Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24703.9256 | 1673.9503 | 23029.9753 | 26630.2557 | 2626.9645 | 24003.2913 |
Total P&L (%) | 24.7039 | 1.674 | 23.03 | 26.6303 | 2.627 | 24.0033 |
Avg Daily Profit (%) | 1.423 | 0.0964 | 1.3266 | 1.3693 | 0.1495 | 1.247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -5578 | -8046 | -5499 | -7289 | -8344 | -5678 |
Profit Factor | 1.624 | 1.0819 | 2.2031 | 1.6236 | 1.1213 | 2.141 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
Profitability (%) | 68.4211 | 60.5263 | 76.3158 | 68.4211 | 60.5263 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.7495 | 0.7056 | 0.6837 | 0.7494 | 0.7313 | 0.6644 |
Largest Winning Trade | 7448 | 2583 | 7448 | 7363 | 2744 | 7363 |
Largest Losing Trade | -5499 | -4301 | -5499 | -5678 | -4443 | -5678 |
Avg Bars in Trades | 158 | 59 | 257 | 158 | 59 | 257 |
Avg Bars in Winners | 119 | 46 | 177 | 119 | 46 | 177 |
Avg Bars in Losers | 244 | 80 | 517 | 244 | 80 | 517 |
Bars Traded | 24152 | 4557 | 19595 | 24152 | 4557 | 19595 |
Profit Streak | 4.6141 | 0 | 4.7231 | 4.6141 | 0 | 4.7231 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403392 | -411590 | -37727 | 414011 | -297514 | -37267 |
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{ "first_band": { "type": "t3", "factors": { "length": 11, "offset": 0, "a": 0.34706 } }, "second_band": { "type": "dcl", "factors": { "length": 225, "offset": 139 } } }
{ "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": [ [ 24703.9255852109, 1673.9502806266, 23029.9753045843, 26630.2557446314, 2626.9644814555, 24003.2912631759 ], [ 24.703926, 1.67395, 23.029975, 26.630256, 2.626964, 24.003291 ], [ 1.423037, 0.096426, 1.326611, 1.369321, 0.149481, 1.246985 ], [ 10, 10, 10, 10, 10, 10 ], [ -5578, -8046, -5499, -7289, -8344, -5678 ], [ 1.623978, 1.081861, 2.2031, 1.623624, 1.121257, 2.140954 ], [ 152, 76, 76, 152, 76, 76 ], [ 104, 46, 58, 104, 46, 58 ], [ 48, 30, 18, 48, 30, 18 ], [ 68.421053, 60.526316, 76.315789, 68.421053, 60.526316, 76.315789 ], [ 0.749528, 0.705561, 0.683721, 0.749365, 0.731254, 0.664434 ], [ 7448, 2583, 7448, 7363, 2744, 7363 ], [ -5499, -4301, -5499, -5678, -4443, -5678 ], [ 158, 59, 257, 158, 59, 257 ], [ 119, 46, 177, 119, 46, 177 ], [ 244, 80, 517, 244, 80, 517 ], [ 24152, 4557, 19595, 24152, 4557, 19595 ], [ 4.614113, 0, 4.723141, 4.614113, 0, 4.723141 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403392, -411590, -37727, 414011, -297514, -37267 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "1m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 17.36, "actual_first_datapoint_time": 1757547660000, "first_datapoint_time": 1757569440000, "last_datapoint_time": 1759047600000, "evaluation_time": 1759430419400, "expiration_time": 1765527600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 11, "offset": 0, "a": 0.34706 } }, "second_band": { "type": "dcl", "factors": { "length": 225, "offset": 139 } } }
# | 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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