Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241419.5053 | 117060.1937 | 124359.3116 | 370549.3289 | 269149.1031 | 101400.2258 |
Total P&L (%) | 241.4195 | 117.0602 | 124.3593 | 370.5493 | 269.1491 | 101.4002 |
Avg Daily Profit (%) | 0.2635 | 0.1278 | 0.1357 | 0.1692 | 0.1426 | 0.0764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89504 | -43035 | -74336 | -207081 | -73455 | -208343 |
Profit Factor | 1.5864 | 1.6982 | 1.5096 | 1.4791 | 1.8666 | 1.2191 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 56.7308 | 59.6154 | 53.8462 | 56.7308 | 59.6154 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.21 | 1.1504 | 1.294 | 1.1281 | 1.2645 | 1.0449 |
Largest Winning Trade | 36063 | 33320 | 36063 | 99942 | 99942 | 92227 |
Largest Losing Trade | -31533 | -21828 | -31533 | -111860 | -73455 | -111860 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 29 | 23 | 36 | 29 | 23 | 36 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 3511 | 1491 | 2020 | 3511 | 1491 | 2020 |
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 | 401294 | -198884 | -190030 | 348660 | -178716 | -270852 |
{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3665, "evaluation_days": 916.25, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1681063200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758887912421, "expiration_time": 1761307200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 52, "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": [ [ 241419.5053136601, 117060.1937247755, 124359.3115888848, 370549.3288767025, 269149.1030968626, 101400.22577984 ], [ 241.419505, 117.060194, 124.359312, 370.549329, 269.149103, 101.400226 ], [ 0.263486, 0.12776, 0.135726, 0.169172, 0.142642, 0.076441 ], [ 10, 10, 10, 10, 10, 10 ], [ -89504, -43035, -74336, -207081, -73455, -208343 ], [ 1.586415, 1.698171, 1.509628, 1.479078, 1.866572, 1.219067 ], [ 104, 52, 52, 104, 52, 52 ], [ 59, 31, 28, 59, 31, 28 ], [ 45, 21, 24, 45, 21, 24 ], [ 56.730769, 59.615385, 53.846154, 56.730769, 59.615385, 53.846154 ], [ 1.209978, 1.150374, 1.293967, 1.12811, 1.264452, 1.044914 ], [ 36063, 33320, 36063, 99942, 99942, 92227 ], [ -31533, -21828, -31533, -111860, -73455, -111860 ], [ 33, 28, 38, 33, 28, 38 ], [ 29, 23, 36, 29, 23, 36 ], [ 38, 36, 41, 38, 36, 41 ], [ 3511, 1491, 2020, 3511, 1491, 2020 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401294, -198884, -190030, 348660, -178716, -270852 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3665, "evaluation_days": 916.25, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1681063200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758887912421, "expiration_time": 1761307200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 52, "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) |
---|