| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 241483.7045 | 126600.967 | 114882.7375 | 333201.2996 | 127185.2462 | 206016.0534 |
| Total P&L (%) | 241.4837 | 126.601 | 114.8827 | 333.2013 | 127.1852 | 206.0161 |
| Avg Daily Profit (%) | 0.2599 | 0.1363 | 0.1237 | 0.1579 | 0.0884 | 0.1205 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110799 | -106093 | -41959 | -270748 | -288846 | -61544 |
| Profit Factor | 1.7199 | 1.528 | 2.2007 | 1.4471 | 1.221 | 2.2136 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 62.3656 | 61.7021 | 63.0435 | 62.3656 | 61.7021 | 63.0435 |
| Ratio Avg Win / Avg Loss | 1.0378 | 0.9484 | 1.2901 | 0.8732 | 0.7579 | 1.2976 |
| Largest Winning Trade | 51686 | 51686 | 27236 | 142546 | 142546 | 40679 |
| Largest Losing Trade | -43638 | -43638 | -21502 | -155922 | -155922 | -29078 |
| Avg Bars in Trades | 27 | 34 | 19 | 27 | 34 | 19 |
| Avg Bars in Winners | 26 | 34 | 17 | 26 | 34 | 17 |
| Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
| Bars Traded | 2547 | 1632 | 914 | 2547 | 1632 | 914 |
| Profit Streak | 0 | 0 | 32.0829 | 0 | 0 | 32.0829 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 446780 | -9695 | -22263 | 313428 | -75447 | -26499 |
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2787,
"evaluation_days": 929,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1685376000000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759802361426,
"expiration_time": 1762387200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 203,
"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": [
[
241483.7045084209,
126600.9670410357,
114882.7374673852,
333201.299603237,
127185.2462495971,
206016.0533536399
],
[
241.483705,
126.600967,
114.882737,
333.2013,
127.185246,
206.016053
],
[
0.259939,
0.136277,
0.123663,
0.157932,
0.08837,
0.120467
],
[
10,
10,
10,
10,
10,
10
],
[
-110799,
-106093,
-41959,
-270748,
-288846,
-61544
],
[
1.719851,
1.52798,
2.200698,
1.447092,
1.220997,
2.213598
],
[
93,
47,
46,
93,
47,
46
],
[
58,
29,
29,
58,
29,
29
],
[
35,
18,
17,
35,
18,
17
],
[
62.365591,
61.702128,
63.043478,
62.365591,
61.702128,
63.043478
],
[
1.037841,
0.948401,
1.290065,
0.873245,
0.75786,
1.297627
],
[
51686,
51686,
27236,
142546,
142546,
40679
],
[
-43638,
-43638,
-21502,
-155922,
-155922,
-29078
],
[
27,
34,
19,
27,
34,
19
],
[
26,
34,
17,
26,
34,
17
],
[
29,
34,
24,
29,
34,
24
],
[
2547,
1632,
914,
2547,
1632,
914
],
[
0,
0,
32.082887,
0,
0,
32.082887
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
446780,
-9695,
-22263,
313428,
-75447,
-26499
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2787,
"evaluation_days": 929,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1685376000000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759802361426,
"expiration_time": 1762387200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 203,
"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) |
|---|