Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399152.8535 | 258042.5098 | 141110.3438 | -6711804.5545 | -2077676.4045 | -4634128.15 |
Total P&L (%) | 399.1529 | 258.0425 | 141.1103 | -6711.8046 | -2077.6764 | -4634.1282 |
Avg Daily Profit (%) | 0.3908 | 0.2526 | 0.1382 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181201 | -83061 | -19351 | -6749407 | -3157700 | -4387980 |
Profit Factor | 1.8379 | 2.0677 | 1.6013 | 0.3439 | 0.5913 | 0.0995 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 69 | 30 | 39 | 25 | 18 | 7 |
Losing Trades | 25 | 17 | 8 | 69 | 29 | 40 |
Profitability (%) | 73.4043 | 63.8298 | 82.9787 | 26.5957 | 38.2979 | 14.8936 |
Ratio Avg Win / Avg Loss | 0.6659 | 1.1717 | 0.3285 | 0.9491 | 0.9526 | 0.5687 |
Largest Winning Trade | 70821 | 70821 | 27342 | 882391 | 882391 | 234816 |
Largest Losing Trade | -178882 | -44636 | -178882 | -1898574 | -1898574 | -1128924 |
Avg Bars in Trades | 127 | 141 | 114 | 127 | 141 | 114 |
Avg Bars in Winners | 90 | 93 | 87 | 220 | 222 | 213 |
Avg Bars in Losers | 230 | 225 | 243 | 93 | 90 | 96 |
Bars Traded | 11985 | 6627 | 5358 | 11985 | 6627 | 5358 |
Profit Streak | 14.7217 | 0 | 144.3051 | 0 | 36.8051 | 0 |
Trades During Streak | 1 | 0 | 7 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508058 | 459522 | -2616 | -603309 | -584703 | -655332 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12257, "evaluation_days": 1021.42, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672293600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759079958455, "expiration_time": 1762252214400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 20, "offset": 184 } } }
{ "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": [ [ 399152.853535626, 258042.5097534233, 141110.3437822028, -6711804.55445453, -2077676.4044952583, -4634128.149959272 ], [ 399.152854, 258.04251, 141.110344, -6711.804554, -2077.676404, -4634.12815 ], [ 0.390782, 0.252631, 0.138151, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -181201, -83061, -19351, -6749407, -3157700, -4387980 ], [ 1.837934, 2.06768, 1.601318, 0.34389, 0.591284, 0.099517 ], [ 94, 47, 47, 94, 47, 47 ], [ 69, 30, 39, 25, 18, 7 ], [ 25, 17, 8, 69, 29, 40 ], [ 73.404255, 63.829787, 82.978723, 26.595745, 38.297872, 14.893617 ], [ 0.665918, 1.171685, 0.328476, 0.949136, 0.952624, 0.568668 ], [ 70821, 70821, 27342, 882391, 882391, 234816 ], [ -178882, -44636, -178882, -1898574, -1898574, -1128924 ], [ 127, 141, 114, 127, 141, 114 ], [ 90, 93, 87, 220, 222, 213 ], [ 230, 225, 243, 93, 90, 96 ], [ 11985, 6627, 5358, 11985, 6627, 5358 ], [ 14.721741, 0, 144.305075, 0, 36.805075, 0 ], [ 1, 0, 7, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 508058, 459522, -2616, -603309, -584703, -655332 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12257, "evaluation_days": 1021.42, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672293600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759079958455, "expiration_time": 1762252214400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 20, "offset": 184 } } }
# | 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) |
---|