Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115717.0553 | 46004.5735 | 69712.4819 | 64281.3621 | 58747.9199 | 5533.4422 |
Total P&L (%) | 115.7171 | 46.0046 | 69.7125 | 64.2814 | 58.7479 | 5.5334 |
Avg Daily Profit (%) | 0.2222 | 0.0883 | 0.1338 | 0.0954 | 0.0888 | 0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74040 | -58410 | -49979 | -84932 | -58520 | -86565 |
Profit Factor | 1.3082 | 1.2549 | 1.3575 | 1.152 | 1.3444 | 1.0219 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 66.9355 | 61.2903 | 72.5806 | 66.9355 | 61.2903 | 72.5806 |
Ratio Avg Win / Avg Loss | 0.6462 | 0.7926 | 0.5128 | 0.5691 | 0.8491 | 0.3861 |
Largest Winning Trade | 26434 | 18369 | 26434 | 26809 | 26809 | 17559 |
Largest Losing Trade | -45389 | -22424 | -45389 | -66884 | -19666 | -66884 |
Avg Bars in Trades | 196 | 199 | 194 | 196 | 199 | 194 |
Avg Bars in Winners | 142 | 134 | 148 | 142 | 134 | 148 |
Avg Bars in Losers | 306 | 301 | 314 | 306 | 301 | 314 |
Bars Traded | 24394 | 12348 | 12046 | 24394 | 12348 | 12046 |
Profit Streak | 23.3017 | 23.3017 | 39.3642 | 23.3017 | 23.3017 | 39.3642 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355153 | -230401 | -165846 | -117442 | -228325 | -693119 |
{ "trading_pair": "ARB_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714501800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758881670982, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 223, "offset": 195 } } }
{ "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": [ [ 115717.0553222213, 46004.5734564516, 69712.4818657697, 64281.3621168664, 58747.9198845958, 5533.4422322706 ], [ 115.717055, 46.004573, 69.712482, 64.281362, 58.74792, 5.533442 ], [ 0.222178, 0.088329, 0.133849, 0.095357, 0.088772, 0.010341 ], [ 10, 10, 10, 10, 10, 10 ], [ -74040, -58410, -49979, -84932, -58520, -86565 ], [ 1.308199, 1.254936, 1.357489, 1.152008, 1.344403, 1.021932 ], [ 124, 62, 62, 124, 62, 62 ], [ 83, 38, 45, 83, 38, 45 ], [ 41, 24, 17, 41, 24, 17 ], [ 66.935484, 61.290323, 72.580645, 66.935484, 61.290323, 72.580645 ], [ 0.646219, 0.792591, 0.512829, 0.569064, 0.849096, 0.386063 ], [ 26434, 18369, 26434, 26809, 26809, 17559 ], [ -45389, -22424, -45389, -66884, -19666, -66884 ], [ 196, 199, 194, 196, 199, 194 ], [ 142, 134, 148, 142, 134, 148 ], [ 306, 301, 314, 306, 301, 314 ], [ 24394, 12348, 12046, 24394, 12348, 12046 ], [ 23.301747, 23.301747, 39.364247, 23.301747, 23.301747, 39.364247 ], [ 7, 3, 6, 7, 3, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355153, -230401, -165846, -117442, -228325, -693119 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714501800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758881670982, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 223, "offset": 195 } } }
# | 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) |
---|