| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 336944.1699 | 249818.4457 | 87125.7242 | 45882.1449 | 96163.7782 | -50281.6333 |
| Total P&L (%) | 336.9442 | 249.8184 | 87.1257 | 45.8821 | 96.1638 | -50.2816 |
| Avg Daily Profit (%) | 0.3287 | 0.2437 | 0.085 | 0.0368 | 0.0657 | -0.0681 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142202 | -94902 | -133479 | -137144 | -44138 | -133111 |
| Profit Factor | 1.4534 | 1.7124 | 1.222 | 1.1093 | 1.5661 | 0.7986 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
| Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
| Profitability (%) | 48.062 | 43.75 | 52.3077 | 48.062 | 43.75 | 52.3077 |
| Ratio Avg Win / Avg Loss | 1.5706 | 2.2017 | 1.1142 | 1.1988 | 2.0135 | 0.7282 |
| Largest Winning Trade | 195301 | 195301 | 43588 | 64335 | 64335 | 19771 |
| Largest Losing Trade | -65289 | -36424 | -65289 | -101433 | -14079 | -101433 |
| Avg Bars in Trades | 46 | 50 | 42 | 46 | 50 | 42 |
| Avg Bars in Winners | 60 | 65 | 56 | 60 | 65 | 56 |
| Avg Bars in Losers | 34 | 39 | 28 | 34 | 39 | 28 |
| Bars Traded | 6039 | 3248 | 2791 | 6039 | 3248 | 2791 |
| Profit Streak | 16.7931 | 0 | 107.9597 | 16.7931 | 0 | 107.9597 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396499 | -130649 | -209834 | -245464 | -244213 | -710729 |
{
"trading_pair": "MAGIC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6151,
"evaluation_days": 1025.17,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671796800000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759402920820,
"expiration_time": 1762049232000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 62,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 68,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
336944.169932673,
249818.4456902346,
87125.7242424386,
45882.1448759607,
96163.7781942151,
-50281.6333182544
],
[
336.94417,
249.818446,
87.125724,
45.882145,
96.163778,
-50.281633
],
[
0.328672,
0.243685,
0.084987,
0.036843,
0.065745,
-0.068141
],
[
10,
10,
10,
10,
10,
10
],
[
-142202,
-94902,
-133479,
-137144,
-44138,
-133111
],
[
1.453426,
1.712409,
1.22201,
1.109349,
1.566086,
0.798647
],
[
129,
64,
65,
129,
64,
65
],
[
62,
28,
34,
62,
28,
34
],
[
67,
36,
31,
67,
36,
31
],
[
48.062016,
43.75,
52.307692,
48.062016,
43.75,
52.307692
],
[
1.570638,
2.201669,
1.114186,
1.198812,
2.013539,
0.728179
],
[
195301,
195301,
43588,
64335,
64335,
19771
],
[
-65289,
-36424,
-65289,
-101433,
-14079,
-101433
],
[
46,
50,
42,
46,
50,
42
],
[
60,
65,
56,
60,
65,
56
],
[
34,
39,
28,
34,
39,
28
],
[
6039,
3248,
2791,
6039,
3248,
2791
],
[
16.793065,
0,
107.959732,
16.793065,
0,
107.959732
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396499,
-130649,
-209834,
-245464,
-244213,
-710729
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6151,
"evaluation_days": 1025.17,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671796800000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759402920820,
"expiration_time": 1762049232000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 62,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 68,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|