Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145756.5421 | 50969.4536 | 94787.0885 | 97689.8807 | 47505.9562 | 50183.9245 |
Total P&L (%) | 145.7565 | 50.9695 | 94.7871 | 97.6899 | 47.506 | 50.1839 |
Avg Daily Profit (%) | 0.1591 | 0.0556 | 0.1035 | 0.0744 | 0.0424 | 0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85460 | -76185 | -58456 | -184154 | -126770 | -151596 |
Profit Factor | 1.2138 | 1.1596 | 1.2615 | 1.0922 | 1.1019 | 1.0846 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 152 | 72 | 80 | 152 | 72 | 80 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 54.2857 | 51.4286 | 57.1429 | 54.2857 | 51.4286 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0221 | 1.0951 | 0.9462 | 0.9198 | 1.0407 | 0.8135 |
Largest Winning Trade | 25828 | 25828 | 22799 | 35031 | 34256 | 35031 |
Largest Losing Trade | -28872 | -22728 | -28872 | -81791 | -40806 | -81791 |
Avg Bars in Trades | 12 | 9 | 15 | 12 | 9 | 15 |
Avg Bars in Winners | 11 | 8 | 13 | 11 | 8 | 13 |
Avg Bars in Losers | 14 | 11 | 18 | 14 | 11 | 18 |
Bars Traded | 3552 | 1370 | 2182 | 3552 | 1370 | 2182 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328538 | -164646 | -55669 | -212027 | -245892 | -263035 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 64, "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": [ [ 145756.5421436915, 50969.4536015148, 94787.0885421767, 97689.8807112371, 47505.9561766802, 50183.924534557 ], [ 145.756542, 50.969454, 94.787089, 97.689881, 47.505956, 50.183925 ], [ 0.159079, 0.055628, 0.103451, 0.07441, 0.042432, 0.044396 ], [ 10, 10, 10, 10, 10, 10 ], [ -85460, -76185, -58456, -184154, -126770, -151596 ], [ 1.213756, 1.15955, 1.261536, 1.092238, 1.101946, 1.08461 ], [ 280, 140, 140, 280, 140, 140 ], [ 152, 72, 80, 152, 72, 80 ], [ 128, 68, 60, 128, 68, 60 ], [ 54.285714, 51.428571, 57.142857, 54.285714, 51.428571, 57.142857 ], [ 1.022111, 1.09513, 0.946152, 0.919779, 1.040727, 0.813458 ], [ 25828, 25828, 22799, 35031, 34256, 35031 ], [ -28872, -22728, -28872, -81791, -40806, -81791 ], [ 12, 9, 15, 12, 9, 15 ], [ 11, 8, 13, 11, 8, 13 ], [ 14, 11, 18, 14, 11, 18 ], [ 3552, 1370, 2182, 3552, 1370, 2182 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328538, -164646, -55669, -212027, -245892, -263035 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3665, "evaluation_days": 916.25, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680933600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759026714118, "expiration_time": 1761307200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 64, "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) |
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