Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174388.4726 | 79762.972 | 94625.5006 | 327275.6977 | 174361.1551 | 152914.5426 |
Total P&L (%) | 174.3885 | 79.763 | 94.6255 | 327.2757 | 174.3612 | 152.9145 |
Avg Daily Profit (%) | 0.6696 | 0.3063 | 0.3634 | 0.5592 | 0.3883 | 0.3569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41708 | -38402 | -21770 | -72406 | -66322 | -50754 |
Profit Factor | 1.6643 | 1.5944 | 1.7374 | 1.7097 | 1.7191 | 1.6993 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 44.6809 | 45.0704 | 44.2857 | 44.6809 | 45.0704 | 44.2857 |
Ratio Avg Win / Avg Loss | 2.0605 | 1.9432 | 2.1857 | 2.1168 | 2.0952 | 2.1378 |
Largest Winning Trade | 22307 | 19146 | 22307 | 54401 | 54401 | 45868 |
Largest Losing Trade | -10378 | -9184 | -10378 | -32669 | -32669 | -16942 |
Avg Bars in Trades | 173 | 182 | 164 | 173 | 182 | 164 |
Avg Bars in Winners | 249 | 262 | 236 | 249 | 262 | 236 |
Avg Bars in Losers | 111 | 116 | 107 | 111 | 116 | 107 |
Bars Traded | 24457 | 12945 | 11512 | 24457 | 12945 | 11512 |
Profit Streak | 3.3444 | 5.209 | 0 | 3.3444 | 5.209 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391442 | -78034 | -85765 | 360622 | -77069 | -85893 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737080100000, "first_datapoint_time": 1737304200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759580158493, "expiration_time": 1766059200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 190, "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": [ [ 174388.4725938758, 79762.9719512961, 94625.5006425798, 327275.6976701795, 174361.1551173126, 152914.5425528669 ], [ 174.388473, 79.762972, 94.625501, 327.275698, 174.361155, 152.914543 ], [ 0.669643, 0.306286, 0.363357, 0.559218, 0.388309, 0.356937 ], [ 10, 10, 10, 10, 10, 10 ], [ -41708, -38402, -21770, -72406, -66322, -50754 ], [ 1.664275, 1.594392, 1.73735, 1.709707, 1.719127, 1.699262 ], [ 141, 71, 70, 141, 71, 70 ], [ 63, 32, 31, 63, 32, 31 ], [ 78, 39, 39, 78, 39, 39 ], [ 44.680851, 45.070423, 44.285714, 44.680851, 45.070423, 44.285714 ], [ 2.060531, 1.943165, 2.185699, 2.11678, 2.095186, 2.137781 ], [ 22307, 19146, 22307, 54401, 54401, 45868 ], [ -10378, -9184, -10378, -32669, -32669, -16942 ], [ 173, 182, 164, 173, 182, 164 ], [ 249, 262, 236, 249, 262, 236 ], [ 111, 116, 107, 111, 116, 107 ], [ 24457, 12945, 11512, 24457, 12945, 11512 ], [ 3.344427, 5.20901, 0, 3.344427, 5.20901, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391442, -78034, -85765, 360622, -77069, -85893 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737080100000, "first_datapoint_time": 1737304200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759580158493, "expiration_time": 1766059200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 190, "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) |
---|