Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135421.1273 | 64240.3731 | 71180.7542 | 172339.4802 | 110339.6996 | 61999.7807 |
Total P&L (%) | 135.4211 | 64.2404 | 71.1808 | 172.3395 | 110.3397 | 61.9998 |
Avg Daily Profit (%) | 0.52 | 0.2467 | 0.2733 | 0.3855 | 0.2859 | 0.1854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39576 | -30989 | -21325 | -126041 | -92974 | -64355 |
Profit Factor | 1.2935 | 1.2579 | 1.3352 | 1.2157 | 1.2541 | 1.17 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 159 | 78 | 81 | 159 | 78 | 81 |
Losing Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Profitability (%) | 43.0894 | 42.3913 | 43.7838 | 43.0894 | 42.3913 | 43.7838 |
Ratio Avg Win / Avg Loss | 1.7084 | 1.7095 | 1.7144 | 1.6057 | 1.7043 | 1.5022 |
Largest Winning Trade | 26743 | 22442 | 26743 | 54141 | 54141 | 30455 |
Largest Losing Trade | -10259 | -10259 | -8393 | -26774 | -26774 | -19855 |
Avg Bars in Trades | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Winners | 94 | 94 | 94 | 94 | 94 | 94 |
Avg Bars in Losers | 46 | 49 | 44 | 46 | 49 | 44 |
Bars Traded | 24838 | 12597 | 12241 | 24838 | 12597 | 12241 |
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 | 336872 | 166586 | 225302 | 278361 | 191647 | -28841 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737180900000, "first_datapoint_time": 1737268200000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759680877291, "expiration_time": 1766160000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 41, "offset": 57 } }, "second_band": { "type": "sinwma", "factors": { "length": 50, "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": [ [ 135421.1272906523, 64240.3731020896, 71180.7541885627, 172339.4802262837, 110339.6995709592, 61999.7806553245 ], [ 135.421127, 64.240373, 71.180754, 172.33948, 110.3397, 61.999781 ], [ 0.52001, 0.24668, 0.273331, 0.385458, 0.285929, 0.18542 ], [ 10, 10, 10, 10, 10, 10 ], [ -39576, -30989, -21325, -126041, -92974, -64355 ], [ 1.293491, 1.257909, 1.33523, 1.215715, 1.2541, 1.17001 ], [ 369, 184, 185, 369, 184, 185 ], [ 159, 78, 81, 159, 78, 81 ], [ 210, 106, 104, 210, 106, 104 ], [ 43.089431, 42.391304, 43.783784, 43.089431, 42.391304, 43.783784 ], [ 1.708384, 1.709466, 1.714369, 1.605662, 1.704289, 1.502235 ], [ 26743, 22442, 26743, 54141, 54141, 30455 ], [ -10259, -10259, -8393, -26774, -26774, -19855 ], [ 67, 68, 66, 67, 68, 66 ], [ 94, 94, 94, 94, 94, 94 ], [ 46, 49, 44, 46, 49, 44 ], [ 24838, 12597, 12241, 24838, 12597, 12241 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336872, 166586, 225302, 278361, 191647, -28841 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737180900000, "first_datapoint_time": 1737268200000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759680877291, "expiration_time": 1766160000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 41, "offset": 57 } }, "second_band": { "type": "sinwma", "factors": { "length": 50, "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) |
---|