| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 234310.8298 | 104318.0562 | 129992.7736 | 380203.4797 | 117483.2592 | 262720.2205 |
| Total P&L (%) | 234.3108 | 104.3181 | 129.9928 | 380.2035 | 117.4833 | 262.7202 |
| Avg Daily Profit (%) | 0.2506 | 0.1116 | 0.139 | 0.168 | 0.0831 | 0.1379 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -53226 | -63655 | -29470 | -145246 | -167681 | -83074 |
| Profit Factor | 1.5969 | 1.5054 | 1.6983 | 1.4048 | 1.2333 | 1.603 |
| Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
| Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
| Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
| Profitability (%) | 42.1429 | 37.1429 | 47.1429 | 42.1429 | 37.1429 | 47.1429 |
| Ratio Avg Win / Avg Loss | 2.1923 | 2.5476 | 1.9042 | 1.9286 | 2.0871 | 1.7973 |
| Largest Winning Trade | 64297 | 64297 | 29690 | 112954 | 112954 | 73349 |
| Largest Losing Trade | -19322 | -13848 | -19322 | -48403 | -46676 | -48403 |
| Avg Bars in Trades | 157 | 143 | 171 | 157 | 143 | 171 |
| Avg Bars in Winners | 262 | 251 | 271 | 262 | 251 | 271 |
| Avg Bars in Losers | 81 | 80 | 82 | 81 | 80 | 82 |
| Bars Traded | 22061 | 10074 | 11987 | 22061 | 10074 | 11987 |
| Profit Streak | 0 | 0 | 34.9142 | 0 | 0 | 34.9142 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301613 | -141040 | -99225 | 233916 | -180626 | -100919 |
{
"trading_pair": "ARB_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 22438,
"evaluation_days": 934.92,
"actual_first_datapoint_time": 1679583600000,
"first_datapoint_time": 1680418800000,
"last_datapoint_time": 1760360400000,
"evaluation_time": 1760363784404,
"expiration_time": 1766176329600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 112,
"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": [
[
234310.8297944223,
104318.0562283056,
129992.7735661167,
380203.4797370936,
117483.2592256702,
262720.2205114232
],
[
234.31083,
104.318056,
129.992774,
380.20348,
117.483259,
262.720221
],
[
0.250621,
0.11158,
0.139042,
0.167967,
0.083138,
0.13791
],
[
10,
10,
10,
10,
10,
10
],
[
-53226,
-63655,
-29470,
-145246,
-167681,
-83074
],
[
1.596894,
1.505418,
1.69832,
1.404783,
1.233293,
1.602997
],
[
140,
70,
70,
140,
70,
70
],
[
59,
26,
33,
59,
26,
33
],
[
81,
44,
37,
81,
44,
37
],
[
42.142857,
37.142857,
47.142857,
42.142857,
37.142857,
47.142857
],
[
2.192346,
2.54763,
1.904177,
1.9286,
2.087111,
1.7973
],
[
64297,
64297,
29690,
112954,
112954,
73349
],
[
-19322,
-13848,
-19322,
-48403,
-46676,
-48403
],
[
157,
143,
171,
157,
143,
171
],
[
262,
251,
271,
262,
251,
271
],
[
81,
80,
82,
81,
80,
82
],
[
22061,
10074,
11987,
22061,
10074,
11987
],
[
0,
0,
34.914171,
0,
0,
34.914171
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301613,
-141040,
-99225,
233916,
-180626,
-100919
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 22438,
"evaluation_days": 934.92,
"actual_first_datapoint_time": 1679583600000,
"first_datapoint_time": 1680418800000,
"last_datapoint_time": 1760360400000,
"evaluation_time": 1760363784404,
"expiration_time": 1766176329600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 112,
"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) |
|---|