| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 172860.7185 | 108967.8322 | 63892.8863 | 203418.4802 | 152792.4593 | 50626.0209 |
| Total P&L (%) | 172.8607 | 108.9678 | 63.8929 | 203.4185 | 152.7925 | 50.626 |
| Avg Daily Profit (%) | 1.9913 | 1.2552 | 0.736 | 1.2868 | 1.074 | 0.473 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -49631 | -39346 | -21095 | -52544 | -41474 | -22573 |
| Profit Factor | 1.7742 | 1.9737 | 1.5737 | 1.9221 | 2.4001 | 1.4542 |
| Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
| Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
| Losing Trades | 138 | 68 | 70 | 138 | 68 | 70 |
| Profitability (%) | 40 | 40.8696 | 39.1304 | 40 | 40.8696 | 39.1304 |
| Ratio Avg Win / Avg Loss | 2.6613 | 2.8556 | 2.448 | 2.8832 | 3.4724 | 2.2621 |
| Largest Winning Trade | 109298 | 109298 | 68370 | 158449 | 158449 | 58867 |
| Largest Losing Trade | -9803 | -4715 | -9803 | -11844 | -5732 | -11844 |
| Avg Bars in Trades | 107 | 108 | 106 | 107 | 108 | 106 |
| Avg Bars in Winners | 167 | 157 | 178 | 167 | 157 | 178 |
| Avg Bars in Losers | 67 | 74 | 60 | 67 | 74 | 60 |
| Bars Traded | 24700 | 12424 | 12276 | 24700 | 12424 | 12276 |
| Profit Streak | 0.7031 | 0.7031 | 5.1233 | 0.7031 | 0.7031 | 5.1233 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346850 | 294275 | 356910 | 335113 | 308235 | 217849 |
{
"trading_pair": "ARB_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752675000000,
"first_datapoint_time": 1752718500000,
"last_datapoint_time": 1760174700000,
"evaluation_time": 1760175151836,
"expiration_time": 1766654700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 146,
"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": [
[
172860.7185061912,
108967.8322175986,
63892.8862885927,
203418.4801648916,
152792.4592798103,
50626.0208850813
],
[
172.860719,
108.967832,
63.892886,
203.41848,
152.792459,
50.626021
],
[
1.991254,
1.255245,
0.736008,
1.286798,
1.074035,
0.472985
],
[
10,
10,
10,
10,
10,
10
],
[
-49631,
-39346,
-21095,
-52544,
-41474,
-22573
],
[
1.774175,
1.973701,
1.573685,
1.922128,
2.400072,
1.454188
],
[
230,
115,
115,
230,
115,
115
],
[
92,
47,
45,
92,
47,
45
],
[
138,
68,
70,
138,
68,
70
],
[
40,
40.869565,
39.130435,
40,
40.869565,
39.130435
],
[
2.661263,
2.855568,
2.447954,
2.883192,
3.472445,
2.26207
],
[
109298,
109298,
68370,
158449,
158449,
58867
],
[
-9803,
-4715,
-9803,
-11844,
-5732,
-11844
],
[
107,
108,
106,
107,
108,
106
],
[
167,
157,
178,
167,
157,
178
],
[
67,
74,
60,
67,
74,
60
],
[
24700,
12424,
12276,
24700,
12424,
12276
],
[
0.703146,
0.703146,
5.123285,
0.703146,
0.703146,
5.123285
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346850,
294275,
356910,
335113,
308235,
217849
]
]
}
{
"trading_pair": "ARB_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752675000000,
"first_datapoint_time": 1752718500000,
"last_datapoint_time": 1760174700000,
"evaluation_time": 1760175151836,
"expiration_time": 1766654700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 146,
"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) |
|---|