Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207977.4733 | 89446.2728 | 118531.2005 | 179870.785 | 64891.529 | 114979.256 |
Total P&L (%) | 207.9775 | 89.4463 | 118.5312 | 179.8708 | 64.8915 | 114.9793 |
Avg Daily Profit (%) | 0.2256 | 0.097 | 0.1286 | 0.1117 | 0.0543 | 0.0831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147735 | -101492 | -74916 | -636381 | -470239 | -350436 |
Profit Factor | 1.2646 | 1.2479 | 1.2788 | 1.0626 | 1.0497 | 1.0733 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 150 | 72 | 78 | 150 | 72 | 78 |
Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Profitability (%) | 53.1915 | 51.0638 | 55.3191 | 53.1915 | 51.0638 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.1129 | 1.1959 | 1.0329 | 0.9351 | 1.006 | 0.8669 |
Largest Winning Trade | 36174 | 29110 | 36174 | 194312 | 84380 | 194312 |
Largest Losing Trade | -28034 | -22211 | -28034 | -151293 | -151293 | -127171 |
Avg Bars in Trades | 18 | 15 | 22 | 18 | 15 | 22 |
Avg Bars in Winners | 18 | 12 | 23 | 18 | 12 | 23 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 5328 | 2159 | 3169 | 5328 | 2159 | 3169 |
Profit Streak | 0 | 0 | 17.6515 | 0 | 0 | 17.6515 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355476 | -63430 | -20055 | -195046 | -286411 | -222248 |
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{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5531, "evaluation_days": 921.83, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1681732800000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759217887183, "expiration_time": 1761796800000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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) |
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