| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 187572.1035 | 92915.4709 | 94656.6326 | 157376.7823 | -1620.0938 | 158996.8761 |
| Total P&L (%) | 187.5721 | 92.9155 | 94.6566 | 157.3768 | -1.6201 | 158.9969 |
| Avg Daily Profit (%) | 0.2048 | 0.1014 | 0.1033 | 0.1033 | -0.0018 | 0.1039 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95801 | -46189 | -74017 | -644687 | -334740 | -391733 |
| Profit Factor | 1.2445 | 1.2611 | 1.2301 | 1.061 | 0.9987 | 1.1208 |
| Total Trades | 379 | 190 | 189 | 379 | 190 | 189 |
| Winning Trades | 182 | 89 | 93 | 182 | 89 | 93 |
| Losing Trades | 197 | 101 | 96 | 197 | 101 | 96 |
| Profitability (%) | 48.0211 | 46.8421 | 49.2063 | 48.0211 | 46.8421 | 49.2063 |
| Ratio Avg Win / Avg Loss | 1.3471 | 1.4312 | 1.2698 | 1.1484 | 1.1334 | 1.157 |
| Largest Winning Trade | 41076 | 41076 | 27003 | 170723 | 166799 | 170723 |
| Largest Losing Trade | -25094 | -15963 | -25094 | -119458 | -119458 | -101340 |
| Avg Bars in Trades | 57 | 47 | 66 | 57 | 47 | 66 |
| Avg Bars in Winners | 78 | 67 | 89 | 78 | 67 | 89 |
| Avg Bars in Losers | 37 | 30 | 44 | 37 | 30 | 44 |
| Bars Traded | 21689 | 9108 | 12581 | 21689 | 9108 | 12581 |
| 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 | 310260 | -58500 | -55241 | -207395 | -579900 | -141708 |
{
"trading_pair": "ARB_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 21984,
"evaluation_days": 916,
"actual_first_datapoint_time": 1679583600000,
"first_datapoint_time": 1680123600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758863967196,
"expiration_time": 1764424252800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
187572.1035444558,
92915.4709474503,
94656.6325970053,
157376.7823201482,
-1620.0937901076,
158996.8761102555
],
[
187.572104,
92.915471,
94.656633,
157.376782,
-1.620094,
158.996876
],
[
0.204773,
0.101436,
0.103337,
0.10326,
-0.001783,
0.103945
],
[
10,
10,
10,
10,
10,
10
],
[
-95801,
-46189,
-74017,
-644687,
-334740,
-391733
],
[
1.244511,
1.261132,
1.230132,
1.060951,
0.99872,
1.120824
],
[
379,
190,
189,
379,
190,
189
],
[
182,
89,
93,
182,
89,
93
],
[
197,
101,
96,
197,
101,
96
],
[
48.021108,
46.842105,
49.206349,
48.021108,
46.842105,
49.206349
],
[
1.34708,
1.431172,
1.269814,
1.148393,
1.133379,
1.15698
],
[
41076,
41076,
27003,
170723,
166799,
170723
],
[
-25094,
-15963,
-25094,
-119458,
-119458,
-101340
],
[
57,
47,
66,
57,
47,
66
],
[
78,
67,
89,
78,
67,
89
],
[
37,
30,
44,
37,
30,
44
],
[
21689,
9108,
12581,
21689,
9108,
12581
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310260,
-58500,
-55241,
-207395,
-579900,
-141708
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 21984,
"evaluation_days": 916,
"actual_first_datapoint_time": 1679583600000,
"first_datapoint_time": 1680123600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758863967196,
"expiration_time": 1764424252800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|