Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151541.4426 | 47626.6505 | 103914.7921 | 82546.8687 | 60326.9567 | 22219.912 |
Total P&L (%) | 151.5414 | 47.6267 | 103.9148 | 82.5469 | 60.327 | 22.2199 |
Avg Daily Profit (%) | 0.1627 | 0.0511 | 0.1116 | 0.0646 | 0.0507 | 0.0215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65437 | -44776 | -60581 | -314848 | -120630 | -277166 |
Profit Factor | 1.4161 | 1.2775 | 1.5396 | 1.0865 | 1.1521 | 1.0398 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 64.4444 | 62.2222 | 66.6667 | 64.4444 | 62.2222 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7813 | 0.7756 | 0.7698 | 0.5994 | 0.6995 | 0.5199 |
Largest Winning Trade | 29800 | 21416 | 29800 | 66510 | 66510 | 53897 |
Largest Losing Trade | -60581 | -21700 | -60581 | -277166 | -59987 | -277166 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 33 | 34 | 31 | 33 | 34 | 31 |
Avg Bars in Losers | 53 | 48 | 59 | 53 | 48 | 59 |
Bars Traded | 3630 | 1781 | 1850 | 3630 | 1781 | 1850 |
Profit Streak | 0 | 0 | 48.4363 | 0 | 0 | 48.4363 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317484 | -126248 | -40967 | -231307 | -179119 | -344653 |
{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3726, "evaluation_days": 931.5, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680890400000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760048893945, "expiration_time": 1762624800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 44, "offset": 0, "multiplier": 2.8618 } }, "second_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.62742 } } }
{ "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": [ [ 151541.4426426212, 47626.6505209552, 103914.7921216659, 82546.8686825221, 60326.9567052036, 22219.9119773184 ], [ 151.541443, 47.626651, 103.914792, 82.546869, 60.326957, 22.219912 ], [ 0.162685, 0.051129, 0.111556, 0.06463, 0.050689, 0.021543 ], [ 10, 10, 10, 10, 10, 10 ], [ -65437, -44776, -60581, -314848, -120630, -277166 ], [ 1.416067, 1.277494, 1.539558, 1.086481, 1.152082, 1.039832 ], [ 90, 45, 45, 90, 45, 45 ], [ 58, 28, 30, 58, 28, 30 ], [ 32, 17, 15, 32, 17, 15 ], [ 64.444444, 62.222222, 66.666667, 64.444444, 62.222222, 66.666667 ], [ 0.781278, 0.775622, 0.769779, 0.599438, 0.699479, 0.519916 ], [ 29800, 21416, 29800, 66510, 66510, 53897 ], [ -60581, -21700, -60581, -277166, -59987, -277166 ], [ 40, 39, 41, 40, 39, 41 ], [ 33, 34, 31, 33, 34, 31 ], [ 53, 48, 59, 53, 48, 59 ], [ 3630, 1781, 1850, 3630, 1781, 1850 ], [ 0, 0, 48.436272, 0, 0, 48.436272 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317484, -126248, -40967, -231307, -179119, -344653 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3726, "evaluation_days": 931.5, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680890400000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760048893945, "expiration_time": 1762624800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 44, "offset": 0, "multiplier": 2.8618 } }, "second_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.62742 } } }
# | 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) |
---|