Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150963.2916 | 65410.183 | 85553.1085 | 53412.818 | 58830.2814 | -5417.4633 |
Total P&L (%) | 150.9633 | 65.4102 | 85.5531 | 53.4128 | 58.8303 | -5.4175 |
Avg Daily Profit (%) | 0.163 | 0.0706 | 0.0924 | 0.0462 | 0.05 | -0.006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85984 | -88923 | -68205 | -144560 | -96888 | -129897 |
Profit Factor | 1.3329 | 1.2471 | 1.4533 | 1.0878 | 1.1912 | 0.982 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 57.0093 | 49.0566 | 64.8148 | 57.0093 | 49.0566 | 64.8148 |
Ratio Avg Win / Avg Loss | 1.0052 | 1.2951 | 0.7889 | 0.8203 | 1.237 | 0.5331 |
Largest Winning Trade | 43160 | 43160 | 20884 | 51242 | 51242 | 22051 |
Largest Losing Trade | -49801 | -34918 | -49801 | -98223 | -40304 | -98223 |
Avg Bars in Trades | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Winners | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Losers | 31 | 35 | 26 | 31 | 35 | 26 |
Bars Traded | 2663 | 1523 | 1140 | 2663 | 1523 | 1140 |
Profit Streak | 26.2673 | 26.6007 | 26.2673 | 26.2673 | 26.6007 | 26.2673 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362825 | -278805 | -247624 | -255464 | -316749 | -758093 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2779, "evaluation_days": 926.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1681171200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759587898239, "expiration_time": 1762156800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 57, "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": [ [ 150963.2915534341, 65410.1830148908, 85553.1085385433, 53412.8180006972, 58830.2813506863, -5417.4633499891 ], [ 150.963292, 65.410183, 85.553109, 53.412818, 58.830281, -5.417463 ], [ 0.162969, 0.070612, 0.092357, 0.04621, 0.049959, -0.006013 ], [ 10, 10, 10, 10, 10, 10 ], [ -85984, -88923, -68205, -144560, -96888, -129897 ], [ 1.332931, 1.247108, 1.453302, 1.087763, 1.1912, 0.981997 ], [ 107, 53, 54, 107, 53, 54 ], [ 61, 26, 35, 61, 26, 35 ], [ 46, 27, 19, 46, 27, 19 ], [ 57.009346, 49.056604, 64.814815, 57.009346, 49.056604, 64.814815 ], [ 1.005161, 1.295073, 0.788935, 0.82028, 1.237015, 0.533084 ], [ 43160, 43160, 20884, 51242, 51242, 22051 ], [ -49801, -34918, -49801, -98223, -40304, -98223 ], [ 24, 28, 21, 24, 28, 21 ], [ 19, 21, 18, 19, 21, 18 ], [ 31, 35, 26, 31, 35, 26 ], [ 2663, 1523, 1140, 2663, 1523, 1140 ], [ 26.267341, 26.600674, 26.267341, 26.267341, 26.600674, 26.267341 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362825, -278805, -247624, -255464, -316749, -758093 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2779, "evaluation_days": 926.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1681171200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759587898239, "expiration_time": 1762156800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 57, "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) |
---|