| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 270579.1038 | 236038.2823 | 34540.8215 | -9406.5511 | 106431.9721 | -115838.5232 |
| Total P&L (%) | 270.5791 | 236.0383 | 34.5408 | -9.4066 | 106.432 | -115.8385 |
| Avg Daily Profit (%) | 0.2642 | 0.2305 | 0.0337 | -0.0096 | 0.0708 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -260879 | -160635 | -157598 | -264637 | -130377 | -176536 |
| Profit Factor | 1.4148 | 1.6581 | 1.1176 | 0.9853 | 1.3504 | 0.6575 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
| Profitability (%) | 46.1538 | 43.4783 | 48.8889 | 46.1538 | 43.4783 | 48.8889 |
| Ratio Avg Win / Avg Loss | 1.6506 | 2.1555 | 1.1684 | 1.1496 | 1.7555 | 0.6874 |
| Largest Winning Trade | 178986 | 178986 | 37556 | 176245 | 176245 | 39700 |
| Largest Losing Trade | -39769 | -39769 | -30108 | -74407 | -39530 | -74407 |
| Avg Bars in Trades | 129 | 134 | 124 | 129 | 134 | 124 |
| Avg Bars in Winners | 171 | 176 | 166 | 171 | 176 | 166 |
| Avg Bars in Losers | 94 | 103 | 84 | 94 | 103 | 84 |
| Bars Traded | 11815 | 6209 | 5606 | 11815 | 6209 | 5606 |
| Profit Streak | 59.8648 | 96.1982 | 59.8648 | 59.8648 | 96.1982 | 59.8648 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367466 | 357027 | -241466 | -578970 | -98006 | -580583 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12289,
"evaluation_days": 1024.08,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1672178400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759308322108,
"expiration_time": 1762490908800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 92,
"offset": 0,
"a": 0.80058
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 188,
"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": [
[
270579.1037559794,
236038.2823002621,
34540.8214557174,
-9406.5510635118,
106431.9721047695,
-115838.5231682813
],
[
270.579104,
236.038282,
34.540821,
-9.406551,
106.431972,
-115.838523
],
[
0.264217,
0.230488,
0.033729,
-0.009646,
0.070801,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-260879,
-160635,
-157598,
-264637,
-130377,
-176536
],
[
1.41482,
1.658081,
1.117644,
0.985347,
1.350375,
0.657467
],
[
91,
46,
45,
91,
46,
45
],
[
42,
20,
22,
42,
20,
22
],
[
49,
26,
23,
49,
26,
23
],
[
46.153846,
43.478261,
48.888889,
46.153846,
43.478261,
48.888889
],
[
1.650624,
2.155506,
1.168446,
1.149571,
1.755488,
0.687352
],
[
178986,
178986,
37556,
176245,
176245,
39700
],
[
-39769,
-39769,
-30108,
-74407,
-39530,
-74407
],
[
129,
134,
124,
129,
134,
124
],
[
171,
176,
166,
171,
176,
166
],
[
94,
103,
84,
94,
103,
84
],
[
11815,
6209,
5606,
11815,
6209,
5606
],
[
59.864839,
96.198172,
59.864839,
59.864839,
96.198173,
59.864839
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367466,
357027,
-241466,
-578970,
-98006,
-580583
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12289,
"evaluation_days": 1024.08,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1672178400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759308322108,
"expiration_time": 1762490908800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 92,
"offset": 0,
"a": 0.80058
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 188,
"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) |
|---|