Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103764.9571 | 74176.6377 | 29588.3195 | 64096.3362 | 97348.0756 | -33251.7393 |
Total P&L (%) | 103.765 | 74.1766 | 29.5883 | 64.0963 | 97.3481 | -33.2517 |
Avg Daily Profit (%) | 1.1953 | 0.8545 | 0.3408 | 0.5722 | 0.7862 | -0.4646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50588 | -33973 | -32945 | -82238 | -34258 | -81155 |
Profit Factor | 1.3185 | 1.518 | 1.162 | 1.1729 | 1.684 | 0.8544 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Losing Trades | 229 | 117 | 112 | 229 | 117 | 112 |
Profitability (%) | 39.0957 | 37.766 | 40.4255 | 39.0957 | 37.766 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.054 | 2.5016 | 1.7125 | 1.8271 | 2.7751 | 1.2592 |
Largest Winning Trade | 80516 | 80516 | 68632 | 109873 | 109873 | 55539 |
Largest Losing Trade | -32945 | -4112 | -32945 | -81155 | -4642 | -81155 |
Avg Bars in Trades | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Winners | 96 | 96 | 95 | 96 | 96 | 95 |
Avg Bars in Losers | 46 | 47 | 46 | 46 | 47 | 46 |
Bars Traded | 24849 | 12420 | 12428 | 24849 | 12420 | 12428 |
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 | 366441 | 335747 | -40739 | -23064 | 353657 | -584352 |
{ "trading_pair": "ARB_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752723000000, "first_datapoint_time": 1752744000000, "last_datapoint_time": 1760222700000, "evaluation_time": 1760222894100, "expiration_time": 1766702700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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": [ [ 103764.9571376948, 74176.6376841926, 29588.3194535023, 64096.3362220521, 97348.0755677521, -33251.7393457 ], [ 103.764957, 74.176638, 29.588319, 64.096336, 97.348076, -33.251739 ], [ 1.195311, 0.854471, 0.34084, 0.572168, 0.786162, -0.46458 ], [ 10, 10, 10, 10, 10, 10 ], [ -50588, -33973, -32945, -82238, -34258, -81155 ], [ 1.318504, 1.518043, 1.162037, 1.172877, 1.684049, 0.854447 ], [ 376, 188, 188, 376, 188, 188 ], [ 147, 71, 76, 147, 71, 76 ], [ 229, 117, 112, 229, 117, 112 ], [ 39.095745, 37.765957, 40.425532, 39.095745, 37.765957, 40.425532 ], [ 2.053996, 2.501563, 1.712476, 1.827136, 2.775123, 1.259184 ], [ 80516, 80516, 68632, 109873, 109873, 55539 ], [ -32945, -4112, -32945, -81155, -4642, -81155 ], [ 66, 66, 66, 66, 66, 66 ], [ 96, 96, 95, 96, 96, 95 ], [ 46, 47, 46, 46, 47, 46 ], [ 24849, 12420, 12428, 24849, 12420, 12428 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366441, 335747, -40739, -23064, 353657, -584352 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752723000000, "first_datapoint_time": 1752744000000, "last_datapoint_time": 1760222700000, "evaluation_time": 1760222894100, "expiration_time": 1766702700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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) |
---|