Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161970.4829 | 70891.0508 | 91079.4321 | 125745.3189 | -8355.6622 | 134100.9811 |
Total P&L (%) | 161.9705 | 70.8911 | 91.0794 | 125.7453 | -8.3557 | 134.101 |
Avg Daily Profit (%) | 0.1743 | 0.0763 | 0.098 | 0.0877 | -0.0094 | 0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92164 | -61235 | -59294 | -233444 | -159634 | -166945 |
Profit Factor | 1.4855 | 1.4472 | 1.5202 | 1.184 | 0.9756 | 1.3929 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 46.4286 | 45.2381 | 47.619 | 46.4286 | 45.2381 | 47.619 |
Ratio Avg Win / Avg Loss | 1.714 | 1.7518 | 1.6722 | 1.3662 | 1.181 | 1.5322 |
Largest Winning Trade | 60342 | 60342 | 38392 | 92997 | 92997 | 91999 |
Largest Losing Trade | -21728 | -21728 | -19760 | -54808 | -54808 | -51571 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 47 | 42 | 53 | 47 | 42 | 53 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 2715 | 1189 | 1526 | 2715 | 1189 | 1526 |
Profit Streak | 19.513 | 0 | 28.513 | 19.513 | 0 | 28.513 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328425 | -90533 | -59934 | -94638 | -580642 | -69295 |
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{ "first_band": { "type": "bbm", "factors": { "length": 43, "offset": 0, "std": 3.80223 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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": [ [ 161970.4829427322, 70891.0508081107, 91079.4321346215, 125745.3189280842, -8355.6621793262, 134100.9811074104 ], [ 161.970483, 70.891051, 91.079432, 125.745319, -8.355662, 134.100981 ], [ 0.174287, 0.076282, 0.098005, 0.087654, -0.009389, 0.091568 ], [ 10, 10, 10, 10, 10, 10 ], [ -92164, -61235, -59294, -233444, -159634, -166945 ], [ 1.485483, 1.447159, 1.520184, 1.184027, 0.975569, 1.392925 ], [ 84, 42, 42, 84, 42, 42 ], [ 39, 19, 20, 39, 19, 20 ], [ 45, 23, 22, 45, 23, 22 ], [ 46.428571, 45.238095, 47.619048, 46.428571, 45.238095, 47.619048 ], [ 1.714019, 1.751824, 1.672202, 1.366185, 1.180952, 1.532218 ], [ 60342, 60342, 38392, 92997, 92997, 91999 ], [ -21728, -21728, -19760, -54808, -54808, -51571 ], [ 32, 28, 36, 32, 28, 36 ], [ 47, 42, 53, 47, 42, 53 ], [ 18, 16, 20, 18, 16, 20 ], [ 2715, 1189, 1526, 2715, 1189, 1526 ], [ 19.512991, 0, 28.512991, 19.512991, 0, 28.512991 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328425, -90533, -59934, -94638, -580642, -69295 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2788, "evaluation_days": 929.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1680768000000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759839522436, "expiration_time": 1762416000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 43, "offset": 0, "std": 3.80223 } }, "second_band": { "type": "midprice", "factors": { "length": 11, "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) |
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