Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151759.9685 | 63447.8099 | 88312.1586 | 222883.834 | 115223.279 | 107660.555 |
Total P&L (%) | 151.76 | 63.4478 | 88.3122 | 222.8838 | 115.2233 | 107.6606 |
Avg Daily Profit (%) | 0.5828 | 0.2436 | 0.3391 | 0.4511 | 0.2948 | 0.281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54547 | -52890 | -20658 | -73367 | -49263 | -48118 |
Profit Factor | 1.6071 | 1.4616 | 1.7849 | 1.5505 | 1.5275 | 1.5774 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 46.789 | 44.4444 | 49.0909 | 46.789 | 44.4444 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.8277 | 1.827 | 1.851 | 1.7633 | 1.9094 | 1.6359 |
Largest Winning Trade | 47341 | 47341 | 24491 | 44400 | 44400 | 34899 |
Largest Losing Trade | -9897 | -8107 | -9897 | -21592 | -20732 | -21592 |
Avg Bars in Trades | 225 | 237 | 213 | 225 | 237 | 213 |
Avg Bars in Winners | 310 | 322 | 298 | 310 | 322 | 298 |
Avg Bars in Losers | 150 | 169 | 130 | 150 | 169 | 130 |
Bars Traded | 24550 | 12833 | 11717 | 24550 | 12833 | 11717 |
Profit Streak | 5.0071 | 5.705 | 5.0071 | 5.0071 | 5.705 | 5.0071 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459543 | -173168 | -168891 | 407656 | -171892 | -169883 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736834400000, "first_datapoint_time": 1736999100000, "last_datapoint_time": 1759333500000, "evaluation_time": 1759334114519, "expiration_time": 1765813500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 184, "offset": 0, "a": 0.84094 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 0, "std": 2.05532 } } }
{ "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": [ [ 151759.9684805678, 63447.8098521377, 88312.1586284301, 222883.8339923165, 115223.2790238844, 107660.5549684323 ], [ 151.759968, 63.44781, 88.312159, 222.883834, 115.223279, 107.660555 ], [ 0.582751, 0.243636, 0.339114, 0.451104, 0.294768, 0.280993 ], [ 10, 10, 10, 10, 10, 10 ], [ -54547, -52890, -20658, -73367, -49263, -48118 ], [ 1.607121, 1.46162, 1.784852, 1.550522, 1.527543, 1.577442 ], [ 109, 54, 55, 109, 54, 55 ], [ 51, 24, 27, 51, 24, 27 ], [ 58, 30, 28, 58, 30, 28 ], [ 46.788991, 44.444444, 49.090909, 46.788991, 44.444444, 49.090909 ], [ 1.827706, 1.827025, 1.850957, 1.763339, 1.909428, 1.635866 ], [ 47341, 47341, 24491, 44400, 44400, 34899 ], [ -9897, -8107, -9897, -21592, -20732, -21592 ], [ 225, 237, 213, 225, 237, 213 ], [ 310, 322, 298, 310, 322, 298 ], [ 150, 169, 130, 150, 169, 130 ], [ 24550, 12833, 11717, 24550, 12833, 11717 ], [ 5.007112, 5.705029, 5.007112, 5.007112, 5.705029, 5.007112 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 459543, -173168, -168891, 407656, -171892, -169883 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736834400000, "first_datapoint_time": 1736999100000, "last_datapoint_time": 1759333500000, "evaluation_time": 1759334114519, "expiration_time": 1765813500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 184, "offset": 0, "a": 0.84094 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 0, "std": 2.05532 } } }
# | 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) |
---|