Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156067.7303 | 68204.0373 | 87863.693 | 67270.5228 | 44341.0351 | 22929.4878 |
Total P&L (%) | 156.0677 | 68.204 | 87.8637 | 67.2705 | 44.341 | 22.9295 |
Avg Daily Profit (%) | 0.1703 | 0.0744 | 0.0959 | 0.0562 | 0.0401 | 0.0225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89516 | -58714 | -74237 | -86711 | -42958 | -77241 |
Profit Factor | 1.2842 | 1.2824 | 1.2857 | 1.1268 | 1.2065 | 1.0726 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 58.0882 | 57.3529 | 58.8235 | 58.0882 | 57.3529 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.9266 | 0.9536 | 0.9 | 0.813 | 0.8971 | 0.7508 |
Largest Winning Trade | 37114 | 29933 | 37114 | 35108 | 35108 | 33014 |
Largest Losing Trade | -36982 | -24796 | -36982 | -62739 | -27132 | -62739 |
Avg Bars in Trades | 39 | 32 | 45 | 39 | 32 | 45 |
Avg Bars in Winners | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Losers | 48 | 35 | 62 | 48 | 35 | 62 |
Bars Traded | 5321 | 2205 | 3116 | 5321 | 2205 | 3116 |
Profit Streak | 27.8515 | 27.8515 | 41.0182 | 27.8515 | 27.8515 | 41.0182 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308230 | -203043 | -173216 | -197973 | -251060 | -416660 |
{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5497, "evaluation_days": 916.17, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1681185600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759019172439, "expiration_time": 1761307200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 66, "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": [ [ 156067.7302926987, 68204.0373340908, 87863.692958608, 67270.5228448713, 44341.0350645109, 22929.4877803603 ], [ 156.06773, 68.204037, 87.863693, 67.270523, 44.341035, 22.929488 ], [ 0.170348, 0.074445, 0.095903, 0.056167, 0.040067, 0.022536 ], [ 10, 10, 10, 10, 10, 10 ], [ -89516, -58714, -74237, -86711, -42958, -77241 ], [ 1.284237, 1.282368, 1.285706, 1.126769, 1.206487, 1.072581 ], [ 136, 68, 68, 136, 68, 68 ], [ 79, 39, 40, 79, 39, 40 ], [ 57, 29, 28, 57, 29, 28 ], [ 58.088235, 57.352941, 58.823529, 58.088235, 57.352941, 58.823529 ], [ 0.926602, 0.953555, 0.899994, 0.812985, 0.897131, 0.750807 ], [ 37114, 29933, 37114, 35108, 35108, 33014 ], [ -36982, -24796, -36982, -62739, -27132, -62739 ], [ 39, 32, 45, 39, 32, 45 ], [ 32, 30, 34, 32, 30, 34 ], [ 48, 35, 62, 48, 35, 62 ], [ 5321, 2205, 3116, 5321, 2205, 3116 ], [ 27.851533, 27.851533, 41.018199, 27.851533, 27.851533, 41.0182 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308230, -203043, -173216, -197973, -251060, -416660 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5497, "evaluation_days": 916.17, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1681185600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759019172439, "expiration_time": 1761307200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 66, "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) |
---|