| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 233646.9498 | 113010.4047 | 120636.545 | 646366.7038 | 328143.793 | 318222.9108 |
| Total P&L (%) | 233.647 | 113.0104 | 120.6365 | 646.3667 | 328.1438 | 318.2229 |
| Avg Daily Profit (%) | 0.8972 | 0.434 | 0.4632 | 0.7748 | 0.56 | 0.5509 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -27869 | -34903 | -21225 | -41676 | -38542 | -36421 |
| Profit Factor | 1.7813 | 1.718 | 1.8516 | 2.1382 | 2.1113 | 2.1674 |
| Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
| Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
| Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
| Profitability (%) | 44.4444 | 41.0714 | 47.7876 | 44.4444 | 41.0714 | 47.7876 |
| Ratio Avg Win / Avg Loss | 2.2266 | 2.465 | 2.0231 | 2.6727 | 3.0292 | 2.368 |
| Largest Winning Trade | 23921 | 23921 | 23158 | 77148 | 77148 | 72965 |
| Largest Losing Trade | -11587 | -11587 | -10397 | -31050 | -17851 | -31050 |
| Avg Bars in Trades | 109 | 115 | 104 | 109 | 115 | 104 |
| Avg Bars in Winners | 154 | 167 | 143 | 154 | 167 | 143 |
| Avg Bars in Losers | 73 | 78 | 68 | 73 | 78 | 68 |
| Bars Traded | 24669 | 12896 | 11773 | 24669 | 12896 | 11773 |
| 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 | 498001 | 279098 | 391513 | 527016 | 345204 | 440435 |
{
"trading_pair": "ARB_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737183600000,
"first_datapoint_time": 1737378900000,
"last_datapoint_time": 1759682700000,
"evaluation_time": 1759683620292,
"expiration_time": 1766162700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 129,
"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": [
[
233646.94976068,
113010.4047273016,
120636.5450333786,
646366.7037818874,
328143.7929976684,
318222.910784219
],
[
233.64695,
113.010405,
120.636545,
646.366704,
328.143793,
318.222911
],
[
0.897193,
0.433954,
0.463238,
0.774835,
0.560002,
0.550949
],
[
10,
10,
10,
10,
10,
10
],
[
-27869,
-34903,
-21225,
-41676,
-38542,
-36421
],
[
1.781309,
1.718011,
1.851642,
2.138198,
2.111281,
2.167355
],
[
225,
112,
113,
225,
112,
113
],
[
100,
46,
54,
100,
46,
54
],
[
125,
66,
59,
125,
66,
59
],
[
44.444444,
41.071429,
47.787611,
44.444444,
41.071429,
47.787611
],
[
2.226637,
2.464973,
2.02309,
2.672747,
3.029229,
2.368036
],
[
23921,
23921,
23158,
77148,
77148,
72965
],
[
-11587,
-11587,
-10397,
-31050,
-17851,
-31050
],
[
109,
115,
104,
109,
115,
104
],
[
154,
167,
143,
154,
167,
143
],
[
73,
78,
68,
73,
78,
68
],
[
24669,
12896,
11773,
24669,
12896,
11773
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
498001,
279098,
391513,
527016,
345204,
440435
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737183600000,
"first_datapoint_time": 1737378900000,
"last_datapoint_time": 1759682700000,
"evaluation_time": 1759683620292,
"expiration_time": 1766162700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 129,
"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) |
|---|