| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 155382.5411 | 86437.5166 | 68945.0245 | 90064.1897 | 122597.9771 | -32533.7874 |
| Total P&L (%) | 155.3825 | 86.4375 | 68.945 | 90.0642 | 122.598 | -32.5338 |
| Avg Daily Profit (%) | 0.1674 | 0.0931 | 0.0743 | 0.0692 | 0.0862 | -0.0424 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103824 | -70485 | -66831 | -366815 | -108749 | -268927 |
| Profit Factor | 1.3248 | 1.4403 | 1.2444 | 1.0993 | 1.3693 | 0.9434 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
| Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Profitability (%) | 55.0847 | 52.5424 | 57.6271 | 55.0847 | 52.5424 | 57.6271 |
| Ratio Avg Win / Avg Loss | 1.0802 | 1.3009 | 0.915 | 0.8964 | 1.2368 | 0.6937 |
| Largest Winning Trade | 37068 | 36343 | 37068 | 76887 | 76887 | 59113 |
| Largest Losing Trade | -24421 | -15909 | -24421 | -108203 | -56311 | -108203 |
| Avg Bars in Trades | 21 | 16 | 25 | 21 | 16 | 25 |
| Avg Bars in Winners | 20 | 14 | 26 | 20 | 14 | 26 |
| Avg Bars in Losers | 21 | 18 | 25 | 21 | 18 | 25 |
| Bars Traded | 2511 | 987 | 1524 | 2511 | 987 | 1524 |
| Profit Streak | 14.9377 | 14.9377 | 23.9377 | 14.9377 | 14.9377 | 23.9377 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 356410 | -243203 | -270644 | -211128 | -252804 | -755647 |
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2785,
"evaluation_days": 928.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1683878400000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759761015857,
"expiration_time": 1762329600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 210,
"offset": 0,
"multiplier": 3.02119
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 92,
"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": [
[
155382.5411393432,
86437.5166161674,
68945.0245231759,
90064.1896613741,
122597.9770824796,
-32533.7874211054
],
[
155.382541,
86.437517,
68.945025,
90.06419,
122.597977,
-32.533787
],
[
0.167379,
0.093111,
0.074268,
0.069201,
0.086235,
-0.042384
],
[
10,
10,
10,
10,
10,
10
],
[
-103824,
-70485,
-66831,
-366815,
-108749,
-268927
],
[
1.324761,
1.440259,
1.244383,
1.099346,
1.369315,
0.943381
],
[
118,
59,
59,
118,
59,
59
],
[
65,
31,
34,
65,
31,
34
],
[
53,
28,
25,
53,
28,
25
],
[
55.084746,
52.542373,
57.627119,
55.084746,
52.542373,
57.627119
],
[
1.080189,
1.300879,
0.914987,
0.89639,
1.236801,
0.693663
],
[
37068,
36343,
37068,
76887,
76887,
59113
],
[
-24421,
-15909,
-24421,
-108203,
-56311,
-108203
],
[
21,
16,
25,
21,
16,
25
],
[
20,
14,
26,
20,
14,
26
],
[
21,
18,
25,
21,
18,
25
],
[
2511,
987,
1524,
2511,
987,
1524
],
[
14.937683,
14.937683,
23.937683,
14.937683,
14.937684,
23.937684
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356410,
-243203,
-270644,
-211128,
-252804,
-755647
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2785,
"evaluation_days": 928.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1683878400000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759761015857,
"expiration_time": 1762329600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 210,
"offset": 0,
"multiplier": 3.02119
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 92,
"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) |
|---|