Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347614.0936 | 165400.0254 | 182214.0682 | 1186791.1987 | 467916.5643 | 718874.6344 |
Total P&L (%) | 347.6141 | 165.4 | 182.2141 | 1186.7912 | 467.9166 | 718.8746 |
Avg Daily Profit (%) | 0.375 | 0.1784 | 0.1966 | 0.276 | 0.1875 | 0.2271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70960 | -73511 | -21919 | -488444 | -494382 | -146282 |
Profit Factor | 1.9665 | 1.7912 | 2.2098 | 1.7854 | 1.5503 | 2.088 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Profitability (%) | 36 | 28 | 44 | 36 | 28 | 44 |
Ratio Avg Win / Avg Loss | 3.496 | 4.6059 | 2.8125 | 3.174 | 3.9865 | 2.6574 |
Largest Winning Trade | 81845 | 81845 | 30343 | 347503 | 347503 | 189387 |
Largest Losing Trade | -11515 | -11515 | -10718 | -82483 | -82415 | -82483 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 34 | 38 | 32 | 34 | 38 | 32 |
Avg Bars in Losers | 8 | 10 | 4 | 8 | 10 | 4 |
Bars Traded | 2669 | 1393 | 1276 | 2669 | 1393 | 1276 |
Profit Streak | 16.1 | 0 | 17.1 | 16.1 | 0 | 17.1 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325757 | -62439 | -46646 | 297710 | -63033 | -46204 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2781, "evaluation_days": 927, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1682380800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759631036540, "expiration_time": 1762214400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.85598, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 347614.093598789, 165400.0253792186, 182214.0682195703, 1186791.198666922, 467916.5642925588, 718874.6343743629 ], [ 347.614094, 165.400025, 182.214068, 1186.791199, 467.916564, 718.874634 ], [ 0.374988, 0.178425, 0.196563, 0.275972, 0.187533, 0.227093 ], [ 10, 10, 10, 10, 10, 10 ], [ -70960, -73511, -21919, -488444, -494382, -146282 ], [ 1.966478, 1.791169, 2.209814, 1.785396, 1.550287, 2.087952 ], [ 150, 75, 75, 150, 75, 75 ], [ 54, 21, 33, 54, 21, 33 ], [ 96, 54, 42, 96, 54, 42 ], [ 36, 28, 44, 36, 28, 44 ], [ 3.49596, 4.605863, 2.812491, 3.174038, 3.986452, 2.657394 ], [ 81845, 81845, 30343, 347503, 347503, 189387 ], [ -11515, -11515, -10718, -82483, -82415, -82483 ], [ 17, 18, 17, 17, 18, 17 ], [ 34, 38, 32, 34, 38, 32 ], [ 8, 10, 4, 8, 10, 4 ], [ 2669, 1393, 1276, 2669, 1393, 1276 ], [ 16.09996, 0, 17.09996, 16.09996, 0, 17.09996 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325757, -62439, -46646, 297710, -63033, -46204 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2781, "evaluation_days": 927, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1682380800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759631036540, "expiration_time": 1762214400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.85598, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|