| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 157127.0359 | 79350.1962 | 77776.8397 | 57735.1411 | 85445.4037 | -27710.2625 |
| Total P&L (%) | 157.127 | 79.3502 | 77.7768 | 57.7351 | 85.4454 | -27.7103 |
| Avg Daily Profit (%) | 0.1707 | 0.0862 | 0.0845 | 0.0495 | 0.0671 | -0.0353 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -163661 | -81934 | -126576 | -153900 | -46746 | -127071 |
| Profit Factor | 1.3026 | 1.3904 | 1.2461 | 1.135 | 1.5966 | 0.9026 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
| Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Profitability (%) | 54.6763 | 53.6232 | 55.7143 | 54.6763 | 53.6232 | 55.7143 |
| Ratio Avg Win / Avg Loss | 1.0798 | 1.2025 | 0.9905 | 0.9409 | 1.3809 | 0.7174 |
| Largest Winning Trade | 26712 | 26165 | 26712 | 29096 | 29096 | 23729 |
| Largest Losing Trade | -51267 | -29719 | -51267 | -77500 | -18429 | -77500 |
| Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
| Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
| Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
| Bars Traded | 2556 | 1190 | 1366 | 2556 | 1190 | 1366 |
| Profit Streak | 14.2059 | 14.2059 | 46.8726 | 14.2059 | 14.2059 | 46.8726 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367820 | -177549 | -173710 | -198523 | -201744 | -672450 |
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2761,
"evaluation_days": 920.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1684886400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759064191063,
"expiration_time": 1761638400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 174,
"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": [
[
157127.0358828389,
79350.196213641,
77776.839669198,
57735.141137123,
85445.4036703148,
-27710.2625331918
],
[
157.127036,
79.350196,
77.77684,
57.735141,
85.445404,
-27.710263
],
[
0.170729,
0.086219,
0.08451,
0.049532,
0.067128,
-0.035252
],
[
10,
10,
10,
10,
10,
10
],
[
-163661,
-81934,
-126576,
-153900,
-46746,
-127071
],
[
1.302614,
1.390418,
1.246139,
1.135005,
1.59661,
0.902578
],
[
139,
69,
70,
139,
69,
70
],
[
76,
37,
39,
76,
37,
39
],
[
63,
32,
31,
63,
32,
31
],
[
54.676259,
53.623188,
55.714286,
54.676259,
53.623188,
55.714286
],
[
1.079799,
1.202524,
0.990521,
0.940859,
1.380852,
0.717434
],
[
26712,
26165,
26712,
29096,
29096,
23729
],
[
-51267,
-29719,
-51267,
-77500,
-18429,
-77500
],
[
18,
17,
19,
18,
17,
19
],
[
18,
16,
19,
18,
16,
19
],
[
18,
17,
19,
18,
17,
19
],
[
2556,
1190,
1366,
2556,
1190,
1366
],
[
14.205915,
14.205915,
46.872582,
14.205915,
14.205915,
46.872582
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367820,
-177549,
-173710,
-198523,
-201744,
-672450
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2761,
"evaluation_days": 920.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1684886400000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759064191063,
"expiration_time": 1761638400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 174,
"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) |
|---|