Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227506.7036 | 98560.5886 | 128946.1149 | 268431.2295 | 137955.1965 | 130476.033 |
Total P&L (%) | 227.5067 | 98.5606 | 128.9461 | 268.4312 | 137.9552 | 130.476 |
Avg Daily Profit (%) | 0.2452 | 0.1062 | 0.139 | 0.1406 | 0.0935 | 0.09 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109178 | -86639 | -58489 | -538826 | -427108 | -351359 |
Profit Factor | 1.3173 | 1.2793 | 1.3541 | 1.098 | 1.1043 | 1.0922 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 54.7703 | 54.6099 | 54.9296 | 54.7703 | 54.6099 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.0878 | 1.0634 | 1.111 | 0.9068 | 0.9179 | 0.8961 |
Largest Winning Trade | 44918 | 27159 | 44918 | 202375 | 93757 | 202375 |
Largest Losing Trade | -28034 | -21943 | -28034 | -145296 | -145296 | -124771 |
Avg Bars in Trades | 19 | 14 | 23 | 19 | 14 | 23 |
Avg Bars in Winners | 18 | 11 | 26 | 18 | 11 | 26 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 5390 | 2051 | 3339 | 5390 | 2051 | 3339 |
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 | 380626 | -50543 | -6385 | -117295 | -174967 | -192855 |
{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5568, "evaluation_days": 928, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1681732800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759750236635, "expiration_time": 1762329600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 3.48118 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 227506.7035590821, 98560.5886218955, 128946.1149371867, 268431.229505256, 137955.1964960343, 130476.0330092217 ], [ 227.506704, 98.560589, 128.946115, 268.43123, 137.955196, 130.476033 ], [ 0.245158, 0.106208, 0.138951, 0.140625, 0.093461, 0.090016 ], [ 10, 10, 10, 10, 10, 10 ], [ -109178, -86639, -58489, -538826, -427108, -351359 ], [ 1.317292, 1.279346, 1.354052, 1.098026, 1.104294, 1.092168 ], [ 283, 141, 142, 283, 141, 142 ], [ 155, 77, 78, 155, 77, 78 ], [ 128, 64, 64, 128, 64, 64 ], [ 54.770318, 54.609929, 54.929577, 54.770318, 54.609929, 54.929577 ], [ 1.087828, 1.063353, 1.111017, 0.906757, 0.917855, 0.896138 ], [ 44918, 27159, 44918, 202375, 93757, 202375 ], [ -28034, -21943, -28034, -145296, -145296, -124771 ], [ 19, 14, 23, 19, 14, 23 ], [ 18, 11, 26, 18, 11, 26 ], [ 19, 18, 20, 19, 18, 20 ], [ 5390, 2051, 3339, 5390, 2051, 3339 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 380626, -50543, -6385, -117295, -174967, -192855 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5568, "evaluation_days": 928, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1681732800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759750236635, "expiration_time": 1762329600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 3.48118 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|