Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206798.8904 | 106655.7933 | 100143.0971 | 195676.2082 | 171767.545 | 23908.6631 |
Total P&L (%) | 206.7989 | 106.6558 | 100.1431 | 195.6762 | 171.7675 | 23.9087 |
Avg Daily Profit (%) | 0.2244 | 0.1157 | 0.1087 | 0.1177 | 0.1085 | 0.0233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65004 | -59586 | -65342 | -289884 | -168297 | -155312 |
Profit Factor | 1.4244 | 1.4794 | 1.3782 | 1.1489 | 1.2742 | 1.0347 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 58.7302 | 60.3175 | 57.1429 | 58.7302 | 60.3175 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0009 | 0.9733 | 1.0337 | 0.8073 | 0.8383 | 0.7761 |
Largest Winning Trade | 46657 | 46657 | 35534 | 176584 | 176584 | 67774 |
Largest Losing Trade | -26738 | -19546 | -26738 | -116536 | -86942 | -116536 |
Avg Bars in Trades | 20 | 14 | 26 | 20 | 14 | 26 |
Avg Bars in Winners | 20 | 13 | 29 | 20 | 13 | 29 |
Avg Bars in Losers | 20 | 16 | 23 | 20 | 16 | 23 |
Bars Traded | 2608 | 918 | 1690 | 2608 | 918 | 1690 |
Profit Streak | 0 | 0 | 17.1548 | 0 | 0 | 17.1548 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375018 | -184064 | -192279 | -92587 | -194901 | -494951 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2765, "evaluation_days": 921.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1683792000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759174976299, "expiration_time": 1761753600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 129, "offset": 0, "multiplier": 3.02351 } }, "second_band": { "type": "tema", "factors": { "length": 148, "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": [ [ 206798.8903884472, 106655.7933132556, 100143.0970751914, 195676.2081620098, 171767.5450323308, 23908.663129679 ], [ 206.79889, 106.655793, 100.143097, 195.676208, 171.767545, 23.908663 ], [ 0.224374, 0.11572, 0.108654, 0.117692, 0.108533, 0.023262 ], [ 10, 10, 10, 10, 10, 10 ], [ -65004, -59586, -65342, -289884, -168297, -155312 ], [ 1.424417, 1.479376, 1.378234, 1.14886, 1.274197, 1.034748 ], [ 126, 63, 63, 126, 63, 63 ], [ 74, 38, 36, 74, 38, 36 ], [ 52, 25, 27, 52, 25, 27 ], [ 58.730159, 60.31746, 57.142857, 58.730159, 60.31746, 57.142857 ], [ 1.000942, 0.973274, 1.033675, 0.807307, 0.838287, 0.776061 ], [ 46657, 46657, 35534, 176584, 176584, 67774 ], [ -26738, -19546, -26738, -116536, -86942, -116536 ], [ 20, 14, 26, 20, 14, 26 ], [ 20, 13, 29, 20, 13, 29 ], [ 20, 16, 23, 20, 16, 23 ], [ 2608, 918, 1690, 2608, 918, 1690 ], [ 0, 0, 17.154818, 0, 0, 17.154818 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375018, -184064, -192279, -92587, -194901, -494951 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2765, "evaluation_days": 921.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1683792000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759174976299, "expiration_time": 1761753600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 129, "offset": 0, "multiplier": 3.02351 } }, "second_band": { "type": "tema", "factors": { "length": 148, "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) |
---|