| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 365310.8762 | 248518.3932 | 116792.483 | 125664.1445 | 135567.5927 | -9903.4482 |
| Total P&L (%) | 365.3109 | 248.5184 | 116.7925 | 125.6641 | 135.5676 | -9.9034 |
| Avg Daily Profit (%) | 0.3527 | 0.24 | 0.1128 | 0.0786 | 0.0828 | -0.0101 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -169848 | -101785 | -89148 | -363450 | -266098 | -198770 |
| Profit Factor | 1.6598 | 1.7078 | 1.5767 | 1.1026 | 1.1848 | 0.9799 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
| Profitability (%) | 47.0588 | 39.5349 | 54.7619 | 47.0588 | 39.5349 | 54.7619 |
| Ratio Avg Win / Avg Loss | 1.8673 | 2.6119 | 1.3025 | 1.2404 | 1.812 | 0.8094 |
| Largest Winning Trade | 208719 | 208719 | 37480 | 326392 | 326392 | 66631 |
| Largest Losing Trade | -40384 | -40384 | -36093 | -152866 | -152866 | -145803 |
| Avg Bars in Trades | 143 | 140 | 146 | 143 | 140 | 146 |
| Avg Bars in Winners | 196 | 205 | 190 | 196 | 205 | 190 |
| Avg Bars in Losers | 95 | 98 | 92 | 95 | 98 | 92 |
| Bars Traded | 12183 | 6034 | 6149 | 12183 | 6034 | 6149 |
| Profit Streak | 0 | 0 | 96.3145 | 0 | 0 | 96.3145 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401528 | 258482 | -38653 | -196602 | -102620 | -578759 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12428,
"evaluation_days": 1035.67,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671739200000,
"last_datapoint_time": 1760306400000,
"evaluation_time": 1760311973613,
"expiration_time": 1763527737600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 244,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 127,
"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": [
[
365310.8762105571,
248518.3932093281,
116792.4830012291,
125664.1445401071,
135567.5926931776,
-9903.4481530705
],
[
365.310876,
248.518393,
116.792483,
125.664145,
135.567593,
-9.903448
],
[
0.352729,
0.239959,
0.11277,
0.078616,
0.082766,
-0.010069
],
[
10,
10,
10,
10,
10,
10
],
[
-169848,
-101785,
-89148,
-363450,
-266098,
-198770
],
[
1.659838,
1.707813,
1.576668,
1.102569,
1.184787,
0.979851
],
[
85,
43,
42,
85,
43,
42
],
[
40,
17,
23,
40,
17,
23
],
[
45,
26,
19,
45,
26,
19
],
[
47.058824,
39.534884,
54.761905,
47.058824,
39.534884,
54.761905
],
[
1.867318,
2.611949,
1.302465,
1.24039,
1.812027,
0.809443
],
[
208719,
208719,
37480,
326392,
326392,
66631
],
[
-40384,
-40384,
-36093,
-152866,
-152866,
-145803
],
[
143,
140,
146,
143,
140,
146
],
[
196,
205,
190,
196,
205,
190
],
[
95,
98,
92,
95,
98,
92
],
[
12183,
6034,
6149,
12183,
6034,
6149
],
[
0,
0,
96.314509,
0,
0,
96.314509
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401528,
258482,
-38653,
-196602,
-102620,
-578759
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12428,
"evaluation_days": 1035.67,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671739200000,
"last_datapoint_time": 1760306400000,
"evaluation_time": 1760311973613,
"expiration_time": 1763527737600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 244,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 127,
"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) |
|---|