| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 270114.5141 | 139612.7277 | 130501.7865 | 419671.4052 | 275584.5911 | 144086.8141 |
| Total P&L (%) | 270.1145 | 139.6127 | 130.5018 | 419.6714 | 275.5846 | 144.0868 |
| Avg Daily Profit (%) | 0.2949 | 0.1524 | 0.1425 | 0.1801 | 0.1446 | 0.0975 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131712 | -81593 | -113345 | -182130 | -72845 | -237805 |
| Profit Factor | 1.3444 | 1.3763 | 1.3158 | 1.3573 | 1.5392 | 1.2172 |
| Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
| Winning Trades | 133 | 64 | 69 | 133 | 64 | 69 |
| Losing Trades | 163 | 84 | 79 | 163 | 84 | 79 |
| Profitability (%) | 44.9324 | 43.2432 | 46.6216 | 44.9324 | 43.2432 | 46.6216 |
| Ratio Avg Win / Avg Loss | 1.6476 | 1.8064 | 1.5065 | 1.6635 | 2.0202 | 1.3936 |
| Largest Winning Trade | 48306 | 48306 | 28860 | 120238 | 120238 | 87389 |
| Largest Losing Trade | -27161 | -27161 | -15723 | -77027 | -72845 | -77027 |
| Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
| Avg Bars in Winners | 44 | 42 | 46 | 44 | 42 | 46 |
| Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
| Bars Traded | 10840 | 5257 | 5583 | 10840 | 5257 | 5583 |
| Profit Streak | 5.9649 | 0 | 12.9649 | 5.9649 | 0 | 12.9649 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 366248 | 219073 | -1967 | 333774 | -195 | -63680 |
{
"trading_pair": "ARB_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 10993,
"evaluation_days": 916.08,
"actual_first_datapoint_time": 1679580000000,
"first_datapoint_time": 1680386400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758834565027,
"expiration_time": 1761571785600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 58,
"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": [
[
270114.5141427837,
139612.7276890563,
130501.7864537274,
419671.4051712378,
275584.5911025897,
144086.8140686482
],
[
270.114514,
139.612728,
130.501786,
419.671405,
275.584591,
144.086814
],
[
0.294859,
0.152402,
0.142457,
0.180062,
0.144558,
0.097457
],
[
10,
10,
10,
10,
10,
10
],
[
-131712,
-81593,
-113345,
-182130,
-72845,
-237805
],
[
1.344395,
1.376271,
1.315775,
1.357342,
1.539194,
1.21722
],
[
296,
148,
148,
296,
148,
148
],
[
133,
64,
69,
133,
64,
69
],
[
163,
84,
79,
163,
84,
79
],
[
44.932432,
43.243243,
46.621622,
44.932432,
43.243243,
46.621622
],
[
1.647641,
1.806356,
1.506467,
1.663509,
2.020192,
1.393629
],
[
48306,
48306,
28860,
120238,
120238,
87389
],
[
-27161,
-27161,
-15723,
-77027,
-72845,
-77027
],
[
36,
35,
37,
36,
35,
37
],
[
44,
42,
46,
44,
42,
46
],
[
29,
29,
29,
29,
29,
29
],
[
10840,
5257,
5583,
10840,
5257,
5583
],
[
5.964873,
0,
12.964873,
5.964873,
0,
12.964873
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
366248,
219073,
-1967,
333774,
-195,
-63680
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 10993,
"evaluation_days": 916.08,
"actual_first_datapoint_time": 1679580000000,
"first_datapoint_time": 1680386400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758834565027,
"expiration_time": 1761571785600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 58,
"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) |
|---|