| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 291107.9004 | 132783.8612 | 158324.0392 | 737219.4197 | 339115.4831 | 398103.9366 |
| Total P&L (%) | 291.1079 | 132.7839 | 158.324 | 737.2194 | 339.1155 | 398.1039 |
| Avg Daily Profit (%) | 0.3172 | 0.1447 | 0.1725 | 0.2318 | 0.1614 | 0.1751 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -50469 | -59097 | -34743 | -385651 | -450245 | -226714 |
| Profit Factor | 1.8013 | 1.6352 | 2.0264 | 1.3988 | 1.3276 | 1.4894 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
| Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
| Profitability (%) | 44.6154 | 40 | 49.2308 | 44.6154 | 40 | 49.2308 |
| Ratio Avg Win / Avg Loss | 2.2361 | 2.4529 | 2.0897 | 1.7364 | 1.9914 | 1.536 |
| Largest Winning Trade | 56091 | 56091 | 29609 | 256475 | 256475 | 198350 |
| Largest Losing Trade | -19856 | -14083 | -19856 | -226714 | -114443 | -226714 |
| Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
| Avg Bars in Winners | 33 | 35 | 31 | 33 | 35 | 31 |
| Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
| Bars Traded | 2650 | 1389 | 1261 | 2650 | 1389 | 1261 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 380453 | -132349 | -120464 | 310924 | -126914 | -121940 |
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2753,
"evaluation_days": 917.67,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1681747200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758836782465,
"expiration_time": 1761408000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
291107.9003960024,
132783.861228229,
158324.0391677733,
737219.4197364034,
339115.4831285219,
398103.9366078814
],
[
291.1079,
132.783861,
158.324039,
737.21942,
339.115483,
398.103937
],
[
0.317225,
0.144697,
0.172528,
0.231824,
0.161364,
0.175122
],
[
10,
10,
10,
10,
10,
10
],
[
-50469,
-59097,
-34743,
-385651,
-450245,
-226714
],
[
1.801322,
1.635237,
2.026385,
1.398797,
1.327589,
1.489418
],
[
130,
65,
65,
130,
65,
65
],
[
58,
26,
32,
58,
26,
32
],
[
72,
39,
33,
72,
39,
33
],
[
44.615385,
40,
49.230769,
44.615385,
40,
49.230769
],
[
2.236124,
2.452856,
2.08971,
1.736437,
1.991384,
1.535962
],
[
56091,
56091,
29609,
256475,
256475,
198350
],
[
-19856,
-14083,
-19856,
-226714,
-114443,
-226714
],
[
20,
21,
19,
20,
21,
19
],
[
33,
35,
31,
33,
35,
31
],
[
9,
11,
7,
9,
11,
7
],
[
2650,
1389,
1261,
2650,
1389,
1261
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380453,
-132349,
-120464,
310924,
-126914,
-121940
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2753,
"evaluation_days": 917.67,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1681747200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758836782465,
"expiration_time": 1761408000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 77,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|