Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285589.7963 | 124439.8587 | 161149.9376 | 511100.7482 | -76160.3164 | 587261.0646 |
Total P&L (%) | 285.5898 | 124.4399 | 161.1499 | 511.1007 | -76.1603 | 587.2611 |
Avg Daily Profit (%) | 0.3059 | 0.1333 | 0.1726 | 0.1941 | -0.1535 | 0.2067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75429 | -50492 | -56655 | -774362 | -571659 | -514226 |
Profit Factor | 1.3446 | 1.2656 | 1.4475 | 1.1099 | 0.9729 | 1.3185 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 194 | 99 | 95 | 194 | 99 | 95 |
Losing Trades | 158 | 77 | 81 | 158 | 77 | 81 |
Profitability (%) | 55.1136 | 56.25 | 53.9773 | 55.1136 | 56.25 | 53.9773 |
Ratio Avg Win / Avg Loss | 1.0951 | 0.9844 | 1.2342 | 0.9039 | 0.7567 | 1.1242 |
Largest Winning Trade | 30976 | 30976 | 29215 | 201390 | 201390 | 170226 |
Largest Losing Trade | -31611 | -31611 | -17239 | -282466 | -282466 | -117067 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 2780 | 1320 | 1460 | 2780 | 1320 | 1460 |
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 | 419894 | -15438 | 343134 | -90582 | -579323 | 340240 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2801, "evaluation_days": 933.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1679990400000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760213853334, "expiration_time": 1762790400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 16, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 14, "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": [ [ 285589.7963300642, 124439.8587454622, 161149.9375846024, 511100.748241244, -76160.3163843198, 587261.0646255637 ], [ 285.589796, 124.439859, 161.149938, 511.100748, -76.160316, 587.261065 ], [ 0.305879, 0.13328, 0.172598, 0.194057, -0.15345, 0.206661 ], [ 10, 10, 10, 10, 10, 10 ], [ -75429, -50492, -56655, -774362, -571659, -514226 ], [ 1.34464, 1.265598, 1.44747, 1.109858, 0.972882, 1.318491 ], [ 352, 176, 176, 352, 176, 176 ], [ 194, 99, 95, 194, 99, 95 ], [ 158, 77, 81, 158, 77, 81 ], [ 55.113636, 56.25, 53.977273, 55.113636, 56.25, 53.977273 ], [ 1.095119, 0.984354, 1.234159, 0.903905, 0.756686, 1.124187 ], [ 30976, 30976, 29215, 201390, 201390, 170226 ], [ -31611, -31611, -17239, -282466, -282466, -117067 ], [ 7, 7, 8, 7, 7, 8 ], [ 7, 7, 8, 7, 7, 8 ], [ 8, 7, 8, 8, 7, 8 ], [ 2780, 1320, 1460, 2780, 1320, 1460 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419894, -15438, 343134, -90582, -579323, 340240 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2801, "evaluation_days": 933.67, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1679990400000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760213853334, "expiration_time": 1762790400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 16, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 14, "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) |
---|