Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99328.3034 | 70202.398 | 29125.9054 | 143324.9039 | 89919.1001 | 53405.8038 |
Total P&L (%) | 99.3283 | 70.2024 | 29.1259 | 143.3249 | 89.9191 | 53.4058 |
Avg Daily Profit (%) | 1.1442 | 0.8087 | 0.3355 | 1.0296 | 0.7416 | 0.4942 |
Buy And Hold Return (%) | 21.0367 | 21.0367 | 21.0367 | 21.0367 | 21.0367 | 21.0367 |
Max Trade Drawdown | -16500 | -16611 | -10080 | -22454 | -29250 | -18453 |
Profit Factor | 2.0099 | 2.2379 | 1.6994 | 1.7918 | 1.8843 | 1.6733 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 45.283 | 49.0566 | 41.5094 | 45.283 | 49.0566 | 41.5094 |
Ratio Avg Win / Avg Loss | 2.4286 | 2.3239 | 2.3946 | 2.1651 | 1.9568 | 2.3578 |
Largest Winning Trade | 20230 | 20230 | 10417 | 34055 | 34055 | 24213 |
Largest Losing Trade | -5208 | -5208 | -4050 | -12177 | -12177 | -9797 |
Avg Bars in Trades | 229 | 248 | 210 | 229 | 248 | 210 |
Avg Bars in Winners | 350 | 367 | 330 | 350 | 367 | 330 |
Avg Bars in Losers | 129 | 133 | 125 | 129 | 133 | 125 |
Bars Traded | 24332 | 13172 | 11160 | 24332 | 13172 | 11160 |
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 | 424352 | -168164 | -219172 | 458042 | -168519 | -175520 |
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{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 200, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "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": [ [ 99328.3034441174, 70202.3980311669, 29125.9054129506, 143324.9038759136, 89919.1001135304, 53405.8037623831 ], [ 99.328303, 70.202398, 29.125905, 143.324904, 89.9191, 53.405804 ], [ 1.144203, 0.80869, 0.335513, 1.029602, 0.741624, 0.494152 ], [ 21.036669, 21.036669, 21.036669, 21.036669, 21.036669, 21.036669 ], [ -16500, -16611, -10080, -22454, -29250, -18453 ], [ 2.009895, 2.237877, 1.699417, 1.791838, 1.884337, 1.673269 ], [ 106, 53, 53, 106, 53, 53 ], [ 48, 26, 22, 48, 26, 22 ], [ 58, 27, 31, 58, 27, 31 ], [ 45.283019, 49.056604, 41.509434, 45.283019, 49.056604, 41.509434 ], [ 2.428623, 2.323949, 2.394633, 2.165138, 1.956812, 2.357788 ], [ 20230, 20230, 10417, 34055, 34055, 24213 ], [ -5208, -5208, -4050, -12177, -12177, -9797 ], [ 229, 248, 210, 229, 248, 210 ], [ 350, 367, 330, 350, 367, 330 ], [ 129, 133, 125, 129, 133, 125 ], [ 24332, 13172, 11160, 24332, 13172, 11160 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424352, -168164, -219172, 458042, -168519, -175520 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751287200000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758856768654, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 200, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "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) |
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