| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 161200.822 | 74442.7845 | 86758.0375 | 243362.7078 | 123453.1606 | 119909.5472 |
| Total P&L (%) | 161.2008 | 74.4428 | 86.758 | 243.3627 | 123.4532 | 119.9095 |
| Avg Daily Profit (%) | 0.619 | 0.2859 | 0.3331 | 0.4748 | 0.3092 | 0.3031 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -49803 | -41841 | -25351 | -41469 | -35061 | -25969 |
| Profit Factor | 1.3751 | 1.3108 | 1.4563 | 1.4707 | 1.4182 | 1.5405 |
| Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
| Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Losing Trades | 156 | 78 | 78 | 156 | 78 | 78 |
| Profitability (%) | 44.484 | 44.2857 | 44.6809 | 44.484 | 44.2857 | 44.6809 |
| Ratio Avg Win / Avg Loss | 1.7162 | 1.649 | 1.803 | 1.8354 | 1.7842 | 1.9073 |
| Largest Winning Trade | 26914 | 23079 | 26914 | 42462 | 42462 | 33334 |
| Largest Losing Trade | -12666 | -12666 | -11140 | -20795 | -20795 | -14601 |
| Avg Bars in Trades | 87 | 87 | 88 | 87 | 87 | 88 |
| Avg Bars in Winners | 124 | 127 | 121 | 124 | 127 | 121 |
| Avg Bars in Losers | 59 | 56 | 61 | 59 | 56 | 61 |
| Bars Traded | 24720 | 12271 | 12449 | 24720 | 12271 | 12449 |
| Profit Streak | 0 | 3.7228 | 0 | 0 | 3.7228 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 388285 | 192177 | 261513 | 364947 | 223008 | 270800 |
{
"trading_pair": "ARB_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736970300000,
"first_datapoint_time": 1737144900000,
"last_datapoint_time": 1759469400000,
"evaluation_time": 1759469751894,
"expiration_time": 1765949400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 107,
"offset": 19
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 195,
"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": [
[
161200.8220359547,
74442.7845275911,
86758.0375083635,
243362.707758068,
123453.1605541188,
119909.5472039493
],
[
161.200822,
74.442785,
86.758038,
243.362708,
123.453161,
119.909547
],
[
0.619003,
0.285857,
0.333147,
0.474827,
0.309221,
0.303064
],
[
10,
10,
10,
10,
10,
10
],
[
-49803,
-41841,
-25351,
-41469,
-35061,
-25969
],
[
1.375147,
1.310766,
1.45625,
1.47071,
1.418233,
1.540537
],
[
281,
140,
141,
281,
140,
141
],
[
125,
62,
63,
125,
62,
63
],
[
156,
78,
78,
156,
78,
78
],
[
44.483986,
44.285714,
44.680851,
44.483986,
44.285714,
44.680851
],
[
1.716183,
1.649028,
1.802977,
1.835446,
1.784229,
1.907331
],
[
26914,
23079,
26914,
42462,
42462,
33334
],
[
-12666,
-12666,
-11140,
-20795,
-20795,
-14601
],
[
87,
87,
88,
87,
87,
88
],
[
124,
127,
121,
124,
127,
121
],
[
59,
56,
61,
59,
56,
61
],
[
24720,
12271,
12449,
24720,
12271,
12449
],
[
0,
3.722823,
0,
0,
3.722823,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388285,
192177,
261513,
364947,
223008,
270800
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736970300000,
"first_datapoint_time": 1737144900000,
"last_datapoint_time": 1759469400000,
"evaluation_time": 1759469751894,
"expiration_time": 1765949400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 107,
"offset": 19
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 195,
"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) |
|---|