Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145198.8688 | 63780.3461 | 81418.5227 | 207436.759 | 115327.7517 | 92109.0073 |
Total P&L (%) | 145.1989 | 63.7803 | 81.4185 | 207.4368 | 115.3278 | 92.109 |
Avg Daily Profit (%) | 0.5576 | 0.2449 | 0.3126 | 0.4322 | 0.295 | 0.251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40582 | -43024 | -33434 | -69508 | -41576 | -75710 |
Profit Factor | 1.5423 | 1.4511 | 1.6444 | 1.4884 | 1.5445 | 1.4326 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 43.6047 | 39.5349 | 47.6744 | 43.6047 | 39.5349 | 47.6744 |
Ratio Avg Win / Avg Loss | 1.9948 | 2.2194 | 1.8048 | 1.925 | 2.3622 | 1.5724 |
Largest Winning Trade | 45794 | 45794 | 19810 | 55640 | 49661 | 55640 |
Largest Losing Trade | -13394 | -11211 | -13394 | -29606 | -12991 | -29606 |
Avg Bars in Trades | 143 | 158 | 127 | 143 | 158 | 127 |
Avg Bars in Winners | 211 | 245 | 183 | 211 | 245 | 183 |
Avg Bars in Losers | 90 | 101 | 77 | 90 | 101 | 77 |
Bars Traded | 24639 | 13632 | 11007 | 24639 | 13632 | 11007 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373370 | 141101 | 326656 | 322933 | 191970 | 267782 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736590500000, "first_datapoint_time": 1736694000000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759089959700, "expiration_time": 1765569600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "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": [ [ 145198.8688207333, 63780.3461046463, 81418.5227160871, 207436.7589869607, 115327.7517110197, 92109.0072759411 ], [ 145.198869, 63.780346, 81.418523, 207.436759, 115.327752, 92.109007 ], [ 0.557557, 0.244913, 0.312643, 0.432196, 0.294955, 0.251022 ], [ 10, 10, 10, 10, 10, 10 ], [ -40582, -43024, -33434, -69508, -41576, -75710 ], [ 1.542339, 1.451135, 1.64439, 1.488408, 1.544519, 1.432593 ], [ 172, 86, 86, 172, 86, 86 ], [ 75, 34, 41, 75, 34, 41 ], [ 97, 52, 45, 97, 52, 45 ], [ 43.604651, 39.534884, 47.674419, 43.604651, 39.534884, 47.674419 ], [ 1.994758, 2.219383, 1.804818, 1.925007, 2.362206, 1.572358 ], [ 45794, 45794, 19810, 55640, 49661, 55640 ], [ -13394, -11211, -13394, -29606, -12991, -29606 ], [ 143, 158, 127, 143, 158, 127 ], [ 211, 245, 183, 211, 245, 183 ], [ 90, 101, 77, 90, 101, 77 ], [ 24639, 13632, 11007, 24639, 13632, 11007 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373370, 141101, 326656, 322933, 191970, 267782 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736590500000, "first_datapoint_time": 1736694000000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759089959700, "expiration_time": 1765569600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 40, "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) |
---|