Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303920.6329 | 149009.1128 | 154911.5201 | 369877.4922 | 30318.1168 | 339559.3754 |
Total P&L (%) | 303.9206 | 149.0091 | 154.9115 | 369.8775 | 30.3181 | 339.5594 |
Avg Daily Profit (%) | 0.2959 | 0.1451 | 0.1508 | 0.1508 | 0.0258 | 0.1443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120128 | -143786 | -56471 | -486769 | -484268 | -224846 |
Profit Factor | 1.7087 | 1.5432 | 2.0026 | 1.3162 | 1.0395 | 1.8434 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 60.9195 | 48.8372 | 72.7273 | 60.9195 | 48.8372 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.0962 | 1.6167 | 0.751 | 0.8443 | 1.089 | 0.6913 |
Largest Winning Trade | 90381 | 90381 | 26915 | 153080 | 153080 | 82030 |
Largest Losing Trade | -50457 | -50457 | -33652 | -138032 | -138032 | -116819 |
Avg Bars in Trades | 33 | 46 | 20 | 33 | 46 | 20 |
Avg Bars in Winners | 28 | 39 | 21 | 28 | 39 | 21 |
Avg Bars in Losers | 42 | 54 | 20 | 42 | 54 | 20 |
Bars Traded | 2931 | 2016 | 915 | 2931 | 2016 | 915 |
Profit Streak | 19.2658 | 19.2658 | 143.2658 | 19.2658 | 19.2658 | 143.2658 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502749 | 125579 | 465285 | 328087 | -338410 | 179023 |
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3081, "evaluation_days": 1027, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672992000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558967131, "expiration_time": 1762197984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "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": [ [ 303920.632854164, 149009.1127939628, 154911.5200602016, 369877.4921866309, 30318.1168013868, 339559.3753852443 ], [ 303.920633, 149.009113, 154.91152, 369.877492, 30.318117, 339.559375 ], [ 0.295931, 0.145092, 0.150839, 0.150776, 0.025788, 0.144272 ], [ 10, 10, 10, 10, 10, 10 ], [ -120128, -143786, -56471, -486769, -484268, -224846 ], [ 1.708737, 1.543221, 2.002577, 1.316161, 1.039513, 1.84339 ], [ 87, 43, 44, 87, 43, 44 ], [ 53, 21, 32, 53, 21, 32 ], [ 34, 22, 12, 34, 22, 12 ], [ 60.91954, 48.837209, 72.727273, 60.91954, 48.837209, 72.727273 ], [ 1.096171, 1.616707, 0.750966, 0.84433, 1.089014, 0.691271 ], [ 90381, 90381, 26915, 153080, 153080, 82030 ], [ -50457, -50457, -33652, -138032, -138032, -116819 ], [ 33, 46, 20, 33, 46, 20 ], [ 28, 39, 21, 28, 39, 21 ], [ 42, 54, 20, 42, 54, 20 ], [ 2931, 2016, 915, 2931, 2016, 915 ], [ 19.265823, 19.265823, 143.265823, 19.265823, 19.265823, 143.265823 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 502749, 125579, 465285, 328087, -338410, 179023 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3081, "evaluation_days": 1027, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672992000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558967131, "expiration_time": 1762197984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "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) |
---|