| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 271168.0516 | 137325.4454 | 133842.6062 | 548174.951 | 367026.7765 | 181148.1745 |
| Total P&L (%) | 271.1681 | 137.3254 | 133.8426 | 548.175 | 367.0268 | 181.1482 |
| Avg Daily Profit (%) | 0.2921 | 0.1479 | 0.1442 | 0.2015 | 0.1662 | 0.1114 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72694 | -38888 | -57567 | -702181 | -360750 | -610704 |
| Profit Factor | 1.5607 | 1.6221 | 1.5092 | 1.2207 | 1.307 | 1.1406 |
| Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
| Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
| Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Profitability (%) | 56.4626 | 58.1081 | 54.7945 | 56.4626 | 58.1081 | 54.7945 |
| Ratio Avg Win / Avg Loss | 1.2035 | 1.1694 | 1.2451 | 0.9412 | 0.9423 | 0.941 |
| Largest Winning Trade | 37643 | 28356 | 37643 | 267748 | 267748 | 192902 |
| Largest Losing Trade | -24262 | -15326 | -24262 | -254208 | -189651 | -254208 |
| Avg Bars in Trades | 17 | 14 | 21 | 17 | 14 | 21 |
| Avg Bars in Winners | 15 | 9 | 21 | 15 | 9 | 21 |
| Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
| Bars Traded | 2606 | 1037 | 1569 | 2606 | 1037 | 1569 |
| Profit Streak | 15.1835 | 15.1835 | 23.8501 | 15.1835 | 15.1835 | 23.8501 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 455829 | -55877 | -69445 | 308147 | -56475 | -182050 |
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2785,
"evaluation_days": 928.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1682208000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759753451227,
"expiration_time": 1762329600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 67,
"offset": 0,
"multiplier": 2.82328
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 93,
"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": [
[
271168.0515926418,
137325.4453818447,
133842.6062107971,
548174.9510215156,
367026.7764826857,
181148.1745388301
],
[
271.168052,
137.325445,
133.842606,
548.174951,
367.026776,
181.148175
],
[
0.292103,
0.147927,
0.144176,
0.201531,
0.166158,
0.111414
],
[
10,
10,
10,
10,
10,
10
],
[
-72694,
-38888,
-57567,
-702181,
-360750,
-610704
],
[
1.560731,
1.622118,
1.509181,
1.220668,
1.306997,
1.140576
],
[
147,
74,
73,
147,
74,
73
],
[
83,
43,
40,
83,
43,
40
],
[
64,
31,
33,
64,
31,
33
],
[
56.462585,
58.108108,
54.794521,
56.462585,
58.108108,
54.794521
],
[
1.203455,
1.169434,
1.245074,
0.941238,
0.942253,
0.940975
],
[
37643,
28356,
37643,
267748,
267748,
192902
],
[
-24262,
-15326,
-24262,
-254208,
-189651,
-254208
],
[
17,
14,
21,
17,
14,
21
],
[
15,
9,
21,
15,
9,
21
],
[
20,
19,
21,
20,
19,
21
],
[
2606,
1037,
1569,
2606,
1037,
1569
],
[
15.183463,
15.183463,
23.85013,
15.183463,
15.183463,
23.85013
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
455829,
-55877,
-69445,
308147,
-56475,
-182050
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2785,
"evaluation_days": 928.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1682208000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759753451227,
"expiration_time": 1762329600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 67,
"offset": 0,
"multiplier": 2.82328
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 93,
"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) |
|---|