Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440024.4143 | 313745.1347 | 126279.2796 | 57941.3465 | 80961.2979 | -23019.9514 |
Total P&L (%) | 440.0244 | 313.7451 | 126.2793 | 57.9413 | 80.9613 | -23.02 |
Avg Daily Profit (%) | 0.4249 | 0.303 | 0.122 | 0.0441 | 0.0573 | -0.0253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147971 | -164089 | -121358 | -122162 | -39340 | -118696 |
Profit Factor | 1.4999 | 1.6017 | 1.352 | 1.1623 | 1.4787 | 0.8775 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 116 | 50 | 66 | 116 | 50 | 66 |
Losing Trades | 105 | 60 | 45 | 105 | 60 | 45 |
Profitability (%) | 52.4887 | 45.4545 | 59.4595 | 52.4887 | 45.4545 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.3577 | 1.922 | 0.9218 | 1.0521 | 1.7744 | 0.5983 |
Largest Winning Trade | 218829 | 218829 | 25471 | 40139 | 40139 | 12538 |
Largest Losing Trade | -88583 | -39061 | -88583 | -113028 | -14388 | -113028 |
Avg Bars in Trades | 18 | 24 | 12 | 18 | 24 | 12 |
Avg Bars in Winners | 16 | 22 | 11 | 16 | 22 | 11 |
Avg Bars in Losers | 20 | 26 | 13 | 20 | 26 | 13 |
Bars Traded | 4034 | 2661 | 1373 | 4034 | 2661 | 1373 |
Profit Streak | 6.1735 | 0 | 81.9235 | 6.1735 | 0 | 81.9235 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478841 | 352133 | -28676 | -174294 | -115878 | -577983 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4142, "evaluation_days": 1035.5, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1672077600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760285393195, "expiration_time": 1762954416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 59, "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": [ [ 440024.4142533625, 313745.1346638617, 126279.2795895008, 57941.3464712518, 80961.2978811015, -23019.9514098496 ], [ 440.024414, 313.745135, 126.27928, 57.941346, 80.961298, -23.019951 ], [ 0.424939, 0.302989, 0.12195, 0.044148, 0.057294, -0.025262 ], [ 10, 10, 10, 10, 10, 10 ], [ -147971, -164089, -121358, -122162, -39340, -118696 ], [ 1.499925, 1.601668, 1.352026, 1.162297, 1.478656, 0.877465 ], [ 221, 110, 111, 221, 110, 111 ], [ 116, 50, 66, 116, 50, 66 ], [ 105, 60, 45, 105, 60, 45 ], [ 52.488688, 45.454545, 59.459459, 52.488688, 45.454545, 59.459459 ], [ 1.357691, 1.922001, 0.921836, 1.052079, 1.774387, 0.598272 ], [ 218829, 218829, 25471, 40139, 40139, 12538 ], [ -88583, -39061, -88583, -113028, -14388, -113028 ], [ 18, 24, 12, 18, 24, 12 ], [ 16, 22, 11, 16, 22, 11 ], [ 20, 26, 13, 20, 26, 13 ], [ 4034, 2661, 1373, 4034, 2661, 1373 ], [ 6.173532, 0, 81.923532, 6.173532, 0, 81.923532 ], [ 1, 0, 7, 1, 0, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478841, 352133, -28676, -174294, -115878, -577983 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4142, "evaluation_days": 1035.5, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1672077600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760285393195, "expiration_time": 1762954416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 59, "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) |
---|