| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 74960.0505 | 55081.9795 | 19878.071 | 89716.2785 | 62891.3405 | 26824.938 |
| Total P&L (%) | 74.9601 | 55.082 | 19.8781 | 89.7163 | 62.8913 | 26.8249 |
| Avg Daily Profit (%) | 0.8635 | 0.6345 | 0.229 | 0.7404 | 0.5636 | 0.2741 |
| Buy And Hold Return (%) | 24.4684 | 24.4684 | 24.4684 | 24.4684 | 24.4684 | 24.4684 |
| Max Trade Drawdown | -20322 | -22172 | -10422 | -37699 | -32063 | -18782 |
| Profit Factor | 1.639 | 1.795 | 1.4139 | 1.4601 | 1.5383 | 1.3432 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Profitability (%) | 42.5743 | 44 | 41.1765 | 42.5743 | 44 | 41.1765 |
| Ratio Avg Win / Avg Loss | 2.2107 | 2.2845 | 2.0199 | 1.9694 | 1.9578 | 1.9189 |
| Largest Winning Trade | 21762 | 21762 | 10282 | 27859 | 27859 | 17689 |
| Largest Losing Trade | -10332 | -10332 | -4223 | -19476 | -19476 | -6519 |
| Avg Bars in Trades | 241 | 317 | 166 | 241 | 317 | 166 |
| Avg Bars in Winners | 354 | 482 | 220 | 354 | 482 | 220 |
| Avg Bars in Losers | 157 | 187 | 129 | 157 | 187 | 129 |
| Bars Traded | 24387 | 15875 | 8512 | 24387 | 15875 | 8512 |
| Profit Streak | 4.749 | 0 | 8.6101 | 4.749 | 0 | 8.6101 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315671 | -174810 | -340051 | 281157 | -174448 | -310412 |
{
"trading_pair": "ARB_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751227200000,
"first_datapoint_time": 1751295900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758877716072,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 104,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 230,
"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": [
[
74960.0504979524,
55081.9794965425,
19878.07100141,
89716.278502798,
62891.3404721151,
26824.9380306829
],
[
74.96005,
55.081979,
19.878071,
89.716279,
62.89134,
26.824938
],
[
0.863496,
0.634512,
0.228984,
0.740384,
0.56363,
0.274119
],
[
24.468387,
24.468387,
24.468387,
24.468387,
24.468387,
24.468387
],
[
-20322,
-22172,
-10422,
-37699,
-32063,
-18782
],
[
1.63898,
1.794978,
1.413914,
1.4601,
1.538282,
1.343225
],
[
101,
50,
51,
101,
50,
51
],
[
43,
22,
21,
43,
22,
21
],
[
58,
28,
30,
58,
28,
30
],
[
42.574257,
44,
41.176471,
42.574257,
44,
41.176471
],
[
2.210718,
2.284518,
2.019878,
1.969438,
1.957813,
1.918892
],
[
21762,
21762,
10282,
27859,
27859,
17689
],
[
-10332,
-10332,
-4223,
-19476,
-19476,
-6519
],
[
241,
317,
166,
241,
317,
166
],
[
354,
482,
220,
354,
482,
220
],
[
157,
187,
129,
157,
187,
129
],
[
24387,
15875,
8512,
24387,
15875,
8512
],
[
4.749028,
0,
8.61014,
4.749029,
0,
8.61014
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315671,
-174810,
-340051,
281157,
-174448,
-310412
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1751227200000,
"first_datapoint_time": 1751295900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758877716072,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 104,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 230,
"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) |
|---|