Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305479.2942 | 157077.0834 | 148402.2108 | 771168.0833 | 533621.3409 | 237546.7424 |
Total P&L (%) | 305.4793 | 157.0771 | 148.4022 | 771.1681 | 533.6213 | 237.5467 |
Avg Daily Profit (%) | 0.3295 | 0.1694 | 0.1601 | 0.2338 | 0.1994 | 0.1313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76296 | -41370 | -68721 | -1049757 | -535431 | -1104548 |
Profit Factor | 1.5786 | 1.6359 | 1.5283 | 1.199 | 1.2911 | 1.1163 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 61.7486 | 63.0435 | 60.4396 | 61.7486 | 63.0435 | 60.4396 |
Ratio Avg Win / Avg Loss | 0.9779 | 0.959 | 1.0003 | 0.7427 | 0.7568 | 0.7307 |
Largest Winning Trade | 42200 | 25012 | 42200 | 361812 | 361812 | 327712 |
Largest Losing Trade | -26463 | -15326 | -26463 | -399935 | -273555 | -399935 |
Avg Bars in Trades | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Winners | 25 | 16 | 35 | 25 | 16 | 35 |
Avg Bars in Losers | 32 | 34 | 31 | 32 | 34 | 31 |
Bars Traded | 5214 | 2101 | 3113 | 5214 | 2101 | 3113 |
Profit Streak | 0 | 0 | 22.0699 | 0 | 0 | 22.0699 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417863 | 346238 | 372598 | 279193 | 299989 | -110395 |
{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5562, "evaluation_days": 927, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1682337600000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759657237046, "expiration_time": 1762243200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 4.17404 } }, "second_band": { "type": "tema", "factors": { "length": 193, "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": [ [ 305479.2941612247, 157077.0834078064, 148402.2107534188, 771168.0832661992, 533621.3409090305, 237546.742357169 ], [ 305.479294, 157.077083, 148.402211, 771.168083, 533.621341, 237.546742 ], [ 0.329535, 0.169447, 0.160089, 0.233786, 0.199366, 0.13132 ], [ 10, 10, 10, 10, 10, 10 ], [ -76296, -41370, -68721, -1049757, -535431, -1104548 ], [ 1.578642, 1.635923, 1.528277, 1.198967, 1.291094, 1.116291 ], [ 183, 92, 91, 183, 92, 91 ], [ 113, 58, 55, 113, 58, 55 ], [ 70, 34, 36, 70, 34, 36 ], [ 61.748634, 63.043478, 60.43956, 61.748634, 63.043478, 60.43956 ], [ 0.97792, 0.958989, 1.000327, 0.742723, 0.756848, 0.730663 ], [ 42200, 25012, 42200, 361812, 361812, 327712 ], [ -26463, -15326, -26463, -399935, -273555, -399935 ], [ 28, 22, 34, 28, 22, 34 ], [ 25, 16, 35, 25, 16, 35 ], [ 32, 34, 31, 32, 34, 31 ], [ 5214, 2101, 3113, 5214, 2101, 3113 ], [ 0, 0, 22.069873, 0, 0, 22.069873 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 417863, 346238, 372598, 279193, 299989, -110395 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5562, "evaluation_days": 927, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1682337600000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759657237046, "expiration_time": 1762243200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 4.17404 } }, "second_band": { "type": "tema", "factors": { "length": 193, "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) |
---|