Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189609.4956 | 107281.6724 | 82327.8232 | 182982.6584 | 145649.4816 | 37333.1768 |
Total P&L (%) | 189.6095 | 107.2817 | 82.3278 | 182.9827 | 145.6495 | 37.3332 |
Avg Daily Profit (%) | 0.206 | 0.1166 | 0.0895 | 0.1131 | 0.0977 | 0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67723 | -38284 | -55098 | -309615 | -171610 | -158516 |
Profit Factor | 1.4747 | 1.597 | 1.3747 | 1.2016 | 1.3252 | 1.0812 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 54.1667 | 56.25 | 52.0833 | 54.1667 | 56.25 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.2478 | 1.2421 | 1.2647 | 1.0168 | 1.0307 | 0.9947 |
Largest Winning Trade | 39643 | 34528 | 39643 | 146428 | 146428 | 82819 |
Largest Losing Trade | -23415 | -15326 | -23415 | -117493 | -90824 | -117493 |
Avg Bars in Trades | 26 | 19 | 32 | 26 | 19 | 32 |
Avg Bars in Winners | 27 | 16 | 39 | 27 | 16 | 39 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 2503 | 950 | 1553 | 2503 | 950 | 1553 |
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 | 356323 | -34305 | -72633 | -41463 | -61124 | -281763 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2761, "evaluation_days": 920.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1683360000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759064193304, "expiration_time": 1761638400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 132, "offset": 0, "multiplier": 2.94763 } }, "second_band": { "type": "sma", "factors": { "length": 13, "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": [ [ 189609.4956114311, 107281.6724249726, 82327.8231864584, 182982.6584430341, 145649.4816115923, 37333.1768314418 ], [ 189.609496, 107.281672, 82.327823, 182.982658, 145.649482, 37.333177 ], [ 0.206023, 0.116569, 0.089455, 0.11309, 0.097701, 0.034476 ], [ 10, 10, 10, 10, 10, 10 ], [ -67723, -38284, -55098, -309615, -171610, -158516 ], [ 1.474716, 1.59701, 1.374697, 1.201645, 1.32516, 1.081245 ], [ 96, 48, 48, 96, 48, 48 ], [ 52, 27, 25, 52, 27, 25 ], [ 44, 21, 23, 44, 21, 23 ], [ 54.166667, 56.25, 52.083333, 54.166667, 56.25, 52.083333 ], [ 1.247837, 1.242119, 1.264721, 1.016777, 1.03068, 0.994745 ], [ 39643, 34528, 39643, 146428, 146428, 82819 ], [ -23415, -15326, -23415, -117493, -90824, -117493 ], [ 26, 19, 32, 26, 19, 32 ], [ 27, 16, 39, 27, 16, 39 ], [ 24, 24, 24, 24, 24, 24 ], [ 2503, 950, 1553, 2503, 950, 1553 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356323, -34305, -72633, -41463, -61124, -281763 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2761, "evaluation_days": 920.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1683360000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759064193304, "expiration_time": 1761638400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 132, "offset": 0, "multiplier": 2.94763 } }, "second_band": { "type": "sma", "factors": { "length": 13, "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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