Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512520.6893 | 364639.7114 | 147880.9779 | 290722.0776 | 283396.5511 | 7325.5264 |
Total P&L (%) | 512.5207 | 364.6397 | 147.881 | 290.7221 | 283.3966 | 7.3255 |
Avg Daily Profit (%) | 0.4997 | 0.3555 | 0.1442 | 0.133 | 0.1311 | 0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110560 | -98935 | -76825 | -555952 | -174181 | -389070 |
Profit Factor | 1.5708 | 1.745 | 1.3621 | 1.2056 | 1.4094 | 1.0101 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 127 | 56 | 71 | 127 | 56 | 71 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 51.8367 | 45.9016 | 57.7236 | 51.8367 | 45.9016 | 57.7236 |
Ratio Avg Win / Avg Loss | 1.4595 | 2.0567 | 0.9976 | 1.1201 | 1.6611 | 0.7398 |
Largest Winning Trade | 290128 | 290128 | 28071 | 260004 | 260004 | 78495 |
Largest Losing Trade | -70074 | -34685 | -70074 | -371851 | -99840 | -371851 |
Avg Bars in Trades | 49 | 55 | 43 | 49 | 55 | 43 |
Avg Bars in Winners | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Losers | 56 | 65 | 44 | 56 | 65 | 44 |
Bars Traded | 12173 | 6777 | 5396 | 12173 | 6777 | 5396 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498906 | 375650 | -978 | -14483 | -17934 | -559651 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12307, "evaluation_days": 1025.58, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671631200000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759437260283, "expiration_time": 1762625174400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 112, "offset": 0, "std": 1.16811 } } }
{ "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": [ [ 512520.6892744186, 364639.7113560638, 147880.9779183545, 290722.0775502417, 283396.5511286011, 7325.5264216404 ], [ 512.520689, 364.639711, 147.880978, 290.722078, 283.396551, 7.325526 ], [ 0.499737, 0.355545, 0.144193, 0.132972, 0.131124, 0.006894 ], [ 10, 10, 10, 10, 10, 10 ], [ -110560, -98935, -76825, -555952, -174181, -389070 ], [ 1.570825, 1.745039, 1.362066, 1.205571, 1.409424, 1.010146 ], [ 245, 122, 123, 245, 122, 123 ], [ 127, 56, 71, 127, 56, 71 ], [ 118, 66, 52, 118, 66, 52 ], [ 51.836735, 45.901639, 57.723577, 51.836735, 45.901639, 57.723577 ], [ 1.459506, 2.056653, 0.997569, 1.120137, 1.661107, 0.739825 ], [ 290128, 290128, 28071, 260004, 260004, 78495 ], [ -70074, -34685, -70074, -371851, -99840, -371851 ], [ 49, 55, 43, 49, 55, 43 ], [ 43, 43, 43, 43, 43, 43 ], [ 56, 65, 44, 56, 65, 44 ], [ 12173, 6777, 5396, 12173, 6777, 5396 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 498906, 375650, -978, -14483, -17934, -559651 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12307, "evaluation_days": 1025.58, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671631200000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759437260283, "expiration_time": 1762625174400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 112, "offset": 0, "std": 1.16811 } } }
# | 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) |
---|