| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 280892.4659 | 151789.3846 | 129103.0813 | 220691.0076 | -34125.2943 | 254816.3019 |
| Total P&L (%) | 280.8925 | 151.7894 | 129.1031 | 220.691 | -34.1253 | 254.8163 |
| Avg Daily Profit (%) | 0.2737 | 0.1479 | 0.1258 | 0.1136 | -0.0407 | 0.1235 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136168 | -109731 | -70699 | -356409 | -366042 | -205124 |
| Profit Factor | 1.5304 | 1.4724 | 1.6197 | 1.1739 | 0.9588 | 1.5779 |
| Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
| Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
| Profitability (%) | 52.0325 | 49.1803 | 54.8387 | 52.0325 | 49.1803 | 54.8387 |
| Ratio Avg Win / Avg Loss | 1.4108 | 1.5215 | 1.3339 | 1.0822 | 0.9908 | 1.2995 |
| Largest Winning Trade | 82040 | 82040 | 22833 | 132042 | 132042 | 58778 |
| Largest Losing Trade | -54700 | -54700 | -43438 | -131385 | -131385 | -51654 |
| Avg Bars in Trades | 95 | 125 | 66 | 95 | 125 | 66 |
| Avg Bars in Winners | 87 | 112 | 66 | 87 | 112 | 66 |
| Avg Bars in Losers | 104 | 137 | 67 | 104 | 137 | 67 |
| Bars Traded | 11767 | 7625 | 4142 | 11767 | 7625 | 4142 |
| Profit Streak | 11.5367 | 0 | 74.1201 | 11.5367 | 0 | 74.1201 |
| Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 394681 | -155380 | -175126 | -69366 | -742777 | -178394 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12317,
"evaluation_days": 1026.42,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1672344000000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759510374132,
"expiration_time": 1762699766400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 156,
"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": [
[
280892.4658716762,
151789.3845807451,
129103.0812909308,
220691.0076048557,
-34125.2943167955,
254816.3019216514
],
[
280.892466,
151.789385,
129.103081,
220.691008,
-34.125294,
254.816302
],
[
0.273662,
0.147882,
0.12578,
0.113596,
-0.040659,
0.123459
],
[
10,
10,
10,
10,
10,
10
],
[
-136168,
-109731,
-70699,
-356409,
-366042,
-205124
],
[
1.530363,
1.472436,
1.619699,
1.173895,
0.958795,
1.577909
],
[
123,
61,
62,
123,
61,
62
],
[
64,
30,
34,
64,
30,
34
],
[
59,
31,
28,
59,
31,
28
],
[
52.03252,
49.180328,
54.83871,
52.03252,
49.180328,
54.83871
],
[
1.410804,
1.521517,
1.33387,
1.082185,
0.990754,
1.299455
],
[
82040,
82040,
22833,
132042,
132042,
58778
],
[
-54700,
-54700,
-43438,
-131385,
-131385,
-51654
],
[
95,
125,
66,
95,
125,
66
],
[
87,
112,
66,
87,
112,
66
],
[
104,
137,
67,
104,
137,
67
],
[
11767,
7625,
4142,
11767,
7625,
4142
],
[
11.536738,
0,
74.120071,
11.536738,
0,
74.120071
],
[
1,
0,
7,
1,
0,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
394681,
-155380,
-175126,
-69366,
-742777,
-178394
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12317,
"evaluation_days": 1026.42,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1672344000000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759510374132,
"expiration_time": 1762699766400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 156,
"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) |
|---|