Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152798.599 | 70087.44 | 82711.159 | 224569.0005 | 144045.7431 | 80523.2573 |
Total P&L (%) | 152.7986 | 70.0874 | 82.7112 | 224.569 | 144.0457 | 80.5233 |
Avg Daily Profit (%) | 0.5867 | 0.2691 | 0.3176 | 0.4531 | 0.3432 | 0.2271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40019 | -38447 | -37393 | -99894 | -64338 | -128942 |
Profit Factor | 1.6184 | 1.5752 | 1.6604 | 1.4129 | 1.5593 | 1.2813 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 41.8803 | 40.678 | 43.1034 | 41.8803 | 40.678 | 43.1034 |
Ratio Avg Win / Avg Loss | 2.2459 | 2.2971 | 2.1918 | 1.9608 | 2.274 | 1.6913 |
Largest Winning Trade | 50628 | 50628 | 25849 | 61263 | 61263 | 39975 |
Largest Losing Trade | -10143 | -8835 | -10143 | -34282 | -22052 | -34282 |
Avg Bars in Trades | 209 | 216 | 202 | 209 | 216 | 202 |
Avg Bars in Winners | 315 | 316 | 315 | 315 | 316 | 315 |
Avg Bars in Losers | 132 | 147 | 116 | 132 | 147 | 116 |
Bars Traded | 24504 | 12770 | 11734 | 24504 | 12770 | 11734 |
Profit Streak | 4.6541 | 6.0811 | 0 | 4.6541 | 6.0811 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365017 | -170194 | -172361 | 281472 | -169658 | -175199 |
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737191700000, "first_datapoint_time": 1737370800000, "last_datapoint_time": 1759690800000, "evaluation_time": 1759691510099, "expiration_time": 1766170800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 161, "offset": 0, "a": 0.77361 } }, "second_band": { "type": "tema", "factors": { "length": 200, "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": [ [ 152798.5990158187, 70087.4400049624, 82711.1590108563, 224569.0004752952, 144045.743128631, 80523.2573466641 ], [ 152.798599, 70.08744, 82.711159, 224.569, 144.045743, 80.523257 ], [ 0.586739, 0.269132, 0.317607, 0.453112, 0.343182, 0.227079 ], [ 10, 10, 10, 10, 10, 10 ], [ -40019, -38447, -37393, -99894, -64338, -128942 ], [ 1.618386, 1.575186, 1.660418, 1.412946, 1.559282, 1.281287 ], [ 117, 59, 58, 117, 59, 58 ], [ 49, 24, 25, 49, 24, 25 ], [ 68, 35, 33, 68, 35, 33 ], [ 41.880342, 40.677966, 43.103448, 41.880342, 40.677966, 43.103448 ], [ 2.245924, 2.297146, 2.191752, 1.960822, 2.273953, 1.691298 ], [ 50628, 50628, 25849, 61263, 61263, 39975 ], [ -10143, -8835, -10143, -34282, -22052, -34282 ], [ 209, 216, 202, 209, 216, 202 ], [ 315, 316, 315, 315, 316, 315 ], [ 132, 147, 116, 132, 147, 116 ], [ 24504, 12770, 11734, 24504, 12770, 11734 ], [ 4.654052, 6.081135, 0, 4.654052, 6.081135, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365017, -170194, -172361, 281472, -169658, -175199 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737191700000, "first_datapoint_time": 1737370800000, "last_datapoint_time": 1759690800000, "evaluation_time": 1759691510099, "expiration_time": 1766170800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 161, "offset": 0, "a": 0.77361 } }, "second_band": { "type": "tema", "factors": { "length": 200, "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) |
---|