Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244278.692 | 119674.236 | 124604.4559 | 329545.2488 | -15740.0685 | 345285.3173 |
Total P&L (%) | 244.2787 | 119.6742 | 124.6045 | 329.5452 | -15.7401 | 345.2853 |
Avg Daily Profit (%) | 0.2653 | 0.13 | 0.1353 | 0.1584 | -0.0186 | 0.1624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67488 | -88868 | -22144 | -206888 | -333534 | -40943 |
Profit Factor | 1.6026 | 1.4056 | 2.1293 | 1.3242 | 0.9803 | 2.5939 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 53.1915 | 45.7143 | 60.5634 | 53.1915 | 45.7143 | 60.5634 |
Ratio Avg Win / Avg Loss | 1.4103 | 1.6692 | 1.3865 | 1.1653 | 1.1641 | 1.689 |
Largest Winning Trade | 99933 | 99933 | 15701 | 150788 | 150788 | 45835 |
Largest Losing Trade | -21271 | -21271 | -13090 | -73544 | -73544 | -32348 |
Avg Bars in Trades | 18 | 29 | 7 | 18 | 29 | 7 |
Avg Bars in Winners | 21 | 38 | 8 | 21 | 38 | 8 |
Avg Bars in Losers | 15 | 22 | 6 | 15 | 22 | 6 |
Bars Traded | 2614 | 2087 | 527 | 2614 | 2087 | 527 |
Profit Streak | 6.7488 | 0 | 92.0821 | 6.7488 | 0 | 92.0821 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426719 | -113498 | -93044 | 332974 | -674958 | -71385 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2762, "evaluation_days": 920.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1680364800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082294973, "expiration_time": 1761667200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 206, "offset": 0, "std": 2.6052 } }, "second_band": { "type": "dcl", "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": [ [ 244278.6919753622, 119674.2360423893, 124604.4559329728, 329545.2487804772, -15740.0684834615, 345285.3172639386 ], [ 244.278692, 119.674236, 124.604456, 329.545249, -15.740068, 345.285317 ], [ 0.265327, 0.129986, 0.135341, 0.15844, -0.0186, 0.162355 ], [ 10, 10, 10, 10, 10, 10 ], [ -67488, -88868, -22144, -206888, -333534, -40943 ], [ 1.602579, 1.405609, 2.129276, 1.32419, 0.980322, 2.593884 ], [ 141, 70, 71, 141, 70, 71 ], [ 75, 32, 43, 75, 32, 43 ], [ 66, 38, 28, 66, 38, 28 ], [ 53.191489, 45.714286, 60.56338, 53.191489, 45.714286, 60.56338 ], [ 1.41027, 1.669161, 1.386505, 1.165287, 1.164133, 1.689041 ], [ 99933, 99933, 15701, 150788, 150788, 45835 ], [ -21271, -21271, -13090, -73544, -73544, -32348 ], [ 18, 29, 7, 18, 29, 7 ], [ 21, 38, 8, 21, 38, 8 ], [ 15, 22, 6, 15, 22, 6 ], [ 2614, 2087, 527, 2614, 2087, 527 ], [ 6.748784, 0, 92.082118, 6.748784, 0, 92.082118 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 426719, -113498, -93044, 332974, -674958, -71385 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2762, "evaluation_days": 920.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1680364800000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082294973, "expiration_time": 1761667200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 206, "offset": 0, "std": 2.6052 } }, "second_band": { "type": "dcl", "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) |
---|