| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 147937.1126 | 57287.6346 | 90649.478 | 98755.8571 | 5225.6766 | 93530.1805 |
| Total P&L (%) | 147.9371 | 57.2876 | 90.6495 | 98.7559 | 5.2257 | 93.5302 |
| Avg Daily Profit (%) | 0.1585 | 0.0614 | 0.0971 | 0.0736 | 0.0055 | 0.0708 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156528 | -117815 | -96043 | -240437 | -229083 | -118472 |
| Profit Factor | 1.3421 | 1.2604 | 1.4266 | 1.1555 | 1.0156 | 1.3108 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Profitability (%) | 52.4752 | 52 | 52.9412 | 52.4752 | 52 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.2155 | 1.1635 | 1.2681 | 1.0465 | 0.9375 | 1.1651 |
| Largest Winning Trade | 40668 | 34691 | 40668 | 57831 | 40812 | 57831 |
| Largest Losing Trade | -23463 | -19060 | -23463 | -45023 | -45023 | -41590 |
| Avg Bars in Trades | 25 | 16 | 33 | 25 | 16 | 33 |
| Avg Bars in Winners | 24 | 12 | 36 | 24 | 12 | 36 |
| Avg Bars in Losers | 25 | 21 | 29 | 25 | 21 | 29 |
| Bars Traded | 2561 | 848 | 1713 | 2561 | 848 | 1713 |
| Profit Streak | 42.4422 | 0 | 47.1088 | 42.4422 | 0 | 47.1088 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324949 | -291489 | -241563 | -142657 | -735807 | -277414 |
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2800,
"evaluation_days": 933.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1683878400000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760179002963,
"expiration_time": 1762761600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 174,
"offset": 0,
"multiplier": 3.69944
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
147937.112568642,
57287.634593152,
90649.4779754901,
98755.8571444058,
5225.6766316719,
93530.1805127338
],
[
147.937113,
57.287635,
90.649478,
98.755857,
5.225677,
93.530181
],
[
0.158505,
0.06138,
0.097125,
0.073625,
0.005458,
0.070768
],
[
10,
10,
10,
10,
10,
10
],
[
-156528,
-117815,
-96043,
-240437,
-229083,
-118472
],
[
1.342091,
1.260444,
1.426609,
1.155537,
1.015647,
1.310771
],
[
101,
50,
51,
101,
50,
51
],
[
53,
26,
27,
53,
26,
27
],
[
48,
24,
24,
48,
24,
24
],
[
52.475248,
52,
52.941176,
52.475248,
52,
52.941176
],
[
1.215479,
1.163487,
1.268097,
1.046525,
0.93752,
1.16513
],
[
40668,
34691,
40668,
57831,
40812,
57831
],
[
-23463,
-19060,
-23463,
-45023,
-45023,
-41590
],
[
25,
16,
33,
25,
16,
33
],
[
24,
12,
36,
24,
12,
36
],
[
25,
21,
29,
25,
21,
29
],
[
2561,
848,
1713,
2561,
848,
1713
],
[
42.442164,
0,
47.10883,
42.442164,
0,
47.108831
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324949,
-291489,
-241563,
-142657,
-735807,
-277414
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 2800,
"evaluation_days": 933.33,
"actual_first_datapoint_time": 1679558400000,
"first_datapoint_time": 1683878400000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760179002963,
"expiration_time": 1762761600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 174,
"offset": 0,
"multiplier": 3.69944
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|