| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 196210.4886 | 88781.6852 | 107428.8034 | 171648.7065 | 84019.6106 | 87629.0959 |
| Total P&L (%) | 196.2105 | 88.7817 | 107.4288 | 171.6487 | 84.0196 | 87.6291 |
| Avg Daily Profit (%) | 0.2142 | 0.0969 | 0.1173 | 0.1091 | 0.0666 | 0.0687 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -61433 | -38140 | -50790 | -68016 | -57401 | -45223 |
| Profit Factor | 1.4599 | 1.4173 | 1.5022 | 1.361 | 1.3411 | 1.3824 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 46.4646 | 46 | 46.9388 | 46.4646 | 46 | 46.9388 |
| Ratio Avg Win / Avg Loss | 1.682 | 1.6637 | 1.6982 | 1.5682 | 1.5744 | 1.5627 |
| Largest Winning Trade | 61794 | 61794 | 46540 | 54040 | 47638 | 54040 |
| Largest Losing Trade | -21078 | -21078 | -20626 | -42741 | -30150 | -42741 |
| Avg Bars in Trades | 53 | 42 | 65 | 53 | 42 | 65 |
| Avg Bars in Winners | 57 | 44 | 70 | 57 | 44 | 70 |
| Avg Bars in Losers | 50 | 40 | 61 | 50 | 40 | 61 |
| Bars Traded | 5329 | 2110 | 3219 | 5329 | 2110 | 3219 |
| Profit Streak | 0 | 0 | 8.8374 | 0 | 0 | 8.8374 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316900 | -243298 | -34455 | -46833 | -284184 | -99918 |
{
"trading_pair": "ARB_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 5497,
"evaluation_days": 916.17,
"actual_first_datapoint_time": 1679572800000,
"first_datapoint_time": 1681272000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758989149217,
"expiration_time": 1761307200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 52,
"offset": 0,
"std": 4.15875
}
}
} {
"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": [
[
196210.4885578498,
88781.6851946514,
107428.8033631985,
171648.7064743699,
84019.6106130861,
87629.0958612839
],
[
196.210489,
88.781685,
107.428803,
171.648706,
84.019611,
87.629096
],
[
0.214164,
0.096905,
0.117259,
0.109137,
0.06659,
0.068711
],
[
10,
10,
10,
10,
10,
10
],
[
-61433,
-38140,
-50790,
-68016,
-57401,
-45223
],
[
1.459854,
1.417268,
1.502214,
1.361041,
1.341149,
1.382421
],
[
99,
50,
49,
99,
50,
49
],
[
46,
23,
23,
46,
23,
23
],
[
53,
27,
26,
53,
27,
26
],
[
46.464646,
46,
46.938776,
46.464646,
46,
46.938776
],
[
1.682006,
1.663749,
1.698154,
1.568156,
1.574393,
1.562737
],
[
61794,
61794,
46540,
54040,
47638,
54040
],
[
-21078,
-21078,
-20626,
-42741,
-30150,
-42741
],
[
53,
42,
65,
53,
42,
65
],
[
57,
44,
70,
57,
44,
70
],
[
50,
40,
61,
50,
40,
61
],
[
5329,
2110,
3219,
5329,
2110,
3219
],
[
0,
0,
8.837375,
0,
0,
8.837375
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316900,
-243298,
-34455,
-46833,
-284184,
-99918
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 5497,
"evaluation_days": 916.17,
"actual_first_datapoint_time": 1679572800000,
"first_datapoint_time": 1681272000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758989149217,
"expiration_time": 1761307200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 52,
"offset": 0,
"std": 4.15875
}
}
}
| # | 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) |
|---|