Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355268.6596 | 245629.1899 | 109639.4697 | 199911.1091 | 255992.5589 | -56081.4498 |
Total P&L (%) | 355.2687 | 245.6292 | 109.6395 | 199.9111 | 255.9926 | -56.0815 |
Avg Daily Profit (%) | 0.3451 | 0.2386 | 0.1065 | 0.1067 | 0.1234 | -0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118214 | -70679 | -104050 | -542404 | -312483 | -404262 |
Profit Factor | 1.3834 | 1.5636 | 1.2234 | 1.1141 | 1.2996 | 0.9375 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 46.2687 | 41.5842 | 51 | 46.2687 | 41.5842 | 51 |
Ratio Avg Win / Avg Loss | 1.6065 | 2.1965 | 1.1754 | 1.2938 | 1.8256 | 0.9008 |
Largest Winning Trade | 150565 | 150565 | 32568 | 355482 | 355482 | 79953 |
Largest Losing Trade | -45585 | -19953 | -45585 | -202968 | -125168 | -202968 |
Avg Bars in Trades | 60 | 62 | 57 | 60 | 62 | 57 |
Avg Bars in Winners | 84 | 86 | 81 | 84 | 86 | 81 |
Avg Bars in Losers | 39 | 45 | 32 | 39 | 45 | 32 |
Bars Traded | 12125 | 6337 | 5788 | 12125 | 6337 | 5788 |
Profit Streak | 16.9041 | 16.9041 | 18.1541 | 16.9041 | 16.9041 | 18.1541 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404454 | 279735 | -50787 | -144831 | -30050 | -580371 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12354, "evaluation_days": 1029.5, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672401600000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759779713831, "expiration_time": 1762975756800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } } }
{ "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": [ [ 355268.6596236656, 245629.1899356631, 109639.4696880024, 199911.1091434293, 255992.5589179438, -56081.4497745143 ], [ 355.26866, 245.62919, 109.63947, 199.911109, 255.992559, -56.08145 ], [ 0.345089, 0.238591, 0.106498, 0.106741, 0.123412, -0.079894 ], [ 10, 10, 10, 10, 10, 10 ], [ -118214, -70679, -104050, -542404, -312483, -404262 ], [ 1.383375, 1.563604, 1.223358, 1.114101, 1.299614, 0.937524 ], [ 201, 101, 100, 201, 101, 100 ], [ 93, 42, 51, 93, 42, 51 ], [ 108, 59, 49, 108, 59, 49 ], [ 46.268657, 41.584158, 51, 46.268657, 41.584158, 51 ], [ 1.6065, 2.196491, 1.175383, 1.293795, 1.825648, 0.900758 ], [ 150565, 150565, 32568, 355482, 355482, 79953 ], [ -45585, -19953, -45585, -202968, -125168, -202968 ], [ 60, 62, 57, 60, 62, 57 ], [ 84, 86, 81, 84, 86, 81 ], [ 39, 45, 32, 39, 45, 32 ], [ 12125, 6337, 5788, 12125, 6337, 5788 ], [ 16.904095, 16.904095, 18.154095, 16.904095, 16.904095, 18.154095 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404454, 279735, -50787, -144831, -30050, -580371 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12354, "evaluation_days": 1029.5, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672401600000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759779713831, "expiration_time": 1762975756800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } } }
# | 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) |
---|