13381 | -13381 | -9846 | -15752 | -15752 | -15536 |
Avg Bars in Trades | 69 | 71 | 68 | 69 | 71 | 68 |
Avg Bars in Winners | 87 | 93 | 82 | 87 | 93 | 82 |
Avg Bars in Losers | 54 | 54 | 53 | 54 | 54 | 53 |
Bars Traded | 24819 | 12648 | 12169 | 24819 | 12648 | 12169 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313915 | 147196 | 213196 | 265354 | 155057 | 182459 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737324900000, "first_datapoint_time": 1737416700000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759824884843, "expiration_time": 1766304000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 103, "offset": 0, "a": 0.60299 } }, "second_band": { "type": "pwma", "factors": { "length": 86, "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": [ [ 115238.240614552, 56886.7385565653, 58351.5020579867, 121184.5260977535, 64997.1118741272, 56187.4142236265 ], [ 115.238241, 56.886739, 58.351502, 121.184526, 64.997112, 56.187414 ], [ 0.442509, 0.218442, 0.224067, 0.305291, 0.192474, 0.171365 ], [ 10, 10, 10, 10, 10, 10 ], [ -44906, -48177, -43063, -81767, -57942, -45522 ], [ 1.239762, 1.224738, 1.256478, 1.210947, 1.208311, 1.214081 ], [ 355, 177, 178, 355, 177, 178 ], [ 167, 77, 90, 167, 77, 90 ], [ 188, 100, 88, 188, 100, 88 ], [ 47.042254, 43.502825, 50.561798, 47.042254, 43.502825, 50.561798 ], [ 1.39566, 1.590569, 1.228556, 1.363222, 1.569235, 1.187102 ], [ 23657, 23657, 18808, 48565, 48565, 24981 ], [ -13381, -13381, -9846, -15752, -15752, -15536 ], [ 69, 71, 68, 69, 71, 68 ], [ 87, 93, 82, 87, 93, 82 ], [ 54, 54, 53, 54, 54, 53 ], [ 24819, 12648, 12169, 24819, 12648, 12169 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313915, 147196, 213196, 265354, 155057, 182459 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737324900000, "first_datapoint_time": 1737416700000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759824884843, "expiration_time": 1766304000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 103, "offset": 0, "a": 0.60299 } }, "second_band": { "type": "pwma", "factors": { "length": 86, "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) |
---|