Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61562.078 | 11190.683 | 50371.395 | 50882.1193 | 12354.9943 | 38527.125 |
Total P&L (%) | 61.5621 | 11.1907 | 50.3714 | 50.8821 | 12.355 | 38.5271 |
Avg Daily Profit (%) | 0.2364 | 0.043 | 0.1934 | 0.1581 | 0.0447 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40088 | -30436 | -30565 | -87622 | -64720 | -62743 |
Profit Factor | 1.473 | 1.1279 | 2.1811 | 1.2231 | 1.0863 | 1.4539 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 55 | 46.6667 | 63.3333 | 55 | 46.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.2052 | 1.289 | 1.2627 | 1.0008 | 1.2415 | 0.8417 |
Largest Winning Trade | 35831 | 35831 | 16232 | 56620 | 56620 | 19677 |
Largest Losing Trade | -18986 | -18986 | -16206 | -35052 | -30516 | -35052 |
Avg Bars in Trades | 409 | 406 | 411 | 409 | 406 | 411 |
Avg Bars in Winners | 384 | 350 | 409 | 384 | 350 | 409 |
Avg Bars in Losers | 439 | 456 | 415 | 439 | 456 | 415 |
Bars Traded | 24558 | 12208 | 12350 | 24558 | 12208 | 12350 |
Profit Streak | 6.5975 | 0 | 24.1392 | 6.5975 | 0 | 24.1392 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165047 | -346822 | 364493 | -167955 | -353986 | -28010 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736731800000, "first_datapoint_time": 1736849700000, "last_datapoint_time": 1759230900000, "evaluation_time": 1759231227425, "expiration_time": 1765710900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 132, "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": [ [ 61562.0780048342, 11190.6830343517, 50371.3949704824, 50882.119258465, 12354.9942825674, 38527.1249758976 ], [ 61.562078, 11.190683, 50.371395, 50.882119, 12.354994, 38.527125 ], [ 0.236395, 0.042972, 0.193424, 0.158073, 0.044743, 0.125221 ], [ 10, 10, 10, 10, 10, 10 ], [ -40088, -30436, -30565, -87622, -64720, -62743 ], [ 1.47303, 1.127899, 2.181107, 1.223145, 1.086309, 1.453929 ], [ 60, 30, 30, 60, 30, 30 ], [ 33, 14, 19, 33, 14, 19 ], [ 27, 16, 11, 27, 16, 11 ], [ 55, 46.666667, 63.333333, 55, 46.666667, 63.333333 ], [ 1.205207, 1.289027, 1.262746, 1.000755, 1.241496, 0.841749 ], [ 35831, 35831, 16232, 56620, 56620, 19677 ], [ -18986, -18986, -16206, -35052, -30516, -35052 ], [ 409, 406, 411, 409, 406, 411 ], [ 384, 350, 409, 384, 350, 409 ], [ 439, 456, 415, 439, 456, 415 ], [ 24558, 12208, 12350, 24558, 12208, 12350 ], [ 6.59754, 0, 24.139206, 6.59754, 0, 24.139206 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165047, -346822, 364493, -167955, -353986, -28010 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736731800000, "first_datapoint_time": 1736849700000, "last_datapoint_time": 1759230900000, "evaluation_time": 1759231227425, "expiration_time": 1765710900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 132, "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) |
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