Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204224.1275 | 103172.2411 | 101051.8864 | 156247.4064 | 99408.7022 | 56838.7042 |
Total P&L (%) | 204.2241 | 103.1722 | 101.0519 | 156.2474 | 99.4087 | 56.8387 |
Avg Daily Profit (%) | 0.2188 | 0.1105 | 0.1083 | 0.1009 | 0.074 | 0.0482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68874 | -61557 | -66345 | -207662 | -77901 | -221902 |
Profit Factor | 1.4525 | 1.59 | 1.3656 | 1.1792 | 1.3271 | 1.1001 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 57.2727 | 56.3636 | 58.1818 | 57.2727 | 56.3636 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.0836 | 1.231 | 0.9815 | 0.8797 | 1.0274 | 0.7907 |
Largest Winning Trade | 74673 | 74673 | 43896 | 116442 | 66850 | 116442 |
Largest Losing Trade | -24104 | -20750 | -24104 | -69248 | -41394 | -69248 |
Avg Bars in Trades | 32 | 22 | 41 | 32 | 22 | 41 |
Avg Bars in Winners | 34 | 27 | 42 | 34 | 27 | 42 |
Avg Bars in Losers | 28 | 16 | 41 | 28 | 16 | 41 |
Bars Traded | 3545 | 1238 | 2307 | 3545 | 1238 | 2307 |
Profit Streak | 43.8054 | 0 | 50.3054 | 43.8054 | 0 | 50.3054 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381107 | -222540 | -228083 | -81619 | -272892 | -419934 |
{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3734, "evaluation_days": 933.5, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1682100000000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760231986027, "expiration_time": 1762797600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 4.68532 } }, "second_band": { "type": "jma", "factors": { "length": 118, "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": [ [ 204224.127524105, 103172.241083451, 101051.886440654, 156247.4063752432, 99408.7021626521, 56838.704212591 ], [ 204.224128, 103.172241, 101.051886, 156.247406, 99.408702, 56.838704 ], [ 0.218772, 0.110522, 0.108251, 0.100851, 0.073963, 0.048222 ], [ 10, 10, 10, 10, 10, 10 ], [ -68874, -61557, -66345, -207662, -77901, -221902 ], [ 1.452548, 1.590029, 1.365579, 1.179204, 1.327102, 1.10007 ], [ 110, 55, 55, 110, 55, 55 ], [ 63, 31, 32, 63, 31, 32 ], [ 47, 24, 23, 47, 24, 23 ], [ 57.272727, 56.363636, 58.181818, 57.272727, 56.363636, 58.181818 ], [ 1.083647, 1.23099, 0.98151, 0.879724, 1.027434, 0.790675 ], [ 74673, 74673, 43896, 116442, 66850, 116442 ], [ -24104, -20750, -24104, -69248, -41394, -69248 ], [ 32, 22, 41, 32, 22, 41 ], [ 34, 27, 42, 34, 27, 42 ], [ 28, 16, 41, 28, 16, 41 ], [ 3545, 1238, 2307, 3545, 1238, 2307 ], [ 43.805394, 0, 50.305394, 43.805394, 0, 50.305394 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 381107, -222540, -228083, -81619, -272892, -419934 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "6h", "packets": 25000, "actual_packets": 3734, "evaluation_days": 933.5, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1682100000000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760231986027, "expiration_time": 1762797600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 55, "offset": 0, "multiplier": 4.68532 } }, "second_band": { "type": "jma", "factors": { "length": 118, "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) |
---|