Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210443.2686 | 88514.878 | 121928.3906 | 230647.6017 | 127628.7721 | 103018.8297 |
Total P&L (%) | 210.4433 | 88.5149 | 121.9284 | 230.6476 | 127.6288 | 103.0188 |
Avg Daily Profit (%) | 0.2282 | 0.096 | 0.1322 | 0.1298 | 0.0893 | 0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65154 | -67414 | -56694 | -124331 | -151943 | -86712 |
Profit Factor | 1.4546 | 1.3955 | 1.5099 | 1.2548 | 1.2875 | 1.2232 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 53.9683 | 52.381 | 55.5556 | 53.9683 | 52.381 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.2407 | 1.2686 | 1.2079 | 1.0702 | 1.1705 | 0.9786 |
Largest Winning Trade | 56959 | 56959 | 36492 | 103821 | 103821 | 48474 |
Largest Losing Trade | -28976 | -18217 | -28976 | -55481 | -48957 | -55481 |
Avg Bars in Trades | 21 | 15 | 26 | 21 | 15 | 26 |
Avg Bars in Winners | 20 | 13 | 27 | 20 | 13 | 27 |
Avg Bars in Losers | 22 | 18 | 25 | 22 | 18 | 25 |
Bars Traded | 2688 | 1004 | 1684 | 2688 | 1004 | 1684 |
Profit Streak | 6.4239 | 6.4239 | 43.7572 | 6.4239 | 6.4239 | 43.7572 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402560 | -209537 | -159376 | -17655 | -219197 | -236675 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2766, "evaluation_days": 922, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1680624000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198223947, "expiration_time": 1761782400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.19918 } }, "second_band": { "type": "ema", "factors": { "length": 38, "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": [ [ 210443.2686283473, 88514.878047547, 121928.3905808002, 230647.6017470222, 127628.7720779762, 103018.8296690461 ], [ 210.443269, 88.514878, 121.928391, 230.647602, 127.628772, 103.01883 ], [ 0.228246, 0.096003, 0.132243, 0.129789, 0.089253, 0.076833 ], [ 10, 10, 10, 10, 10, 10 ], [ -65154, -67414, -56694, -124331, -151943, -86712 ], [ 1.454572, 1.395451, 1.509916, 1.254756, 1.287524, 1.223238 ], [ 126, 63, 63, 126, 63, 63 ], [ 68, 33, 35, 68, 33, 35 ], [ 58, 30, 28, 58, 30, 28 ], [ 53.968254, 52.380952, 55.555556, 53.968254, 52.380952, 55.555556 ], [ 1.240665, 1.268592, 1.207932, 1.070233, 1.170476, 0.97859 ], [ 56959, 56959, 36492, 103821, 103821, 48474 ], [ -28976, -18217, -28976, -55481, -48957, -55481 ], [ 21, 15, 26, 21, 15, 26 ], [ 20, 13, 27, 20, 13, 27 ], [ 22, 18, 25, 22, 18, 25 ], [ 2688, 1004, 1684, 2688, 1004, 1684 ], [ 6.423888, 6.423888, 43.757222, 6.423888, 6.423888, 43.757222 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 402560, -209537, -159376, -17655, -219197, -236675 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2766, "evaluation_days": 922, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1680624000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198223947, "expiration_time": 1761782400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 34, "offset": 0, "multiplier": 3.19918 } }, "second_band": { "type": "ema", "factors": { "length": 38, "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) |
---|