| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 380379.2385 | 297224.2787 | 83154.9598 | 47148.1244 | -6359.0518 | 53507.1762 |
| Total P&L (%) | 380.3792 | 297.2243 | 83.155 | 47.1481 | -6.3591 | 53.5072 |
| Avg Daily Profit (%) | 0.3697 | 0.2889 | 0.0808 | 0.0376 | -0.0064 | 0.0417 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130072 | -180917 | -47457 | -219014 | -228971 | -95684 |
| Profit Factor | 1.2953 | 1.3393 | 1.2017 | 1.0259 | 0.9948 | 1.089 |
| Total Trades | 743 | 371 | 372 | 743 | 371 | 372 |
| Winning Trades | 295 | 119 | 176 | 295 | 119 | 176 |
| Losing Trades | 448 | 252 | 196 | 448 | 252 | 196 |
| Profitability (%) | 39.7039 | 32.0755 | 47.3118 | 39.7039 | 32.0755 | 47.3118 |
| Ratio Avg Win / Avg Loss | 1.967 | 2.8361 | 1.3383 | 1.558 | 2.1066 | 1.2127 |
| Largest Winning Trade | 249475 | 249475 | 20262 | 151093 | 151093 | 23712 |
| Largest Losing Trade | -18547 | -18547 | -16206 | -24854 | -24854 | -21248 |
| Avg Bars in Trades | 16 | 28 | 4 | 16 | 28 | 4 |
| Avg Bars in Winners | 26 | 56 | 5 | 26 | 56 | 5 |
| Avg Bars in Losers | 9 | 14 | 3 | 9 | 14 | 3 |
| Bars Traded | 12159 | 10389 | 1770 | 12159 | 10389 | 1770 |
| Profit Streak | 0 | 10.2295 | 0 | 0 | 10.2295 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 374140 | 185949 | -84926 | -335109 | -582651 | -260378 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12345,
"evaluation_days": 1028.75,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671552000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759714231738,
"expiration_time": 1762908624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 101,
"offset": 0,
"std": 1.80944
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.96749,
"nc": 0.83749
}
}
} {
"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": [
[
380379.2384694729,
297224.2786852058,
83154.9597842666,
47148.1244086224,
-6359.0517769144,
53507.176185537
],
[
380.379238,
297.224279,
83.15496,
47.148124,
-6.359052,
53.507176
],
[
0.369749,
0.288918,
0.080831,
0.037555,
-0.006386,
0.041669
],
[
10,
10,
10,
10,
10,
10
],
[
-130072,
-180917,
-47457,
-219014,
-228971,
-95684
],
[
1.295263,
1.33928,
1.20172,
1.025883,
0.994789,
1.088977
],
[
743,
371,
372,
743,
371,
372
],
[
295,
119,
176,
295,
119,
176
],
[
448,
252,
196,
448,
252,
196
],
[
39.703903,
32.075472,
47.311828,
39.703903,
32.075472,
47.311828
],
[
1.967043,
2.836121,
1.33828,
1.557952,
2.106611,
1.212725
],
[
249475,
249475,
20262,
151093,
151093,
23712
],
[
-18547,
-18547,
-16206,
-24854,
-24854,
-21248
],
[
16,
28,
4,
16,
28,
4
],
[
26,
56,
5,
26,
56,
5
],
[
9,
14,
3,
9,
14,
3
],
[
12159,
10389,
1770,
12159,
10389,
1770
],
[
0,
10.229534,
0,
0,
10.229534,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
374140,
185949,
-84926,
-335109,
-582651,
-260378
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12345,
"evaluation_days": 1028.75,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671552000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759714231738,
"expiration_time": 1762908624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 101,
"offset": 0,
"std": 1.80944
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.96749,
"nc": 0.83749
}
}
}
| # | 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) |
|---|