Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258317.2016 | 138517.4425 | 119799.759 | 156620.9055 | -3114.5256 | 159735.4311 |
Total P&L (%) | 258.3172 | 138.5174 | 119.7998 | 156.6209 | -3.1145 | 159.7354 |
Avg Daily Profit (%) | 0.2526 | 0.1354 | 0.1171 | 0.0922 | -0.0031 | 0.0934 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117428 | -116593 | -67452 | -305585 | -291240 | -130686 |
Profit Factor | 1.4761 | 1.429 | 1.5453 | 1.1655 | 0.9948 | 1.4608 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 52.6882 | 47.8261 | 57.4468 | 52.6882 | 47.8261 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.3254 | 1.5589 | 1.1446 | 1.0465 | 1.0852 | 1.082 |
Largest Winning Trade | 83051 | 83051 | 27666 | 94597 | 94597 | 51355 |
Largest Losing Trade | -47256 | -47256 | -35847 | -129198 | -129198 | -70585 |
Avg Bars in Trades | 126 | 163 | 90 | 126 | 163 | 90 |
Avg Bars in Winners | 119 | 149 | 94 | 119 | 149 | 94 |
Avg Bars in Losers | 134 | 176 | 84 | 134 | 176 | 84 |
Bars Traded | 11770 | 7531 | 4238 | 11770 | 7531 | 4238 |
Profit Streak | 15.6487 | 0 | 214.732 | 15.6487 | 0 | 214.732 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374661 | -11026 | -32601 | -107232 | -579883 | -64803 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12274, "evaluation_days": 1022.83, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672617600000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759203246197, "expiration_time": 1762379020800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "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": [ [ 258317.2015644451, 138517.4425151112, 119799.7590493338, 156620.9054963266, -3114.5256419013, 159735.431138228 ], [ 258.317202, 138.517443, 119.799759, 156.620905, -3.114526, 159.735431 ], [ 0.252551, 0.135426, 0.117126, 0.092182, -0.003093, 0.093362 ], [ 10, 10, 10, 10, 10, 10 ], [ -117428, -116593, -67452, -305585, -291240, -130686 ], [ 1.476068, 1.428978, 1.545276, 1.165468, 0.994808, 1.460756 ], [ 93, 46, 47, 93, 46, 47 ], [ 49, 22, 27, 49, 22, 27 ], [ 44, 24, 20, 44, 24, 20 ], [ 52.688172, 47.826087, 57.446809, 52.688172, 47.826087, 57.446809 ], [ 1.325448, 1.558885, 1.144649, 1.046543, 1.085245, 1.082042 ], [ 83051, 83051, 27666, 94597, 94597, 51355 ], [ -47256, -47256, -35847, -129198, -129198, -70585 ], [ 126, 163, 90, 126, 163, 90 ], [ 119, 149, 94, 119, 149, 94 ], [ 134, 176, 84, 134, 176, 84 ], [ 11770, 7531, 4238, 11770, 7531, 4238 ], [ 15.648683, 0, 214.732016, 15.648683, 0, 214.732016 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 374661, -11026, -32601, -107232, -579883, -64803 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12274, "evaluation_days": 1022.83, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672617600000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759203246197, "expiration_time": 1762379020800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "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) |
---|