Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233020.9447 | 116023.6099 | 116997.3349 | 364033.6464 | 164426.9044 | 199606.742 |
Total P&L (%) | 233.0209 | 116.0236 | 116.9973 | 364.0336 | 164.4269 | 199.6067 |
Avg Daily Profit (%) | 0.2521 | 0.1255 | 0.1266 | 0.1662 | 0.1053 | 0.1188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54313 | -55521 | -45966 | -156884 | -151012 | -118592 |
Profit Factor | 1.607 | 1.5799 | 1.6365 | 1.3277 | 1.2694 | 1.3988 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 48.1203 | 46.2687 | 50 | 48.1203 | 46.2687 | 50 |
Ratio Avg Win / Avg Loss | 1.7326 | 1.8347 | 1.6365 | 1.4314 | 1.4741 | 1.3988 |
Largest Winning Trade | 63794 | 63794 | 30944 | 135156 | 135156 | 81945 |
Largest Losing Trade | -18882 | -18882 | -16549 | -73737 | -73737 | -70475 |
Avg Bars in Trades | 80 | 75 | 86 | 80 | 75 | 86 |
Avg Bars in Winners | 119 | 108 | 129 | 119 | 108 | 129 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 10720 | 5035 | 5685 | 10720 | 5035 | 5685 |
Profit Streak | 0 | 0 | 22.753 | 0 | 0 | 22.753 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386263 | -140947 | -144573 | 259438 | -170978 | -157372 |
{ "trading_pair": "ARB_USDT", "interval": "2h", "packets": 25000, "actual_packets": 11092, "evaluation_days": 924.33, "actual_first_datapoint_time": 1679580000000, "first_datapoint_time": 1681048800000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759435456037, "expiration_time": 1762310246400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 3.91003 } } }
{ "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": [ [ 233020.9447326227, 116023.6098726628, 116997.3348599599, 364033.6463858279, 164426.9044067353, 199606.7419790925 ], [ 233.020945, 116.02361, 116.997335, 364.033646, 164.426904, 199.606742 ], [ 0.252097, 0.125522, 0.126575, 0.166181, 0.105255, 0.118784 ], [ 10, 10, 10, 10, 10, 10 ], [ -54313, -55521, -45966, -156884, -151012, -118592 ], [ 1.607015, 1.579897, 1.636533, 1.327714, 1.269403, 1.398824 ], [ 133, 67, 66, 133, 67, 66 ], [ 64, 31, 33, 64, 31, 33 ], [ 69, 36, 33, 69, 36, 33 ], [ 48.120301, 46.268657, 50, 48.120301, 46.268657, 50 ], [ 1.732563, 1.834719, 1.636533, 1.431442, 1.474145, 1.398824 ], [ 63794, 63794, 30944, 135156, 135156, 81945 ], [ -18882, -18882, -16549, -73737, -73737, -70475 ], [ 80, 75, 86, 80, 75, 86 ], [ 119, 108, 129, 119, 108, 129 ], [ 44, 46, 42, 44, 46, 42 ], [ 10720, 5035, 5685, 10720, 5035, 5685 ], [ 0, 0, 22.752963, 0, 0, 22.752963 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386263, -140947, -144573, 259438, -170978, -157372 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "2h", "packets": 25000, "actual_packets": 11092, "evaluation_days": 924.33, "actual_first_datapoint_time": 1679580000000, "first_datapoint_time": 1681048800000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759435456037, "expiration_time": 1762310246400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 18, "offset": 0, "multiplier": 3.91003 } } }
# | 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) |
---|