| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 317256.5066 | 232413.6731 | 84842.8335 | 109706.5122 | 231272.1818 | -121565.6696 |
| Total P&L (%) | 317.2565 | 232.4137 | 84.8428 | 109.7065 | 231.2722 | -121.5657 |
| Avg Daily Profit (%) | 0.3078 | 0.2255 | 0.0823 | 0.0719 | 0.1163 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191903 | -114044 | -104117 | -362749 | -188509 | -269695 |
| Profit Factor | 1.5277 | 1.7361 | 1.2972 | 1.0899 | 1.4063 | 0.8134 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
| Profitability (%) | 40.1961 | 37.2549 | 43.1373 | 40.1961 | 37.2549 | 43.1373 |
| Ratio Avg Win / Avg Loss | 2.2729 | 2.924 | 1.7099 | 1.6215 | 2.3685 | 1.0722 |
| Largest Winning Trade | 163514 | 163514 | 34653 | 245606 | 245606 | 61132 |
| Largest Losing Trade | -43253 | -21088 | -43253 | -124209 | -61422 | -124209 |
| Avg Bars in Trades | 117 | 114 | 120 | 117 | 114 | 120 |
| Avg Bars in Winners | 186 | 193 | 181 | 186 | 193 | 181 |
| Avg Bars in Losers | 70 | 67 | 73 | 70 | 67 | 73 |
| Bars Traded | 11970 | 5835 | 6135 | 11970 | 5835 | 6135 |
| Profit Streak | 66.6292 | 104.1292 | 66.6292 | 66.6292 | 104.1292 | 66.6292 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324856 | -172527 | -263642 | -219639 | -219602 | -760864 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12370,
"evaluation_days": 1030.83,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671739200000,
"last_datapoint_time": 1759888800000,
"evaluation_time": 1759892763650,
"expiration_time": 1763095104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 127,
"offset": 0,
"a": 0.76555
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 27,
"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": [
[
317256.5065907183,
232413.6730516306,
84842.8335390878,
109706.5121816169,
231272.1818181009,
-121565.6696364839
],
[
317.256507,
232.413673,
84.842834,
109.706512,
231.272182,
-121.56567
],
[
0.307768,
0.225463,
0.082305,
0.071865,
0.116262,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-191903,
-114044,
-104117,
-362749,
-188509,
-269695
],
[
1.527689,
1.736126,
1.297179,
1.08988,
1.406295,
0.813368
],
[
102,
51,
51,
102,
51,
51
],
[
41,
19,
22,
41,
19,
22
],
[
61,
32,
29,
61,
32,
29
],
[
40.196078,
37.254902,
43.137255,
40.196078,
37.254902,
43.137255
],
[
2.272903,
2.924002,
1.709918,
1.621529,
2.368496,
1.072166
],
[
163514,
163514,
34653,
245606,
245606,
61132
],
[
-43253,
-21088,
-43253,
-124209,
-61422,
-124209
],
[
117,
114,
120,
117,
114,
120
],
[
186,
193,
181,
186,
193,
181
],
[
70,
67,
73,
70,
67,
73
],
[
11970,
5835,
6135,
11970,
5835,
6135
],
[
66.629209,
104.129209,
66.629209,
66.629209,
104.129209,
66.629209
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324856,
-172527,
-263642,
-219639,
-219602,
-760864
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12370,
"evaluation_days": 1030.83,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671739200000,
"last_datapoint_time": 1759888800000,
"evaluation_time": 1759892763650,
"expiration_time": 1763095104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 127,
"offset": 0,
"a": 0.76555
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 27,
"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) |
|---|