| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 208165.872 | 86794.1997 | 121371.6723 | 333484.0952 | 192167.9787 | 141316.1165 |
| Total P&L (%) | 208.1659 | 86.7942 | 121.3717 | 333.4841 | 192.168 | 141.3161 |
| Avg Daily Profit (%) | 0.3997 | 0.1666 | 0.233 | 0.282 | 0.2061 | 0.1693 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -44386 | -45440 | -51115 | -104109 | -56728 | -75726 |
| Profit Factor | 1.3771 | 1.3422 | 1.4067 | 1.3809 | 1.4915 | 1.2917 |
| Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
| Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
| Losing Trades | 172 | 89 | 83 | 172 | 89 | 83 |
| Profitability (%) | 40.0697 | 37.7622 | 42.3611 | 40.0697 | 37.7622 | 42.3611 |
| Ratio Avg Win / Avg Loss | 2.0596 | 2.2122 | 1.914 | 2.0654 | 2.4583 | 1.7575 |
| Largest Winning Trade | 49732 | 49732 | 26962 | 81111 | 81111 | 41152 |
| Largest Losing Trade | -12893 | -12893 | -12410 | -56621 | -27474 | -56621 |
| Avg Bars in Trades | 86 | 84 | 88 | 86 | 84 | 88 |
| Avg Bars in Winners | 140 | 137 | 143 | 140 | 137 | 143 |
| Avg Bars in Losers | 50 | 52 | 48 | 50 | 52 | 48 |
| Bars Traded | 24883 | 12095 | 12788 | 24883 | 12095 | 12788 |
| Profit Streak | 5.2227 | 0 | 15.5143 | 5.2227 | 0 | 15.5143 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315958 | 118280 | 270878 | 280595 | 163264 | 225953 |
{
"trading_pair": "ARB_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713871800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758909038626,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 179,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 81,
"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": [
[
208165.8719972517,
86794.1996641205,
121371.6723331312,
333484.0952295033,
192167.9787426997,
141316.1164868038
],
[
208.165872,
86.7942,
121.371672,
333.484095,
192.167979,
141.316116
],
[
0.399681,
0.166646,
0.233035,
0.282002,
0.206068,
0.169284
],
[
10,
10,
10,
10,
10,
10
],
[
-44386,
-45440,
-51115,
-104109,
-56728,
-75726
],
[
1.377071,
1.342204,
1.406705,
1.38092,
1.491543,
1.291661
],
[
287,
143,
144,
287,
143,
144
],
[
115,
54,
61,
115,
54,
61
],
[
172,
89,
83,
172,
89,
83
],
[
40.069686,
37.762238,
42.361111,
40.069686,
37.762238,
42.361111
],
[
2.05962,
2.212152,
1.914041,
2.065375,
2.458283,
1.757506
],
[
49732,
49732,
26962,
81111,
81111,
41152
],
[
-12893,
-12893,
-12410,
-56621,
-27474,
-56621
],
[
86,
84,
88,
86,
84,
88
],
[
140,
137,
143,
140,
137,
143
],
[
50,
52,
48,
50,
52,
48
],
[
24883,
12095,
12788,
24883,
12095,
12788
],
[
5.222669,
0,
15.514336,
5.222669,
0,
15.514336
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315958,
118280,
270878,
280595,
163264,
225953
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713871800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758909038626,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 179,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 81,
"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) |
|---|