| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 195119.1719 | 90772.4144 | 104346.7575 | 149537.9294 | 8554.571 | 140983.3584 |
| Total P&L (%) | 195.1192 | 90.7724 | 104.3468 | 149.5379 | 8.5546 | 140.9834 |
| Avg Daily Profit (%) | 0.2097 | 0.0976 | 0.1122 | 0.0983 | 0.0088 | 0.0946 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93753 | -84435 | -52816 | -197542 | -189640 | -81042 |
| Profit Factor | 1.3164 | 1.2596 | 1.3907 | 1.1456 | 1.0139 | 1.3405 |
| Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
| Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
| Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
| Profitability (%) | 53.8012 | 48.8372 | 58.8235 | 53.8012 | 48.8372 | 58.8235 |
| Ratio Avg Win / Avg Loss | 1.1304 | 1.3196 | 0.9735 | 0.9837 | 1.0622 | 0.9384 |
| Largest Winning Trade | 47128 | 47128 | 25154 | 57525 | 57525 | 42614 |
| Largest Losing Trade | -30255 | -20967 | -30255 | -61996 | -61996 | -43586 |
| Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
| Avg Bars in Winners | 31 | 31 | 31 | 31 | 31 | 31 |
| Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
| Bars Traded | 5357 | 2666 | 2691 | 5357 | 2666 | 2691 |
| Profit Streak | 13.3109 | 13.3109 | 28.9775 | 13.3109 | 13.3109 | 28.9775 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 372806 | -63047 | -42463 | -121307 | -552177 | -66201 |
{
"trading_pair": "ARB_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 5582,
"evaluation_days": 930.33,
"actual_first_datapoint_time": 1679572800000,
"first_datapoint_time": 1682265600000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759951659575,
"expiration_time": 1762531200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.03475,
"nc": 0.29985
}
}
} {
"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": [
[
195119.1719368263,
90772.4143997217,
104346.7575371046,
149537.9294109992,
8554.5709649993,
140983.3584459998
],
[
195.119172,
90.772414,
104.346758,
149.537929,
8.554571,
140.983358
],
[
0.209731,
0.09757,
0.112161,
0.09834,
0.008823,
0.094587
],
[
10,
10,
10,
10,
10,
10
],
[
-93753,
-84435,
-52816,
-197542,
-189640,
-81042
],
[
1.316383,
1.259613,
1.390705,
1.14555,
1.013947,
1.340517
],
[
171,
86,
85,
171,
86,
85
],
[
92,
42,
50,
92,
42,
50
],
[
79,
44,
35,
79,
44,
35
],
[
53.80117,
48.837209,
58.823529,
53.80117,
48.837209,
58.823529
],
[
1.130372,
1.319594,
0.973494,
0.983679,
1.06223,
0.938362
],
[
47128,
47128,
25154,
57525,
57525,
42614
],
[
-30255,
-20967,
-30255,
-61996,
-61996,
-43586
],
[
31,
31,
31,
31,
31,
31
],
[
31,
31,
31,
31,
31,
31
],
[
30,
30,
31,
30,
30,
31
],
[
5357,
2666,
2691,
5357,
2666,
2691
],
[
13.310875,
13.310875,
28.977541,
13.310875,
13.310875,
28.977541
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
372806,
-63047,
-42463,
-121307,
-552177,
-66201
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 5582,
"evaluation_days": 930.33,
"actual_first_datapoint_time": 1679572800000,
"first_datapoint_time": 1682265600000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759951659575,
"expiration_time": 1762531200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.03475,
"nc": 0.29985
}
}
}
| # | 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) |
|---|