Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379075.3175 | 178469.6589 | 200605.6586 | 1686930.8187 | 956375.9461 | 730554.8726 |
Total P&L (%) | 379.0753 | 178.4697 | 200.6057 | 1686.9308 | 956.3759 | 730.5549 |
Avg Daily Profit (%) | 0.4092 | 0.1927 | 0.2166 | 0.3117 | 0.2548 | 0.2288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52564 | -58860 | -59166 | -500861 | -193938 | -410147 |
Profit Factor | 1.9733 | 1.866 | 2.0939 | 2.0792 | 2.1865 | 1.9649 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 62.5 | 58.9286 | 66.0714 | 62.5 | 58.9286 | 66.0714 |
Ratio Avg Win / Avg Loss | 1.184 | 1.3005 | 1.0752 | 1.2475 | 1.5239 | 1.009 |
Largest Winning Trade | 38325 | 38325 | 22420 | 473714 | 473714 | 301118 |
Largest Losing Trade | -24260 | -24260 | -19256 | -344591 | -193938 | -344591 |
Avg Bars in Trades | 24 | 23 | 24 | 24 | 23 | 24 |
Avg Bars in Winners | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 2691 | 1341 | 1350 | 2691 | 1341 | 1350 |
Profit Streak | 24.2673 | 32.2673 | 24.2673 | 24.2673 | 32.2673 | 24.2673 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549783 | -168090 | -166517 | 542141 | -165413 | -166244 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.01687, "nb": 0.82193, "nc": 0.1 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 3.77216 } } }
{ "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": [ [ 379075.317481099, 178469.6589054744, 200605.6585756246, 1686930.818650195, 956375.946056928, 730554.8725932667 ], [ 379.075317, 178.469659, 200.605659, 1686.930819, 956.375946, 730.554873 ], [ 0.409223, 0.192663, 0.21656, 0.311722, 0.254815, 0.228789 ], [ 10, 10, 10, 10, 10, 10 ], [ -52564, -58860, -59166, -500861, -193938, -410147 ], [ 1.973276, 1.865958, 2.093881, 2.079189, 2.186531, 1.964913 ], [ 112, 56, 56, 112, 56, 56 ], [ 70, 33, 37, 70, 33, 37 ], [ 42, 23, 19, 42, 23, 19 ], [ 62.5, 58.928571, 66.071429, 62.5, 58.928571, 66.071429 ], [ 1.183965, 1.300516, 1.075236, 1.247513, 1.523946, 1.009009 ], [ 38325, 38325, 22420, 473714, 473714, 301118 ], [ -24260, -24260, -19256, -344591, -193938, -344591 ], [ 24, 23, 24, 24, 23, 24 ], [ 23, 23, 24, 23, 23, 24 ], [ 24, 24, 24, 24, 24, 24 ], [ 2691, 1341, 1350, 2691, 1341, 1350 ], [ 24.267282, 32.267282, 24.267282, 24.267282, 32.267282, 24.267282 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 549783, -168090, -166517, 542141, -165413, -166244 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2779, "evaluation_days": 926.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1680163200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759587893148, "expiration_time": 1762156800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.01687, "nb": 0.82193, "nc": 0.1 } }, "second_band": { "type": "supertrend", "factors": { "length": 21, "offset": 0, "multiplier": 3.77216 } } }
# | 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) |
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