| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 250533.7979 | 176352.8537 | 74180.9442 | 27147.351 | 48421.1055 | -21273.7545 |
| Total P&L (%) | 250.5338 | 176.3529 | 74.1809 | 27.1474 | 48.4211 | -21.2738 |
| Avg Daily Profit (%) | 0.2441 | 0.1718 | 0.0723 | 0.0234 | 0.0385 | -0.0233 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133929 | -100828 | -70785 | -163131 | -94174 | -108182 |
| Profit Factor | 1.4094 | 1.6437 | 1.2194 | 1.0414 | 1.1727 | 0.9432 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
| Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
| Profitability (%) | 48.5075 | 44.7761 | 52.2388 | 48.5075 | 44.7761 | 52.2388 |
| Ratio Avg Win / Avg Loss | 1.4961 | 2.0272 | 1.1149 | 1.1055 | 1.4464 | 0.8624 |
| Largest Winning Trade | 180233 | 180233 | 45214 | 90044 | 90044 | 37435 |
| Largest Losing Trade | -53160 | -53160 | -45282 | -73899 | -54001 | -73899 |
| Avg Bars in Trades | 181 | 147 | 215 | 181 | 147 | 215 |
| Avg Bars in Winners | 224 | 207 | 240 | 224 | 207 | 240 |
| Avg Bars in Losers | 140 | 99 | 188 | 140 | 99 | 188 |
| Bars Traded | 24326 | 9893 | 14433 | 24326 | 9893 | 14433 |
| Profit Streak | 13.2391 | 0 | 13.9891 | 13.2391 | 0 | 13.9891 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 328699 | -108496 | -212626 | -339517 | -292489 | -696571 |
{
"trading_pair": "MAGIC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24629,
"evaluation_days": 1026.21,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671310800000,
"last_datapoint_time": 1759496400000,
"evaluation_time": 1759499057930,
"expiration_time": 1765880236800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 53,
"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": [
[
250533.7978824107,
176352.8537083829,
74180.9441740278,
27147.3510011391,
48421.1055330707,
-21273.7545319316
],
[
250.533798,
176.352854,
74.180944,
27.147351,
48.421106,
-21.273755
],
[
0.244135,
0.171849,
0.072286,
0.023407,
0.038487,
-0.023306
],
[
10,
10,
10,
10,
10,
10
],
[
-133929,
-100828,
-70785,
-163131,
-94174,
-108182
],
[
1.409352,
1.643685,
1.219437,
1.041447,
1.172719,
0.943215
],
[
134,
67,
67,
134,
67,
67
],
[
65,
30,
35,
65,
30,
35
],
[
69,
37,
32,
69,
37,
32
],
[
48.507463,
44.776119,
52.238806,
48.507463,
44.776119,
52.238806
],
[
1.496081,
2.027211,
1.114913,
1.105537,
1.446353,
0.862368
],
[
180233,
180233,
45214,
90044,
90044,
37435
],
[
-53160,
-53160,
-45282,
-73899,
-54001,
-73899
],
[
181,
147,
215,
181,
147,
215
],
[
224,
207,
240,
224,
207,
240
],
[
140,
99,
188,
140,
99,
188
],
[
24326,
9893,
14433,
24326,
9893,
14433
],
[
13.239096,
0,
13.989096,
13.239096,
0,
13.989096
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328699,
-108496,
-212626,
-339517,
-292489,
-696571
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24629,
"evaluation_days": 1026.21,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671310800000,
"last_datapoint_time": 1759496400000,
"evaluation_time": 1759499057930,
"expiration_time": 1765880236800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 53,
"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) |
|---|