Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323829.4938 | 155943.5304 | 167885.9634 | 959187.3895 | 397728.3303 | 561459.0592 |
Total P&L (%) | 323.8295 | 155.9435 | 167.886 | 959.1874 | 397.7283 | 561.4591 |
Avg Daily Profit (%) | 0.3488 | 0.168 | 0.1808 | 0.2545 | 0.173 | 0.2037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53723 | -53698 | -32370 | -461517 | -470103 | -220870 |
Profit Factor | 1.7804 | 1.7047 | 1.8669 | 1.4828 | 1.3558 | 1.6461 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 107 | 60 | 47 | 107 | 60 | 47 |
Profitability (%) | 37.7907 | 30.2326 | 45.3488 | 37.7907 | 30.2326 | 45.3488 |
Ratio Avg Win / Avg Loss | 2.9308 | 3.9339 | 2.2498 | 2.4409 | 3.1288 | 1.9837 |
Largest Winning Trade | 69854 | 69854 | 32563 | 319112 | 319112 | 263591 |
Largest Losing Trade | -15752 | -15752 | -10735 | -134485 | -134485 | -93004 |
Avg Bars in Trades | 31 | 29 | 34 | 31 | 29 | 34 |
Avg Bars in Winners | 61 | 63 | 60 | 61 | 63 | 60 |
Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
Bars Traded | 5498 | 2494 | 3004 | 5498 | 2494 | 3004 |
Profit Streak | 17.4867 | 0 | 18.9867 | 17.4867 | 0 | 18.9867 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323627 | 102378 | 339384 | 271301 | 42936 | 346080 |
{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5571, "evaluation_days": 928.5, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680048000000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759794050262, "expiration_time": 1762372800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 34, "offset": 0, "a": 0.53436 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 323829.4937738322, 155943.5303938057, 167885.9633800265, 959187.3894754371, 397728.330276774, 561459.0591986626 ], [ 323.829494, 155.94353, 167.885963, 959.187389, 397.72833, 561.459059 ], [ 0.348766, 0.167952, 0.180814, 0.254506, 0.172996, 0.203684 ], [ 10, 10, 10, 10, 10, 10 ], [ -53723, -53698, -32370, -461517, -470103, -220870 ], [ 1.780393, 1.704701, 1.866881, 1.482772, 1.355819, 1.64606 ], [ 172, 86, 86, 172, 86, 86 ], [ 65, 26, 39, 65, 26, 39 ], [ 107, 60, 47, 107, 60, 47 ], [ 37.790698, 30.232558, 45.348837, 37.790698, 30.232558, 45.348837 ], [ 2.9308, 3.933925, 2.249831, 2.440871, 3.128814, 1.983713 ], [ 69854, 69854, 32563, 319112, 319112, 263591 ], [ -15752, -15752, -10735, -134485, -134485, -93004 ], [ 31, 29, 34, 31, 29, 34 ], [ 61, 63, 60, 61, 63, 60 ], [ 13, 14, 13, 13, 14, 13 ], [ 5498, 2494, 3004, 5498, 2494, 3004 ], [ 17.486693, 0, 18.986693, 17.486693, 0, 18.986693 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323627, 102378, 339384, 271301, 42936, 346080 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "4h", "packets": 25000, "actual_packets": 5571, "evaluation_days": 928.5, "actual_first_datapoint_time": 1679572800000, "first_datapoint_time": 1680048000000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759794050262, "expiration_time": 1762372800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 34, "offset": 0, "a": 0.53436 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|