Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112091.6352 | 46844.6393 | 65246.9959 | 117279.7228 | 73579.2468 | 43700.4761 |
Total P&L (%) | 112.0916 | 46.8446 | 65.247 | 117.2797 | 73.5792 | 43.7005 |
Avg Daily Profit (%) | 0.4304 | 0.1799 | 0.2505 | 0.2984 | 0.212 | 0.1393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61364 | -59518 | -21691 | -52938 | -50166 | -49799 |
Profit Factor | 1.3288 | 1.2739 | 1.3842 | 1.2621 | 1.3353 | 1.1916 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 43.8144 | 39.1753 | 48.4536 | 43.8144 | 39.1753 | 48.4536 |
Ratio Avg Win / Avg Loss | 1.704 | 1.9778 | 1.4726 | 1.6184 | 2.0732 | 1.2676 |
Largest Winning Trade | 43897 | 43897 | 18330 | 40564 | 40564 | 22490 |
Largest Losing Trade | -14803 | -7491 | -14803 | -33689 | -14667 | -33689 |
Avg Bars in Trades | 126 | 123 | 128 | 126 | 123 | 128 |
Avg Bars in Winners | 191 | 193 | 189 | 191 | 193 | 189 |
Avg Bars in Losers | 75 | 78 | 71 | 75 | 78 | 71 |
Bars Traded | 24449 | 11975 | 12474 | 24449 | 11975 | 12474 |
Profit Streak | 5.491 | 0 | 9.0952 | 5.491 | 0 | 9.0952 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319793 | 34920 | 257646 | 264487 | 116414 | -19902 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736394300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758935825188, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 70, "offset": 0, "poles": 3 } } }
{ "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": [ [ 112091.6352199634, 46844.6392979602, 65246.9959220032, 117279.7228263947, 73579.2467655787, 43700.476060816 ], [ 112.091635, 46.844639, 65.246996, 117.279723, 73.579247, 43.700476 ], [ 0.430426, 0.179881, 0.250545, 0.298431, 0.211984, 0.139319 ], [ 10, 10, 10, 10, 10, 10 ], [ -61364, -59518, -21691, -52938, -50166, -49799 ], [ 1.328835, 1.273861, 1.384207, 1.262056, 1.33531, 1.191585 ], [ 194, 97, 97, 194, 97, 97 ], [ 85, 38, 47, 85, 38, 47 ], [ 109, 59, 50, 109, 59, 50 ], [ 43.814433, 39.175258, 48.453608, 43.814433, 39.175258, 48.453608 ], [ 1.704036, 1.977837, 1.472561, 1.618401, 2.073244, 1.267643 ], [ 43897, 43897, 18330, 40564, 40564, 22490 ], [ -14803, -7491, -14803, -33689, -14667, -33689 ], [ 126, 123, 128, 126, 123, 128 ], [ 191, 193, 189, 191, 193, 189 ], [ 75, 78, 71, 75, 78, 71 ], [ 24449, 11975, 12474, 24449, 11975, 12474 ], [ 5.491032, 0, 9.095199, 5.491032, 0, 9.095199 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319793, 34920, 257646, 264487, 116414, -19902 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736394300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758935825188, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 70, "offset": 0, "poles": 3 } } }
# | 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) |
---|