| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 250123.973 | 114087.8171 | 136036.156 | 396752.8303 | 99540.0186 | 297212.8117 |
| Total P&L (%) | 250.124 | 114.0878 | 136.0362 | 396.7528 | 99.54 | 297.2128 |
| Avg Daily Profit (%) | 0.2681 | 0.1223 | 0.1458 | 0.172 | 0.0741 | 0.1479 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -56276 | -63419 | -27105 | -333400 | -382877 | -216456 |
| Profit Factor | 1.6426 | 1.4981 | 1.8492 | 1.2662 | 1.1133 | 1.4857 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
| Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
| Profitability (%) | 44.1441 | 33.9286 | 54.5455 | 44.1441 | 33.9286 | 54.5455 |
| Ratio Avg Win / Avg Loss | 2.0784 | 2.9174 | 1.541 | 1.6021 | 2.168 | 1.2381 |
| Largest Winning Trade | 68637 | 68637 | 30343 | 216224 | 216224 | 161199 |
| Largest Losing Trade | -21979 | -16437 | -21979 | -163135 | -83264 | -163135 |
| Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
| Avg Bars in Winners | 78 | 88 | 72 | 78 | 88 | 72 |
| Avg Bars in Losers | 25 | 30 | 19 | 25 | 30 | 19 |
| Bars Traded | 5460 | 2810 | 2650 | 5460 | 2810 | 2650 |
| Profit Streak | 0 | 0 | 22.4994 | 0 | 0 | 22.4994 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335925 | -213942 | -173808 | 229951 | -375396 | -173247 |
{
"trading_pair": "ARB_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 5598,
"evaluation_days": 933,
"actual_first_datapoint_time": 1679572800000,
"first_datapoint_time": 1681084800000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760183952344,
"expiration_time": 1762761600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 18,
"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": [
[
250123.9730380151,
114087.817076302,
136036.1559617129,
396752.830267199,
99540.0185621278,
297212.8117050715
],
[
250.123973,
114.087817,
136.036156,
396.75283,
99.540019,
297.212812
],
[
0.268086,
0.122281,
0.145805,
0.171951,
0.074073,
0.147944
],
[
10,
10,
10,
10,
10,
10
],
[
-56276,
-63419,
-27105,
-333400,
-382877,
-216456
],
[
1.642624,
1.498148,
1.84917,
1.266212,
1.113314,
1.485706
],
[
111,
56,
55,
111,
56,
55
],
[
49,
19,
30,
49,
19,
30
],
[
62,
37,
25,
62,
37,
25
],
[
44.144144,
33.928571,
54.545455,
44.144144,
33.928571,
54.545455
],
[
2.078422,
2.917446,
1.540975,
1.602146,
2.168033,
1.238088
],
[
68637,
68637,
30343,
216224,
216224,
161199
],
[
-21979,
-16437,
-21979,
-163135,
-83264,
-163135
],
[
49,
50,
48,
49,
50,
48
],
[
78,
88,
72,
78,
88,
72
],
[
25,
30,
19,
25,
30,
19
],
[
5460,
2810,
2650,
5460,
2810,
2650
],
[
0,
0,
22.499448,
0,
0,
22.499448
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335925,
-213942,
-173808,
229951,
-375396,
-173247
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 5598,
"evaluation_days": 933,
"actual_first_datapoint_time": 1679572800000,
"first_datapoint_time": 1681084800000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760183952344,
"expiration_time": 1762761600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 18,
"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) |
|---|