| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 153778.3677 | 84390.1541 | 69388.2137 | 79263.9744 | -11843.357 | 91107.3314 |
| Total P&L (%) | 153.7784 | 84.3902 | 69.3882 | 79.264 | -11.8434 | 91.1073 |
| Avg Daily Profit (%) | 0.1675 | 0.0919 | 0.0756 | 0.0636 | -0.0137 | 0.0706 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94753 | -88702 | -44919 | -235368 | -267978 | -78483 |
| Profit Factor | 1.3967 | 1.356 | 1.4607 | 1.0965 | 0.9772 | 1.3009 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Profitability (%) | 55.914 | 59.5745 | 52.1739 | 55.914 | 59.5745 | 52.1739 |
| Ratio Avg Win / Avg Loss | 1.1012 | 0.9201 | 1.339 | 0.8645 | 0.6631 | 1.1925 |
| Largest Winning Trade | 82770 | 82770 | 52795 | 98252 | 98252 | 89475 |
| Largest Losing Trade | -30856 | -30856 | -18306 | -109255 | -109255 | -31638 |
| Avg Bars in Trades | 26 | 30 | 22 | 26 | 30 | 22 |
| Avg Bars in Winners | 29 | 28 | 30 | 29 | 28 | 30 |
| Avg Bars in Losers | 22 | 33 | 14 | 22 | 33 | 14 |
| Bars Traded | 2467 | 1429 | 1038 | 2467 | 1429 | 1038 |
| Profit Streak | 0 | 0 | 13.8497 | 0 | 0 | 13.8497 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335162 | -70197 | -89804 | -222839 | -579455 | -97417 |
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2755,
"evaluation_days": 918.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1686268800000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758889410192,
"expiration_time": 1761465600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
153778.3677122904,
84390.1540538046,
69388.2136584858,
79263.9743501294,
-11843.3570423396,
91107.331392469
],
[
153.778368,
84.390154,
69.388214,
79.263974,
-11.843357,
91.107331
],
[
0.167454,
0.091895,
0.075559,
0.06358,
-0.013726,
0.070551
],
[
10,
10,
10,
10,
10,
10
],
[
-94753,
-88702,
-44919,
-235368,
-267978,
-78483
],
[
1.39669,
1.355996,
1.460745,
1.09645,
0.977182,
1.300895
],
[
93,
47,
46,
93,
47,
46
],
[
52,
28,
24,
52,
28,
24
],
[
41,
19,
22,
41,
19,
22
],
[
55.913978,
59.574468,
52.173913,
55.913978,
59.574468,
52.173913
],
[
1.101236,
0.92014,
1.339017,
0.864509,
0.663087,
1.192487
],
[
82770,
82770,
52795,
98252,
98252,
89475
],
[
-30856,
-30856,
-18306,
-109255,
-109255,
-31638
],
[
26,
30,
22,
26,
30,
22
],
[
29,
28,
30,
29,
28,
30
],
[
22,
33,
14,
22,
33,
14
],
[
2467,
1429,
1038,
2467,
1429,
1038
],
[
0,
0,
13.849655,
0,
0,
13.849655
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335162,
-70197,
-89804,
-222839,
-579455,
-97417
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2755,
"evaluation_days": 918.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1686268800000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758889410192,
"expiration_time": 1761465600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|