Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187906.105 | 85388.2696 | 102517.8353 | 151300.9263 | 168517.8055 | -17216.8792 |
Total P&L (%) | 187.9061 | 85.3883 | 102.5178 | 151.3009 | 168.5178 | -17.2169 |
Avg Daily Profit (%) | 0.2018 | 0.0917 | 0.1101 | 0.099 | 0.1061 | -0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71891 | -45564 | -66517 | -280553 | -81351 | -230192 |
Profit Factor | 1.3001 | 1.3568 | 1.265 | 1.1091 | 1.3353 | 0.9805 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Profitability (%) | 56.213 | 58.3333 | 54.1176 | 56.213 | 58.3333 | 54.1176 |
Ratio Avg Win / Avg Loss | 1.0127 | 0.9691 | 1.0725 | 0.8639 | 0.9538 | 0.8313 |
Largest Winning Trade | 33224 | 33224 | 30141 | 98701 | 98701 | 59215 |
Largest Losing Trade | -24262 | -17292 | -24262 | -82400 | -40130 | -82400 |
Avg Bars in Trades | 16 | 11 | 20 | 16 | 11 | 20 |
Avg Bars in Winners | 13 | 8 | 18 | 13 | 8 | 18 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 2719 | 996 | 1723 | 2719 | 996 | 1723 |
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 | 348799 | -70768 | -45682 | -161071 | -51659 | -580293 |
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2794, "evaluation_days": 931.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1681027200000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760015256174, "expiration_time": 1762588800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.90572 } }, "second_band": { "type": "sinwma", "factors": { "length": 33, "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": [ [ 187906.1049938401, 85388.2696486352, 102517.8353452049, 151300.9263202546, 168517.8055076189, -17216.8791873641 ], [ 187.906105, 85.38827, 102.517835, 151.300926, 168.517806, -17.216879 ], [ 0.201761, 0.091684, 0.110077, 0.098991, 0.106114, -0.020286 ], [ 10, 10, 10, 10, 10, 10 ], [ -71891, -45564, -66517, -280553, -81351, -230192 ], [ 1.300077, 1.356759, 1.265008, 1.109066, 1.335259, 0.980537 ], [ 169, 84, 85, 169, 84, 85 ], [ 95, 49, 46, 95, 49, 46 ], [ 74, 35, 39, 74, 35, 39 ], [ 56.213018, 58.333333, 54.117647, 56.213018, 58.333333, 54.117647 ], [ 1.012692, 0.969114, 1.072507, 0.863904, 0.953756, 0.831325 ], [ 33224, 33224, 30141, 98701, 98701, 59215 ], [ -24262, -17292, -24262, -82400, -40130, -82400 ], [ 16, 11, 20, 16, 11, 20 ], [ 13, 8, 18, 13, 8, 18 ], [ 19, 16, 22, 19, 16, 22 ], [ 2719, 996, 1723, 2719, 996, 1723 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348799, -70768, -45682, -161071, -51659, -580293 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2794, "evaluation_days": 931.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1681027200000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760015256174, "expiration_time": 1762588800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 51, "offset": 0, "multiplier": 2.90572 } }, "second_band": { "type": "sinwma", "factors": { "length": 33, "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) |
---|