Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146064.7492 | 61783.6953 | 84281.0539 | 208028.9943 | 110404.5019 | 97624.4924 |
Total P&L (%) | 146.0647 | 61.7837 | 84.2811 | 208.029 | 110.4045 | 97.6245 |
Avg Daily Profit (%) | 0.5609 | 0.2372 | 0.3236 | 0.4329 | 0.286 | 0.2619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37859 | -41332 | -21333 | -54469 | -43166 | -50599 |
Profit Factor | 1.4763 | 1.4062 | 1.5452 | 1.3942 | 1.4216 | 1.3671 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 40.4145 | 39.1753 | 41.6667 | 40.4145 | 39.1753 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.1766 | 2.1834 | 2.1633 | 2.0555 | 2.2073 | 1.914 |
Largest Winning Trade | 45901 | 45901 | 20321 | 58086 | 58086 | 31128 |
Largest Losing Trade | -8819 | -8819 | -8353 | -22638 | -17041 | -22638 |
Avg Bars in Trades | 128 | 128 | 128 | 128 | 128 | 128 |
Avg Bars in Winners | 225 | 211 | 238 | 225 | 211 | 238 |
Avg Bars in Losers | 62 | 75 | 49 | 62 | 75 | 49 |
Bars Traded | 24790 | 12447 | 12343 | 24790 | 12447 | 12343 |
Profit Streak | 0 | 0 | 4.1518 | 0 | 0 | 4.1518 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319146 | 120075 | 228895 | 261709 | 158192 | 170726 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736553600000, "first_datapoint_time": 1736700300000, "last_datapoint_time": 1759052700000, "evaluation_time": 1759053211476, "expiration_time": 1765532700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 146064.7491980757, 61783.6953134835, 84281.0538845921, 208028.9942851668, 110404.5018615859, 97624.492423581 ], [ 146.064749, 61.783695, 84.281054, 208.028994, 110.404502, 97.624492 ], [ 0.560881, 0.237246, 0.323635, 0.432938, 0.286048, 0.261919 ], [ 10, 10, 10, 10, 10, 10 ], [ -37859, -41332, -21333, -54469, -43166, -50599 ], [ 1.476292, 1.406249, 1.545201, 1.394156, 1.421622, 1.36711 ], [ 193, 97, 96, 193, 97, 96 ], [ 78, 38, 40, 78, 38, 40 ], [ 115, 59, 56, 115, 59, 56 ], [ 40.414508, 39.175258, 41.666667, 40.414508, 39.175258, 41.666667 ], [ 2.176585, 2.183387, 2.163281, 2.055486, 2.207255, 1.913954 ], [ 45901, 45901, 20321, 58086, 58086, 31128 ], [ -8819, -8819, -8353, -22638, -17041, -22638 ], [ 128, 128, 128, 128, 128, 128 ], [ 225, 211, 238, 225, 211, 238 ], [ 62, 75, 49, 62, 75, 49 ], [ 24790, 12447, 12343, 24790, 12447, 12343 ], [ 0, 0, 4.151753, 0, 0, 4.151753 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319146, 120075, 228895, 261709, 158192, 170726 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736553600000, "first_datapoint_time": 1736700300000, "last_datapoint_time": 1759052700000, "evaluation_time": 1759053211476, "expiration_time": 1765532700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|