Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219019.7588 | 93117.7626 | 125901.9961 | 309944.1531 | 125214.6678 | 184729.4853 |
Total P&L (%) | 219.0198 | 93.1178 | 125.902 | 309.9442 | 125.2147 | 184.7295 |
Avg Daily Profit (%) | 0.2361 | 0.1004 | 0.1357 | 0.1522 | 0.0876 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86722 | -81291 | -45228 | -365363 | -323335 | -105793 |
Profit Factor | 1.5533 | 1.4325 | 1.6974 | 1.2762 | 1.2098 | 1.3516 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 42.5 | 38.3333 | 46.6667 | 42.5 | 38.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.1016 | 2.3045 | 1.9399 | 1.7266 | 1.9461 | 1.5447 |
Largest Winning Trade | 45375 | 45375 | 30718 | 141165 | 138084 | 141165 |
Largest Losing Trade | -27394 | -15565 | -27394 | -104965 | -57225 | -104965 |
Avg Bars in Trades | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Winners | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 2637 | 1394 | 1243 | 2637 | 1394 | 1243 |
Profit Streak | 16.5169 | 0 | 17.5169 | 16.5169 | 0 | 17.5169 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321350 | -230681 | -178262 | 234559 | -249137 | -210448 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2783, "evaluation_days": 927.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1682784000000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759695856612, "expiration_time": 1762272000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 113, "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": [ [ 219019.7587564468, 93117.7626382326, 125901.9961182142, 309944.1530539821, 125214.6677542439, 184729.4852997381 ], [ 219.019759, 93.117763, 125.901996, 309.944153, 125.214668, 184.729485 ], [ 0.236097, 0.100378, 0.135719, 0.152201, 0.087557, 0.112859 ], [ 10, 10, 10, 10, 10, 10 ], [ -86722, -81291, -45228, -365363, -323335, -105793 ], [ 1.553343, 1.432535, 1.69741, 1.276174, 1.209762, 1.351637 ], [ 120, 60, 60, 120, 60, 60 ], [ 51, 23, 28, 51, 23, 28 ], [ 69, 37, 32, 69, 37, 32 ], [ 42.5, 38.333333, 46.666667, 42.5, 38.333333, 46.666667 ], [ 2.101582, 2.304512, 1.939898, 1.726588, 1.946139, 1.544728 ], [ 45375, 45375, 30718, 141165, 138084, 141165 ], [ -27394, -15565, -27394, -104965, -57225, -104965 ], [ 21, 23, 20, 21, 23, 20 ], [ 35, 38, 32, 35, 38, 32 ], [ 12, 13, 10, 12, 13, 10 ], [ 2637, 1394, 1243, 2637, 1394, 1243 ], [ 16.516859, 0, 17.516859, 16.516859, 0, 17.516859 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321350, -230681, -178262, 234559, -249137, -210448 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2783, "evaluation_days": 927.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1682784000000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759695856612, "expiration_time": 1762272000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 113, "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) |
---|