Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244474.8661 | 119729.2495 | 124745.6166 | 378117.1299 | 248129.3928 | 129987.7371 |
Total P&L (%) | 244.4749 | 119.7292 | 124.7456 | 378.1171 | 248.1294 | 129.9877 |
Avg Daily Profit (%) | 0.2657 | 0.1301 | 0.1356 | 0.1702 | 0.1356 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81667 | -54884 | -77312 | -616358 | -369159 | -366649 |
Profit Factor | 1.4176 | 1.4533 | 1.3882 | 1.1639 | 1.231 | 1.1055 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 44.9735 | 42.1053 | 47.8723 | 44.9735 | 42.1053 | 47.8723 |
Ratio Avg Win / Avg Loss | 1.7345 | 1.9983 | 1.5116 | 1.4241 | 1.6926 | 1.2037 |
Largest Winning Trade | 37256 | 28762 | 37256 | 225179 | 149843 | 225179 |
Largest Losing Trade | -25986 | -13669 | -25986 | -98497 | -74347 | -98497 |
Avg Bars in Trades | 114 | 104 | 124 | 114 | 104 | 124 |
Avg Bars in Winners | 165 | 154 | 174 | 165 | 154 | 174 |
Avg Bars in Losers | 72 | 67 | 77 | 72 | 67 | 77 |
Bars Traded | 21590 | 9914 | 11676 | 21590 | 9914 | 11676 |
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 | 328711 | -20563 | -11453 | -33796 | -14539 | -177706 |
{ "trading_pair": "ARB_USDT", "interval": "1h", "packets": 25000, "actual_packets": 22085, "evaluation_days": 920.21, "actual_first_datapoint_time": 1679583600000, "first_datapoint_time": 1680156000000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759092679826, "expiration_time": 1764814032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 77, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 244474.8660560461, 119729.2494804607, 124745.6165755852, 378117.1299171956, 248129.3927967432, 129987.7371204516 ], [ 244.474866, 119.729249, 124.745617, 378.11713, 248.129393, 129.987737 ], [ 0.265673, 0.130111, 0.135562, 0.17018, 0.135648, 0.090548 ], [ 10, 10, 10, 10, 10, 10 ], [ -81667, -54884, -77312, -616358, -369159, -366649 ], [ 1.417585, 1.453309, 1.388221, 1.163936, 1.231004, 1.105479 ], [ 189, 95, 94, 189, 95, 94 ], [ 85, 40, 45, 85, 40, 45 ], [ 104, 55, 49, 104, 55, 49 ], [ 44.973545, 42.105263, 47.87234, 44.973545, 42.105263, 47.87234 ], [ 1.734457, 1.9983, 1.511619, 1.42411, 1.69263, 1.203743 ], [ 37256, 28762, 37256, 225179, 149843, 225179 ], [ -25986, -13669, -25986, -98497, -74347, -98497 ], [ 114, 104, 124, 114, 104, 124 ], [ 165, 154, 174, 165, 154, 174 ], [ 72, 67, 77, 72, 67, 77 ], [ 21590, 9914, 11676, 21590, 9914, 11676 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328711, -20563, -11453, -33796, -14539, -177706 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "1h", "packets": 25000, "actual_packets": 22085, "evaluation_days": 920.21, "actual_first_datapoint_time": 1679583600000, "first_datapoint_time": 1680156000000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759092679826, "expiration_time": 1764814032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 77, "offset": 0, "scalar": 4 } } }
# | 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) |
---|