Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369229.7066 | 245592.0062 | 123637.7004 | 328934.1408 | 362371.3613 | -33437.2206 |
Total P&L (%) | 369.2297 | 245.592 | 123.6377 | 328.9341 | 362.3714 | -33.4372 |
Avg Daily Profit (%) | 0.359 | 0.2388 | 0.1202 | 0.1417 | 0.149 | -0.0396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233045 | -133687 | -112895 | -1107696 | -394424 | -835336 |
Profit Factor | 1.8303 | 1.8866 | 1.7374 | 1.1874 | 1.4512 | 0.9649 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 54.0541 | 54.0541 | 54.0541 | 54.0541 | 54.0541 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.5558 | 1.6036 | 1.4768 | 1.0093 | 1.2335 | 0.8202 |
Largest Winning Trade | 199829 | 199829 | 44956 | 275116 | 275116 | 161302 |
Largest Losing Trade | -42765 | -42765 | -34968 | -402573 | -87600 | -402573 |
Avg Bars in Trades | 162 | 193 | 130 | 162 | 193 | 130 |
Avg Bars in Winners | 158 | 185 | 132 | 158 | 185 | 132 |
Avg Bars in Losers | 166 | 204 | 127 | 166 | 204 | 127 |
Bars Traded | 11998 | 7177 | 4821 | 11998 | 7177 | 4821 |
Profit Streak | 128.4474 | 128.4474 | 133.3641 | 128.4474 | 128.4474 | 133.3641 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53968 | 484195 | -28381 | -84707 | 316172 | -578830 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12341, "evaluation_days": 1028.42, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672178400000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759682656764, "expiration_time": 1762878787200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 188, "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": [ [ 369229.7065587411, 245592.0061527179, 123637.7004060232, 328934.1407831971, 362371.3613339315, -33437.2205507345 ], [ 369.229707, 245.592006, 123.6377, 328.934141, 362.371361, -33.437221 ], [ 0.359026, 0.238805, 0.120221, 0.14169, 0.148999, -0.03957 ], [ 10, 10, 10, 10, 10, 10 ], [ -233045, -133687, -112895, -1107696, -394424, -835336 ], [ 1.830343, 1.886607, 1.737391, 1.187389, 1.451193, 0.964885 ], [ 74, 37, 37, 74, 37, 37 ], [ 40, 20, 20, 40, 20, 20 ], [ 34, 17, 17, 34, 17, 17 ], [ 54.054054, 54.054054, 54.054054, 54.054054, 54.054054, 54.054054 ], [ 1.555792, 1.603616, 1.476782, 1.009281, 1.233514, 0.820152 ], [ 199829, 199829, 44956, 275116, 275116, 161302 ], [ -42765, -42765, -34968, -402573, -87600, -402573 ], [ 162, 193, 130, 162, 193, 130 ], [ 158, 185, 132, 158, 185, 132 ], [ 166, 204, 127, 166, 204, 127 ], [ 11998, 7177, 4821, 11998, 7177, 4821 ], [ 128.447416, 128.447416, 133.364083, 128.447416, 128.447416, 133.364083 ], [ 9, 4, 5, 9, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -53968, 484195, -28381, -84707, 316172, -578830 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12341, "evaluation_days": 1028.42, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672178400000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759682656764, "expiration_time": 1762878787200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 188, "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) |
---|