Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129231.7375 | 55522.8101 | 73708.9274 | 152875.2848 | 69520.5501 | 83354.7347 |
Total P&L (%) | 129.2317 | 55.5228 | 73.7089 | 152.8753 | 69.5206 | 83.3547 |
Avg Daily Profit (%) | 0.4962 | 0.2132 | 0.283 | 0.3569 | 0.2029 | 0.2331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67013 | -51393 | -43686 | -49464 | -39882 | -28102 |
Profit Factor | 1.3306 | 1.2775 | 1.3863 | 1.4378 | 1.3879 | 1.4904 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 45.7711 | 46.5347 | 45 | 45.7711 | 46.5347 | 45 |
Ratio Avg Win / Avg Loss | 1.5765 | 1.4678 | 1.6943 | 1.7035 | 1.5946 | 1.8216 |
Largest Winning Trade | 26028 | 25246 | 26028 | 25321 | 25321 | 23827 |
Largest Losing Trade | -12705 | -12460 | -12705 | -14334 | -12460 | -14334 |
Avg Bars in Trades | 122 | 128 | 116 | 122 | 128 | 116 |
Avg Bars in Winners | 167 | 166 | 167 | 167 | 166 | 167 |
Avg Bars in Losers | 84 | 94 | 73 | 84 | 94 | 73 |
Bars Traded | 24552 | 12938 | 11613 | 24552 | 12938 | 11613 |
Profit Streak | 2.9474 | 4.2703 | 0 | 2.9474 | 4.2703 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300592 | 133891 | 231313 | 281285 | 228579 | 238851 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737019800000, "first_datapoint_time": 1737177300000, "last_datapoint_time": 1759518900000, "evaluation_time": 1759519757209, "expiration_time": 1765998900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 120, "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": [ [ 129231.7374509707, 55522.8100622797, 73708.927388691, 152875.2848046161, 69520.550078403, 83354.734726213 ], [ 129.231737, 55.52281, 73.708927, 152.875285, 69.52055, 83.354735 ], [ 0.496244, 0.213205, 0.283039, 0.356878, 0.20288, 0.233069 ], [ 10, 10, 10, 10, 10, 10 ], [ -67013, -51393, -43686, -49464, -39882, -28102 ], [ 1.330618, 1.277541, 1.38626, 1.437776, 1.387865, 1.490409 ], [ 201, 101, 100, 201, 101, 100 ], [ 92, 47, 45, 92, 47, 45 ], [ 109, 54, 55, 109, 54, 55 ], [ 45.771144, 46.534653, 45, 45.771144, 46.534653, 45 ], [ 1.576492, 1.467813, 1.694318, 1.703452, 1.594569, 1.821611 ], [ 26028, 25246, 26028, 25321, 25321, 23827 ], [ -12705, -12460, -12705, -14334, -12460, -14334 ], [ 122, 128, 116, 122, 128, 116 ], [ 167, 166, 167, 167, 166, 167 ], [ 84, 94, 73, 84, 94, 73 ], [ 24552, 12938, 11613, 24552, 12938, 11613 ], [ 2.947421, 4.270338, 0, 2.947421, 4.270338, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300592, 133891, 231313, 281285, 228579, 238851 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737019800000, "first_datapoint_time": 1737177300000, "last_datapoint_time": 1759518900000, "evaluation_time": 1759519757209, "expiration_time": 1765998900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 120, "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) |
---|