| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 62839.3317 | 34814.0464 | 28025.2852 | 75036.512 | 33069.7692 | 41966.7428 |
| Total P&L (%) | 62.8393 | 34.814 | 28.0253 | 75.0365 | 33.0698 | 41.9667 |
| Avg Daily Profit (%) | 1.2066 | 0.6685 | 0.5381 | 1.0807 | 0.5501 | 0.6751 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -12750 | -16539 | -8298 | -23318 | -30643 | -14314 |
| Profit Factor | 1.828 | 1.676 | 2.1492 | 1.6128 | 1.3955 | 2.0806 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
| Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
| Profitability (%) | 62.931 | 60.3448 | 65.5172 | 62.931 | 60.3448 | 65.5172 |
| Ratio Avg Win / Avg Loss | 1.0768 | 1.1013 | 1.1312 | 0.95 | 0.917 | 1.0951 |
| Largest Winning Trade | 20317 | 20317 | 10741 | 25688 | 25688 | 16930 |
| Largest Losing Trade | -10808 | -10808 | -7427 | -19713 | -19713 | -10533 |
| Avg Bars in Trades | 207 | 234 | 180 | 207 | 234 | 180 |
| Avg Bars in Winners | 159 | 167 | 152 | 159 | 167 | 152 |
| Avg Bars in Losers | 288 | 337 | 233 | 288 | 337 | 233 |
| Bars Traded | 24070 | 13611 | 10459 | 24070 | 13611 | 10459 |
| Profit Streak | 7.9217 | 7.9217 | 12.1259 | 7.9217 | 7.9217 | 12.1259 |
| Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 596234 | -168632 | -168294 | 534533 | -172861 | -166016 |
{
"trading_pair": "ARB_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547660000,
"first_datapoint_time": 1754583660000,
"last_datapoint_time": 1759047480000,
"evaluation_time": 1759536617508,
"expiration_time": 1765527480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 201,
"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": [
[
62839.3316528368,
34814.0464399235,
28025.2852129133,
75036.5119938937,
33069.769228521,
41966.7427653726
],
[
62.839332,
34.814046,
28.025285,
75.036512,
33.069769,
41.966743
],
[
1.206592,
0.668472,
0.53812,
1.08073,
0.550093,
0.675123
],
[
10,
10,
10,
10,
10,
10
],
[
-12750,
-16539,
-8298,
-23318,
-30643,
-14314
],
[
1.828032,
1.67596,
2.149197,
1.612786,
1.395494,
2.080645
],
[
116,
58,
58,
116,
58,
58
],
[
73,
35,
38,
73,
35,
38
],
[
43,
23,
20,
43,
23,
20
],
[
62.931034,
60.344828,
65.517241,
62.931034,
60.344828,
65.517241
],
[
1.076786,
1.101345,
1.131156,
0.949998,
0.917039,
1.095076
],
[
20317,
20317,
10741,
25688,
25688,
16930
],
[
-10808,
-10808,
-7427,
-19713,
-19713,
-10533
],
[
207,
234,
180,
207,
234,
180
],
[
159,
167,
152,
159,
167,
152
],
[
288,
337,
233,
288,
337,
233
],
[
24070,
13611,
10459,
24070,
13611,
10459
],
[
7.92173,
7.92173,
12.125897,
7.92173,
7.92173,
12.125897
],
[
5,
2,
5,
5,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
596234,
-168632,
-168294,
534533,
-172861,
-166016
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "3m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 52.08,
"actual_first_datapoint_time": 1754547660000,
"first_datapoint_time": 1754583660000,
"last_datapoint_time": 1759047480000,
"evaluation_time": 1759536617508,
"expiration_time": 1765527480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 201,
"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) |
|---|