Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160180.4448 | 120636.3859 | 39544.059 | 121285.7615 | 118081.1816 | 3204.5798 |
Total P&L (%) | 160.1804 | 120.6364 | 39.5441 | 121.2858 | 118.0812 | 3.2046 |
Avg Daily Profit (%) | 1.8452 | 1.3897 | 0.4555 | 0.9192 | 0.9022 | 0.0363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76965 | -38114 | -47124 | -58445 | -26444 | -37850 |
Profit Factor | 1.8203 | 2.4533 | 1.3523 | 1.8171 | 3.1348 | 1.0344 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 46.8354 | 48.1013 | 45.5696 | 46.8354 | 48.1013 | 45.5696 |
Ratio Avg Win / Avg Loss | 2.0663 | 2.647 | 1.6152 | 2.0627 | 3.3823 | 1.2356 |
Largest Winning Trade | 142304 | 142304 | 69768 | 124887 | 124887 | 36066 |
Largest Losing Trade | -19071 | -12158 | -19071 | -16704 | -8157 | -16704 |
Avg Bars in Trades | 154 | 152 | 155 | 154 | 152 | 155 |
Avg Bars in Winners | 124 | 120 | 129 | 124 | 120 | 129 |
Avg Bars in Losers | 179 | 182 | 177 | 179 | 182 | 177 |
Bars Traded | 24339 | 12052 | 12286 | 24339 | 12052 | 12286 |
Profit Streak | 1.0204 | 4.8364 | 0 | 1.0204 | 4.8364 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425426 | -10187 | -21571 | 396267 | -9295 | -523427 |
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{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 95, "offset": 195 } } }
{ "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": [ [ 160180.444849063, 120636.3858805017, 39544.0589685614, 121285.761468918, 118081.181640012, 3204.579828906 ], [ 160.180445, 120.636386, 39.544059, 121.285761, 118.081182, 3.20458 ], [ 1.845184, 1.38966, 0.455524, 0.919168, 0.902211, 0.036342 ], [ 10, 10, 10, 10, 10, 10 ], [ -76965, -38114, -47124, -58445, -26444, -37850 ], [ 1.820299, 2.453281, 1.352251, 1.817121, 3.134768, 1.034414 ], [ 158, 79, 79, 158, 79, 79 ], [ 74, 38, 36, 74, 38, 36 ], [ 84, 41, 43, 84, 41, 43 ], [ 46.835443, 48.101266, 45.56962, 46.835443, 48.101266, 45.56962 ], [ 2.066286, 2.646961, 1.615188, 2.062678, 3.38225, 1.235551 ], [ 142304, 142304, 69768, 124887, 124887, 36066 ], [ -19071, -12158, -19071, -16704, -8157, -16704 ], [ 154, 152, 155, 154, 152, 155 ], [ 124, 120, 129, 124, 120, 129 ], [ 179, 182, 177, 179, 182, 177 ], [ 24339, 12052, 12286, 24339, 12052, 12286 ], [ 1.020411, 4.836383, 0, 1.020411, 4.836383, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 425426, -10187, -21571, 396267, -9295, -523427 ] ] }
{ "trading_pair": "ARB_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752871800000, "first_datapoint_time": 1752958500000, "last_datapoint_time": 1760371500000, "evaluation_time": 1760371763514, "expiration_time": 1766851500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 95, "offset": 195 } } }
# | 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) |
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