| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 460597.3835 | 319433.4765 | 141163.9071 | 378231.1972 | 161863.8044 | 216367.3928 |
| Total P&L (%) | 460.5974 | 319.4335 | 141.1639 | 378.2312 | 161.8638 | 216.3674 |
| Avg Daily Profit (%) | 0.4471 | 0.3101 | 0.137 | 0.152 | 0.0935 | 0.1119 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124964 | -97116 | -108541 | -457101 | -287816 | -194946 |
| Profit Factor | 1.4501 | 1.5669 | 1.307 | 1.1809 | 1.1302 | 1.2552 |
| Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
| Winning Trades | 121 | 53 | 68 | 121 | 53 | 68 |
| Losing Trades | 165 | 90 | 75 | 165 | 90 | 75 |
| Profitability (%) | 42.3077 | 37.0629 | 47.5524 | 42.3077 | 37.0629 | 47.5524 |
| Ratio Avg Win / Avg Loss | 1.9774 | 2.6607 | 1.4415 | 1.6103 | 1.9192 | 1.3844 |
| Largest Winning Trade | 188825 | 188825 | 38062 | 298190 | 298190 | 98949 |
| Largest Losing Trade | -49742 | -27576 | -49742 | -168787 | -98870 | -168787 |
| Avg Bars in Trades | 42 | 49 | 36 | 42 | 49 | 36 |
| Avg Bars in Winners | 59 | 69 | 52 | 59 | 69 | 52 |
| Avg Bars in Losers | 30 | 37 | 21 | 30 | 37 | 21 |
| Bars Traded | 12222 | 7031 | 5191 | 12222 | 7031 | 5191 |
| 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 | 372601 | 222533 | -11084 | -14744 | -149543 | -44959 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12361,
"evaluation_days": 1030.08,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671652800000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759831572118,
"expiration_time": 1763027971200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 115,
"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": [
[
460597.3835244502,
319433.4764724069,
141163.9070520437,
378231.1971882595,
161863.8044141795,
216367.3927740802
],
[
460.597384,
319.433476,
141.163907,
378.231197,
161.863804,
216.367393
],
[
0.447147,
0.310106,
0.137042,
0.152038,
0.093498,
0.111873
],
[
10,
10,
10,
10,
10,
10
],
[
-124964,
-97116,
-108541,
-457101,
-287816,
-194946
],
[
1.450079,
1.566864,
1.306972,
1.180869,
1.130201,
1.255151
],
[
286,
143,
143,
286,
143,
143
],
[
121,
53,
68,
121,
53,
68
],
[
165,
90,
75,
165,
90,
75
],
[
42.307692,
37.062937,
47.552448,
42.307692,
37.062937,
47.552448
],
[
1.977381,
2.660712,
1.441513,
1.610277,
1.919209,
1.384357
],
[
188825,
188825,
38062,
298190,
298190,
98949
],
[
-49742,
-27576,
-49742,
-168787,
-98870,
-168787
],
[
42,
49,
36,
42,
49,
36
],
[
59,
69,
52,
59,
69,
52
],
[
30,
37,
21,
30,
37,
21
],
[
12222,
7031,
5191,
12222,
7031,
5191
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
372601,
222533,
-11084,
-14744,
-149543,
-44959
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12361,
"evaluation_days": 1030.08,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671652800000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759831572118,
"expiration_time": 1763027971200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 115,
"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) |
|---|