| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 147582.9386 | 72139.9718 | 75442.9668 | 104225.8785 | 24675.0973 | 79550.7812 |
| Total P&L (%) | 147.5829 | 72.14 | 75.443 | 104.2259 | 24.6751 | 79.5508 |
| Avg Daily Profit (%) | 0.1595 | 0.078 | 0.0815 | 0.0772 | 0.0238 | 0.0633 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74963 | -80426 | -35701 | -159642 | -182279 | -64047 |
| Profit Factor | 1.4385 | 1.3583 | 1.558 | 1.1637 | 1.0632 | 1.3228 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Profitability (%) | 61.7978 | 64.4444 | 59.0909 | 61.7978 | 64.4444 | 59.0909 |
| Ratio Avg Win / Avg Loss | 0.8893 | 0.7494 | 1.0786 | 0.7194 | 0.5866 | 0.9158 |
| Largest Winning Trade | 53501 | 46986 | 53501 | 67318 | 65509 | 67318 |
| Largest Losing Trade | -32663 | -32663 | -16376 | -88061 | -88061 | -31791 |
| Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
| Avg Bars in Winners | 29 | 28 | 30 | 29 | 28 | 30 |
| Avg Bars in Losers | 24 | 37 | 13 | 24 | 37 | 13 |
| Bars Traded | 2468 | 1433 | 1035 | 2468 | 1433 | 1035 |
| Profit Streak | 0 | 0 | 21.8539 | 0 | 0 | 21.8539 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 318999 | -88146 | -80373 | -129656 | -315487 | -107822 |
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2776,
"evaluation_days": 925.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1686700800000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759494578252,
"expiration_time": 1762070400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
147582.9386154251,
72139.9717975839,
75442.9668178411,
104225.8785020122,
24675.0972677727,
79550.7812342396
],
[
147.582939,
72.139972,
75.442967,
104.225879,
24.675097,
79.550781
],
[
0.159492,
0.077961,
0.081531,
0.077198,
0.023837,
0.063272
],
[
10,
10,
10,
10,
10,
10
],
[
-74963,
-80426,
-35701,
-159642,
-182279,
-64047
],
[
1.438533,
1.358314,
1.557986,
1.163719,
1.06324,
1.322812
],
[
89,
45,
44,
89,
45,
44
],
[
55,
29,
26,
55,
29,
26
],
[
34,
16,
18,
34,
16,
18
],
[
61.797753,
64.444444,
59.090909,
61.797753,
64.444444,
59.090909
],
[
0.889275,
0.749414,
1.078606,
0.71939,
0.586615,
0.915793
],
[
53501,
46986,
53501,
67318,
65509,
67318
],
[
-32663,
-32663,
-16376,
-88061,
-88061,
-31791
],
[
27,
31,
23,
27,
31,
23
],
[
29,
28,
30,
29,
28,
30
],
[
24,
37,
13,
24,
37,
13
],
[
2468,
1433,
1035,
2468,
1433,
1035
],
[
0,
0,
21.853915,
0,
0,
21.853915
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318999,
-88146,
-80373,
-129656,
-315487,
-107822
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2776,
"evaluation_days": 925.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1686700800000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759494578252,
"expiration_time": 1762070400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|