| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 181618.953 | 80778.4132 | 100840.5398 | 223563.9213 | 69468.4172 | 154095.5041 |
| Total P&L (%) | 181.619 | 80.7784 | 100.8405 | 223.5639 | 69.4684 | 154.0955 |
| Avg Daily Profit (%) | 0.1983 | 0.0882 | 0.1101 | 0.1283 | 0.0576 | 0.1018 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -62317 | -68909 | -47693 | -234880 | -191117 | -236815 |
| Profit Factor | 1.6201 | 1.5108 | 1.7485 | 1.2412 | 1.1485 | 1.3358 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
| Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
| Profitability (%) | 51.7647 | 44.186 | 59.5238 | 51.7647 | 44.186 | 59.5238 |
| Ratio Avg Win / Avg Loss | 1.5096 | 1.9083 | 1.189 | 1.1566 | 1.4507 | 0.9083 |
| Largest Winning Trade | 53263 | 53263 | 32249 | 117884 | 117884 | 102856 |
| Largest Losing Trade | -24759 | -21178 | -24759 | -119518 | -59912 | -119518 |
| Avg Bars in Trades | 125 | 123 | 127 | 125 | 123 | 127 |
| Avg Bars in Winners | 170 | 179 | 163 | 170 | 179 | 163 |
| Avg Bars in Losers | 76 | 78 | 74 | 76 | 78 | 74 |
| Bars Traded | 10658 | 5289 | 5369 | 10658 | 5289 | 5369 |
| Profit Streak | 0 | 0 | 34.8473 | 0 | 0 | 34.8473 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 400649 | -74962 | -42011 | -21609 | -175475 | -56551 |
{
"trading_pair": "ARB_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 10993,
"evaluation_days": 916.08,
"actual_first_datapoint_time": 1679580000000,
"first_datapoint_time": 1680573600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758932409964,
"expiration_time": 1761571785600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 238,
"offset": 0,
"std": 4.61503
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 114,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
181618.952993434,
80778.4131985634,
100840.5397948708,
223563.9213156259,
69468.4171803771,
154095.504135249
],
[
181.618953,
80.778413,
100.84054,
223.563921,
69.468417,
154.095504
],
[
0.198257,
0.088178,
0.110078,
0.128262,
0.057598,
0.101849
],
[
10,
10,
10,
10,
10,
10
],
[
-62317,
-68909,
-47693,
-234880,
-191117,
-236815
],
[
1.620106,
1.51075,
1.748481,
1.24121,
1.14846,
1.335781
],
[
85,
43,
42,
85,
43,
42
],
[
44,
19,
25,
44,
19,
25
],
[
41,
24,
17,
41,
24,
17
],
[
51.764706,
44.186047,
59.52381,
51.764706,
44.186047,
59.52381
],
[
1.509645,
1.908315,
1.188967,
1.156582,
1.450686,
0.908331
],
[
53263,
53263,
32249,
117884,
117884,
102856
],
[
-24759,
-21178,
-24759,
-119518,
-59912,
-119518
],
[
125,
123,
127,
125,
123,
127
],
[
170,
179,
163,
170,
179,
163
],
[
76,
78,
74,
76,
78,
74
],
[
10658,
5289,
5369,
10658,
5289,
5369
],
[
0,
0,
34.847337,
0,
0,
34.847338
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400649,
-74962,
-42011,
-21609,
-175475,
-56551
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 10993,
"evaluation_days": 916.08,
"actual_first_datapoint_time": 1679580000000,
"first_datapoint_time": 1680573600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758932409964,
"expiration_time": 1761571785600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 238,
"offset": 0,
"std": 4.61503
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 114,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|