| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 115803.9543 | 46288.6378 | 69515.3165 | 139535.296 | 55781.0233 | 83754.2727 |
| Total P&L (%) | 115.804 | 46.2886 | 69.5153 | 139.5353 | 55.781 | 83.7543 |
| Avg Daily Profit (%) | 0.4447 | 0.1777 | 0.2669 | 0.336 | 0.1704 | 0.2339 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -53834 | -25422 | -39529 | -108141 | -61307 | -86572 |
| Profit Factor | 1.4691 | 1.3609 | 1.586 | 1.2849 | 1.2185 | 1.3573 |
| Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
| Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Profitability (%) | 61.7188 | 60.9375 | 62.5 | 61.7188 | 60.9375 | 62.5 |
| Ratio Avg Win / Avg Loss | 0.9112 | 0.8724 | 0.9516 | 0.797 | 0.7811 | 0.8144 |
| Largest Winning Trade | 16087 | 13087 | 16087 | 28425 | 26015 | 28425 |
| Largest Losing Trade | -22870 | -19314 | -22870 | -48402 | -37820 | -48402 |
| Avg Bars in Trades | 189 | 208 | 170 | 189 | 208 | 170 |
| Avg Bars in Winners | 146 | 147 | 145 | 146 | 147 | 145 |
| Avg Bars in Losers | 257 | 302 | 210 | 257 | 302 | 210 |
| Bars Traded | 24211 | 13318 | 10893 | 24211 | 13318 | 10893 |
| Profit Streak | 4.8794 | 4.8794 | 23.4002 | 4.8794 | 4.8794 | 23.4002 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 385073 | -133997 | -129122 | 311121 | -134215 | -130770 |
{
"trading_pair": "ARB_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737063900000,
"first_datapoint_time": 1737278100000,
"last_datapoint_time": 1759563000000,
"evaluation_time": 1759563381238,
"expiration_time": 1766043000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 239,
"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": [
[
115803.954255648,
46288.6377732288,
69515.3164824192,
139535.2959646228,
55781.0232670973,
83754.2726975256
],
[
115.803954,
46.288638,
69.515316,
139.535296,
55.781023,
83.754273
],
[
0.444681,
0.177746,
0.266935,
0.335995,
0.170363,
0.233907
],
[
10,
10,
10,
10,
10,
10
],
[
-53834,
-25422,
-39529,
-108141,
-61307,
-86572
],
[
1.469084,
1.360915,
1.586038,
1.284944,
1.218496,
1.357315
],
[
128,
64,
64,
128,
64,
64
],
[
79,
39,
40,
79,
39,
40
],
[
49,
25,
24,
49,
25,
24
],
[
61.71875,
60.9375,
62.5,
61.71875,
60.9375,
62.5
],
[
0.911204,
0.872381,
0.951623,
0.79699,
0.781087,
0.814389
],
[
16087,
13087,
16087,
28425,
26015,
28425
],
[
-22870,
-19314,
-22870,
-48402,
-37820,
-48402
],
[
189,
208,
170,
189,
208,
170
],
[
146,
147,
145,
146,
147,
145
],
[
257,
302,
210,
257,
302,
210
],
[
24211,
13318,
10893,
24211,
13318,
10893
],
[
4.879412,
4.879412,
23.400246,
4.879412,
4.879412,
23.400246
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
385073,
-133997,
-129122,
311121,
-134215,
-130770
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737063900000,
"first_datapoint_time": 1737278100000,
"last_datapoint_time": 1759563000000,
"evaluation_time": 1759563381238,
"expiration_time": 1766043000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 239,
"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) |
|---|