Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148731.0199 | 64551.2556 | 84179.7643 | 214634.4641 | 117968.6781 | 96665.786 |
Total P&L (%) | 148.731 | 64.5513 | 84.1798 | 214.6345 | 117.9687 | 96.6658 |
Avg Daily Profit (%) | 0.5711 | 0.2479 | 0.3232 | 0.4411 | 0.2997 | 0.26 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28642 | -54144 | -19884 | -77803 | -47751 | -44374 |
Profit Factor | 1.5001 | 1.4127 | 1.597 | 1.491 | 1.5416 | 1.4408 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 41.7722 | 40.5063 | 43.038 | 41.7722 | 40.5063 | 43.038 |
Ratio Avg Win / Avg Loss | 2.0911 | 2.0749 | 2.1137 | 2.0784 | 2.2642 | 1.9069 |
Largest Winning Trade | 46755 | 46755 | 18080 | 44178 | 44178 | 30694 |
Largest Losing Trade | -8672 | -8490 | -8672 | -25373 | -15897 | -25373 |
Avg Bars in Trades | 155 | 159 | 151 | 155 | 159 | 151 |
Avg Bars in Winners | 256 | 256 | 256 | 256 | 256 | 256 |
Avg Bars in Losers | 83 | 93 | 72 | 83 | 93 | 72 |
Bars Traded | 24583 | 12595 | 11988 | 24583 | 12595 | 11988 |
Profit Streak | 6.8594 | 0 | 17.0886 | 6.8594 | 0 | 17.0886 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364652 | -22494 | -17897 | 322648 | -20901 | -19392 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736342100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759041451178, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.64865 } }, "second_band": { "type": "tema", "factors": { "length": 128, "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": [ [ 148731.0198555536, 64551.2555506832, 84179.7643048702, 214634.4641416497, 117968.6781272563, 96665.7860143934 ], [ 148.73102, 64.551256, 84.179764, 214.634464, 117.968678, 96.665786 ], [ 0.57112, 0.247874, 0.323246, 0.441121, 0.29965, 0.260047 ], [ 10, 10, 10, 10, 10, 10 ], [ -28642, -54144, -19884, -77803, -47751, -44374 ], [ 1.500113, 1.412729, 1.597048, 1.490999, 1.541558, 1.44078 ], [ 158, 79, 79, 158, 79, 79 ], [ 66, 32, 34, 66, 32, 34 ], [ 92, 47, 45, 92, 47, 45 ], [ 41.772152, 40.506329, 43.037975, 41.772152, 40.506329, 43.037975 ], [ 2.091067, 2.074945, 2.11374, 2.078362, 2.264163, 1.906915 ], [ 46755, 46755, 18080, 44178, 44178, 30694 ], [ -8672, -8490, -8672, -25373, -15897, -25373 ], [ 155, 159, 151, 155, 159, 151 ], [ 256, 256, 256, 256, 256, 256 ], [ 83, 93, 72, 83, 93, 72 ], [ 24583, 12595, 11988, 24583, 12595, 11988 ], [ 6.859389, 0, 17.088555, 6.859389, 0, 17.088555 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364652, -22494, -17897, 322648, -20901, -19392 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736342100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759041451178, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.64865 } }, "second_band": { "type": "tema", "factors": { "length": 128, "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) |
---|