Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215134.4361 | 112783.4051 | 102351.031 | 238213.795 | 62529.8366 | 175683.9585 |
Total P&L (%) | 215.1344 | 112.7834 | 102.351 | 238.2138 | 62.5298 | 175.684 |
Avg Daily Profit (%) | 0.2348 | 0.1231 | 0.1117 | 0.1331 | 0.053 | 0.1107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56056 | -35518 | -42132 | -217589 | -112640 | -136186 |
Profit Factor | 1.7703 | 1.8047 | 1.7357 | 1.3112 | 1.1638 | 1.458 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 45.8333 | 39.5833 | 52.0833 | 45.8333 | 39.5833 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.0922 | 2.7546 | 1.5969 | 1.5496 | 1.7763 | 1.3413 |
Largest Winning Trade | 124584 | 124584 | 35409 | 106387 | 106387 | 96398 |
Largest Losing Trade | -18001 | -13609 | -18001 | -63549 | -43057 | -63549 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 54 | 76 | 37 | 54 | 76 | 37 |
Avg Bars in Losers | 20 | 14 | 28 | 20 | 14 | 28 |
Bars Traded | 3470 | 1878 | 1592 | 3470 | 1878 | 1592 |
Profit Streak | 0 | 0 | 77.9447 | 0 | 0 | 77.9447 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356797 | -29222 | -39658 | -15471 | -165814 | -43188 |
{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3665, "evaluation_days": 916.25, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1683331200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758818421688, "expiration_time": 1761307200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 79, "offset": 96 } }, "second_band": { "type": "bbu", "factors": { "length": 158, "offset": 0, "std": 4.88539 } } }
{ "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": [ [ 215134.4360837878, 112783.4051004995, 102351.0309832882, 238213.7950110894, 62529.8365521999, 175683.9584588896 ], [ 215.134436, 112.783405, 102.351031, 238.213795, 62.529837, 175.683958 ], [ 0.234799, 0.123092, 0.111706, 0.133077, 0.053023, 0.110739 ], [ 10, 10, 10, 10, 10, 10 ], [ -56056, -35518, -42132, -217589, -112640, -136186 ], [ 1.770348, 1.80471, 1.735729, 1.311232, 1.163792, 1.457954 ], [ 96, 48, 48, 96, 48, 48 ], [ 44, 19, 25, 44, 19, 25 ], [ 52, 29, 23, 52, 29, 23 ], [ 45.833333, 39.583333, 52.083333, 45.833333, 39.583333, 52.083333 ], [ 2.092229, 2.754557, 1.596871, 1.549637, 1.776315, 1.341318 ], [ 124584, 124584, 35409, 106387, 106387, 96398 ], [ -18001, -13609, -18001, -63549, -43057, -63549 ], [ 36, 39, 33, 36, 39, 33 ], [ 54, 76, 37, 54, 76, 37 ], [ 20, 14, 28, 20, 14, 28 ], [ 3470, 1878, 1592, 3470, 1878, 1592 ], [ 0, 0, 77.944695, 0, 0, 77.944695 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356797, -29222, -39658, -15471, -165814, -43188 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3665, "evaluation_days": 916.25, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1683331200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758818421688, "expiration_time": 1761307200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 79, "offset": 96 } }, "second_band": { "type": "bbu", "factors": { "length": 158, "offset": 0, "std": 4.88539 } } }
# | 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) |
---|