Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252787.3311 | 105257.6679 | 147529.6631 | 531136.1762 | 210866.5474 | 320269.6288 |
Total P&L (%) | 252.7873 | 105.2577 | 147.5297 | 531.1362 | 210.8665 | 320.2696 |
Avg Daily Profit (%) | 0.2729 | 0.1136 | 0.1593 | 0.1991 | 0.1225 | 0.1551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48760 | -60292 | -34376 | -220251 | -274310 | -151083 |
Profit Factor | 1.5815 | 1.4544 | 1.7265 | 1.3657 | 1.2825 | 1.4539 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 40.5556 | 35.5556 | 45.5556 | 40.5556 | 35.5556 | 45.5556 |
Ratio Avg Win / Avg Loss | 2.3181 | 2.6361 | 2.0633 | 2.0018 | 2.3244 | 1.7376 |
Largest Winning Trade | 37059 | 37059 | 28013 | 153137 | 153137 | 116168 |
Largest Losing Trade | -19856 | -15565 | -19856 | -151083 | -73960 | -151083 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 7 | 8 | 5 | 7 | 8 | 5 |
Bars Traded | 2637 | 1378 | 1259 | 2637 | 1378 | 1259 |
Profit Streak | 15.1067 | 0 | 16.4401 | 15.1067 | 0 | 16.4401 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334526 | -44815 | 336800 | 279350 | -34019 | 294589 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2779, "evaluation_days": 926.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1682467200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759574020960, "expiration_time": 1762156800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 252787.3310668701, 105257.6679443932, 147529.6631224769, 531136.1762254403, 210866.5474069359, 320269.6288185044 ], [ 252.787331, 105.257668, 147.529663, 531.136176, 210.866547, 320.269629 ], [ 0.272891, 0.113629, 0.159263, 0.199085, 0.122514, 0.155111 ], [ 10, 10, 10, 10, 10, 10 ], [ -48760, -60292, -34376, -220251, -274310, -151083 ], [ 1.581501, 1.454416, 1.726452, 1.365747, 1.282453, 1.45387 ], [ 180, 90, 90, 180, 90, 90 ], [ 73, 32, 41, 73, 32, 41 ], [ 107, 58, 49, 107, 58, 49 ], [ 40.555556, 35.555556, 45.555556, 40.555556, 35.555556, 45.555556 ], [ 2.31809, 2.636128, 2.06332, 2.001848, 2.324447, 1.737551 ], [ 37059, 37059, 28013, 153137, 153137, 116168 ], [ -19856, -15565, -19856, -151083, -73960, -151083 ], [ 14, 15, 13, 14, 15, 13 ], [ 25, 27, 24, 25, 27, 24 ], [ 7, 8, 5, 7, 8, 5 ], [ 2637, 1378, 1259, 2637, 1378, 1259 ], [ 15.106724, 0, 16.440057, 15.106724, 0, 16.440057 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334526, -44815, 336800, 279350, -34019, 294589 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2779, "evaluation_days": 926.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1682467200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759574020960, "expiration_time": 1762156800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|