| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 241301.7579 | 108607.1074 | 132694.6505 | 436884.2324 | 231595.1695 | 205289.0629 |
| Total P&L (%) | 241.3018 | 108.6071 | 132.6947 | 436.8842 | 231.5952 | 205.2891 |
| Avg Daily Profit (%) | 0.2584 | 0.1163 | 0.1421 | 0.1801 | 0.1284 | 0.1196 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -49380 | -56975 | -54641 | -222033 | -162225 | -170159 |
| Profit Factor | 1.4968 | 1.478 | 1.5133 | 1.2999 | 1.3409 | 1.264 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
| Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
| Profitability (%) | 43.1818 | 39.7727 | 46.5909 | 43.1818 | 39.7727 | 46.5909 |
| Ratio Avg Win / Avg Loss | 1.9694 | 2.2381 | 1.7347 | 1.7103 | 2.0305 | 1.449 |
| Largest Winning Trade | 32155 | 30864 | 32155 | 128588 | 128588 | 85254 |
| Largest Losing Trade | -16201 | -14083 | -16201 | -93251 | -45892 | -93251 |
| Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
| Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
| Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
| Bars Traded | 2734 | 1435 | 1298 | 2734 | 1435 | 1298 |
| 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 | 326347 | -39499 | -2247 | 258952 | -24142 | -34886 |
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2802,
"evaluation_days": 934,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1681171200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760237795164,
"expiration_time": 1762819200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
241301.7578931327,
108607.1073992638,
132694.6504938688,
436884.2323732261,
231595.169499093,
205289.0628741329
],
[
241.301758,
108.607107,
132.69465,
436.884232,
231.595169,
205.289063
],
[
0.258353,
0.116282,
0.142071,
0.180099,
0.128428,
0.119567
],
[
10,
10,
10,
10,
10,
10
],
[
-49380,
-56975,
-54641,
-222033,
-162225,
-170159
],
[
1.496753,
1.477981,
1.513251,
1.29986,
1.34091,
1.263998
],
[
176,
88,
88,
176,
88,
88
],
[
76,
35,
41,
76,
35,
41
],
[
100,
53,
47,
100,
53,
47
],
[
43.181818,
39.772727,
46.590909,
43.181818,
39.772727,
46.590909
],
[
1.969411,
2.238085,
1.734702,
1.710342,
2.03052,
1.448973
],
[
32155,
30864,
32155,
128588,
128588,
85254
],
[
-16201,
-14083,
-16201,
-93251,
-45892,
-93251
],
[
15,
16,
14,
15,
16,
14
],
[
26,
27,
24,
26,
27,
24
],
[
7,
8,
6,
7,
8,
6
],
[
2734,
1435,
1298,
2734,
1435,
1298
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326347,
-39499,
-2247,
258952,
-24142,
-34886
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2802,
"evaluation_days": 934,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1681171200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760237795164,
"expiration_time": 1762819200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|