Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153118.5937 | 73420.8784 | 79697.7153 | 51447.95 | -70667.4231 | 122115.3731 |
Total P&L (%) | 153.1186 | 73.4209 | 79.6977 | 51.448 | -70.6674 | 122.1154 |
Avg Daily Profit (%) | 0.1655 | 0.0793 | 0.0861 | 0.0449 | -0.1325 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90072 | -82773 | -60132 | -242899 | -171648 | -161156 |
Profit Factor | 1.2292 | 1.2046 | 1.2579 | 1.0494 | 0.8779 | 1.2643 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 49.7076 | 47.0588 | 52.3256 | 49.7076 | 47.0588 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.2437 | 1.3551 | 1.146 | 1.0618 | 0.9877 | 1.1519 |
Largest Winning Trade | 34368 | 34368 | 24524 | 63657 | 51663 | 63657 |
Largest Losing Trade | -43895 | -21668 | -43895 | -135480 | -43292 | -135480 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 2762 | 1373 | 1389 | 2762 | 1373 | 1389 |
Profit Streak | 9.8539 | 0 | 26.1873 | 9.8539 | 0 | 26.1873 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313244 | -88703 | -76867 | -298657 | -581970 | -76627 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2776, "evaluation_days": 925.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1679558400000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759494580106, "expiration_time": 1762070400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.46883 } } }
{ "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": [ [ 153118.5936537129, 73420.878372722, 79697.7152809907, 51447.9499931566, -70667.4231270271, 122115.3731201836 ], [ 153.118594, 73.420878, 79.697715, 51.44795, -70.667423, 122.115373 ], [ 0.165475, 0.079346, 0.086129, 0.044867, -0.132456, 0.08628 ], [ 10, 10, 10, 10, 10, 10 ], [ -90072, -82773, -60132, -242899, -171648, -161156 ], [ 1.229223, 1.204567, 1.257853, 1.049424, 0.877932, 1.264299 ], [ 171, 85, 86, 171, 85, 86 ], [ 85, 40, 45, 85, 40, 45 ], [ 86, 45, 41, 86, 45, 41 ], [ 49.707602, 47.058824, 52.325581, 49.707602, 47.058824, 52.325581 ], [ 1.243684, 1.355138, 1.146043, 1.06177, 0.987674, 1.151917 ], [ 34368, 34368, 24524, 63657, 51663, 63657 ], [ -43895, -21668, -43895, -135480, -43292, -135480 ], [ 16, 16, 16, 16, 16, 16 ], [ 16, 16, 16, 16, 16, 16 ], [ 15, 15, 15, 15, 15, 15 ], [ 2762, 1373, 1389, 2762, 1373, 1389 ], [ 9.853936, 0, 26.18727, 9.853936, 0, 26.18727 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313244, -88703, -76867, -298657, -581970, -76627 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2776, "evaluation_days": 925.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1679558400000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759494580106, "expiration_time": 1762070400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.46883 } } }
# | 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) |
---|