Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263071.7351 | 139996.5578 | 123075.1773 | 432944.9166 | 165144.595 | 267800.3216 |
Total P&L (%) | 263.0717 | 139.9966 | 123.0752 | 432.9449 | 165.1446 | 267.8003 |
Avg Daily Profit (%) | 0.2857 | 0.1521 | 0.1337 | 0.1819 | 0.106 | 0.1416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65811 | -61412 | -26635 | -299640 | -281932 | -106380 |
Profit Factor | 1.7835 | 1.6936 | 1.9189 | 1.4894 | 1.3031 | 1.7879 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 42.0561 | 33.3333 | 50.9434 | 42.0561 | 33.3333 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.4572 | 3.3872 | 1.8478 | 2.052 | 2.6062 | 1.7217 |
Largest Winning Trade | 111241 | 111241 | 32186 | 206350 | 206350 | 146090 |
Largest Losing Trade | -17104 | -17104 | -12363 | -102620 | -102620 | -36471 |
Avg Bars in Trades | 24 | 25 | 22 | 24 | 25 | 22 |
Avg Bars in Winners | 41 | 47 | 37 | 41 | 47 | 37 |
Avg Bars in Losers | 11 | 14 | 6 | 11 | 14 | 6 |
Bars Traded | 2576 | 1379 | 1197 | 2576 | 1379 | 1197 |
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 | 331533 | -176116 | -190577 | 262498 | -236837 | -180325 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2762, "evaluation_days": 920.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1683936000000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082298918, "expiration_time": 1761667200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "ohlc4", "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": [ [ 263071.7350658137, 139996.5577561807, 123075.1773096328, 432944.9165685771, 165144.5949773014, 267800.3215912757 ], [ 263.071735, 139.996558, 123.075177, 432.944917, 165.144595, 267.800322 ], [ 0.285739, 0.152059, 0.13368, 0.181908, 0.105969, 0.141559 ], [ 10, 10, 10, 10, 10, 10 ], [ -65811, -61412, -26635, -299640, -281932, -106380 ], [ 1.783461, 1.693608, 1.918859, 1.489361, 1.303109, 1.787928 ], [ 107, 54, 53, 107, 54, 53 ], [ 45, 18, 27, 45, 18, 27 ], [ 62, 36, 26, 62, 36, 26 ], [ 42.056075, 33.333333, 50.943396, 42.056075, 33.333333, 50.943396 ], [ 2.457212, 3.387216, 1.84779, 2.052009, 2.606218, 1.721708 ], [ 111241, 111241, 32186, 206350, 206350, 146090 ], [ -17104, -17104, -12363, -102620, -102620, -36471 ], [ 24, 25, 22, 24, 25, 22 ], [ 41, 47, 37, 41, 47, 37 ], [ 11, 14, 6, 11, 14, 6 ], [ 2576, 1379, 1197, 2576, 1379, 1197 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331533, -176116, -190577, 262498, -236837, -180325 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2762, "evaluation_days": 920.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1683936000000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082298918, "expiration_time": 1761667200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "ohlc4", "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) |
---|