Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99268.3344 | 57310.3674 | 41957.967 | 144118.7947 | 76861.7037 | 67257.091 |
Total P&L (%) | 99.2683 | 57.3104 | 41.958 | 144.1188 | 76.8617 | 67.2571 |
Avg Daily Profit (%) | 1.1435 | 0.6602 | 0.4833 | 1.0334 | 0.659 | 0.5943 |
Buy And Hold Return (%) | 20.3719 | 20.3719 | 20.3719 | 20.3719 | 20.3719 | 20.3719 |
Max Trade Drawdown | -28438 | -10123 | -23910 | -38214 | -12358 | -33473 |
Profit Factor | 2.3188 | 2.6664 | 2.0265 | 2.4163 | 2.7425 | 2.1667 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 68.4211 | 68.4211 | 68.4211 | 68.4211 | 68.4211 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.0702 | 1.2306 | 0.9353 | 1.1152 | 1.2657 | 1 |
Largest Winning Trade | 18633 | 18633 | 16758 | 31675 | 21729 | 31675 |
Largest Losing Trade | -16474 | -6674 | -16474 | -24016 | -9084 | -24016 |
Avg Bars in Trades | 314 | 298 | 329 | 314 | 298 | 329 |
Avg Bars in Winners | 337 | 333 | 342 | 337 | 333 | 342 |
Avg Bars in Losers | 263 | 223 | 302 | 263 | 223 | 302 |
Bars Traded | 23877 | 11346 | 12531 | 23877 | 11346 | 12531 |
Profit Streak | 8.122 | 8.122 | 13.2054 | 8.122 | 8.122 | 13.2054 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36596 | 481691 | 236933 | -35057 | 517324 | 472159 |
{ "trading_pair": "ARB_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752077100000, "first_datapoint_time": 1752135300000, "last_datapoint_time": 1759576800000, "evaluation_time": 1759577143561, "expiration_time": 1766056800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "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": [ [ 99268.334381048, 57310.3673674773, 41957.9670135707, 144118.7946690284, 76861.703679086, 67257.0909899425 ], [ 99.268334, 57.310367, 41.957967, 144.118795, 76.861704, 67.257091 ], [ 1.143513, 0.660182, 0.483331, 1.033393, 0.658996, 0.594273 ], [ 20.371912, 20.371912, 20.371912, 20.371912, 20.371912, 20.371912 ], [ -28438, -10123, -23910, -38214, -12358, -33473 ], [ 2.318843, 2.666362, 2.026451, 2.416314, 2.742455, 2.166744 ], [ 76, 38, 38, 76, 38, 38 ], [ 52, 26, 26, 52, 26, 26 ], [ 24, 12, 12, 24, 12, 12 ], [ 68.421053, 68.421053, 68.421053, 68.421053, 68.421053, 68.421053 ], [ 1.070235, 1.230628, 0.935285, 1.115222, 1.265748, 1.000036 ], [ 18633, 18633, 16758, 31675, 21729, 31675 ], [ -16474, -6674, -16474, -24016, -9084, -24016 ], [ 314, 298, 329, 314, 298, 329 ], [ 337, 333, 342, 337, 333, 342 ], [ 263, 223, 302, 263, 223, 302 ], [ 23877, 11346, 12531, 23877, 11346, 12531 ], [ 8.122032, 8.122032, 13.205365, 8.122032, 8.122032, 13.205365 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -36596, 481691, 236933, -35057, 517324, 472159 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752077100000, "first_datapoint_time": 1752135300000, "last_datapoint_time": 1759576800000, "evaluation_time": 1759577143561, "expiration_time": 1766056800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "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) |
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