Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304866.0043 | 171500.6149 | 133365.3894 | -254316.1721 | -67561.9745 | -186754.1976 |
Total P&L (%) | 304.866 | 171.5006 | 133.3654 | -254.3162 | -67.562 | -186.7542 |
Avg Daily Profit (%) | 0.2953 | 0.1661 | 0.1292 | 0 | -0.109 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89173 | -85480 | -55820 | -145946 | -81897 | -78384 |
Profit Factor | 1.7528 | 1.9467 | 1.5959 | 0.3493 | 0.5546 | 0.219 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 42 | 18 | 24 | 26 | 16 | 10 |
Losing Trades | 27 | 16 | 11 | 43 | 18 | 25 |
Profitability (%) | 60.8696 | 52.9412 | 68.5714 | 37.6812 | 47.0588 | 28.5714 |
Ratio Avg Win / Avg Loss | 1.1268 | 1.7304 | 0.7315 | 0.5777 | 0.6239 | 0.5476 |
Largest Winning Trade | 52845 | 52845 | 44030 | 19433 | 17698 | 19433 |
Largest Losing Trade | -108369 | -36050 | -108369 | -108369 | -49513 | -108369 |
Avg Bars in Trades | 170 | 205 | 136 | 170 | 205 | 136 |
Avg Bars in Winners | 116 | 114 | 117 | 249 | 307 | 158 |
Avg Bars in Losers | 254 | 307 | 178 | 122 | 114 | 128 |
Bars Traded | 11764 | 6979 | 4785 | 11764 | 6979 | 4785 |
Profit Streak | 26.447 | 0 | 298.197 | 0 | 65.1137 | 0 |
Trades During Streak | 1 | 0 | 8 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93401 | 410140 | -16493 | -691846 | -581380 | -594861 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12389, "evaluation_days": 1032.42, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671933600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760028222873, "expiration_time": 1763236828800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 80, "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": [ [ 304866.0043451765, 171500.6148978626, 133365.3894473138, -254316.1721382538, -67561.9745249065, -186754.1976133474 ], [ 304.866004, 171.500615, 133.365389, -254.316172, -67.561975, -186.754198 ], [ 0.295293, 0.166115, 0.129177, 0, -0.108989, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -89173, -85480, -55820, -145946, -81897, -78384 ], [ 1.752846, 1.946684, 1.595934, 0.349283, 0.554613, 0.219034 ], [ 69, 34, 35, 69, 34, 35 ], [ 42, 18, 24, 26, 16, 10 ], [ 27, 16, 11, 43, 18, 25 ], [ 60.869565, 52.941176, 68.571429, 37.681159, 47.058824, 28.571429 ], [ 1.12683, 1.730386, 0.73147, 0.577661, 0.623939, 0.547584 ], [ 52845, 52845, 44030, 19433, 17698, 19433 ], [ -108369, -36050, -108369, -108369, -49513, -108369 ], [ 170, 205, 136, 170, 205, 136 ], [ 116, 114, 117, 249, 307, 158 ], [ 254, 307, 178, 122, 114, 128 ], [ 11764, 6979, 4785, 11764, 6979, 4785 ], [ 26.447024, 0, 298.197024, 0, 65.113691, 0 ], [ 1, 0, 8, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -93401, 410140, -16493, -691846, -581380, -594861 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12389, "evaluation_days": 1032.42, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671933600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760028222873, "expiration_time": 1763236828800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 80, "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) |
---|