Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480629.1097 | 207823.4151 | 272805.6946 | 2411324.6093 | 1292002.9661 | 1119321.6432 |
Total P&L (%) | 480.6291 | 207.8234 | 272.8057 | 2411.3246 | 1292.003 | 1119.3216 |
Avg Daily Profit (%) | 0.466 | 0.2015 | 0.2645 | 0.313 | 0.2557 | 0.2428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103787 | -65460 | -90081 | -900847 | -482679 | -467392 |
Profit Factor | 2.0791 | 1.7589 | 2.5904 | 1.8546 | 1.806 | 1.9187 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 55.5556 | 50 | 61.1111 | 55.5556 | 50 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.6633 | 1.7589 | 1.6484 | 1.4837 | 1.806 | 1.221 |
Largest Winning Trade | 69398 | 69398 | 40178 | 691296 | 691296 | 427282 |
Largest Losing Trade | -32657 | -32657 | -30749 | -482679 | -482679 | -259256 |
Avg Bars in Trades | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Winners | 49 | 40 | 56 | 49 | 40 | 56 |
Avg Bars in Losers | 56 | 58 | 53 | 56 | 58 | 53 |
Bars Traded | 5660 | 2672 | 2988 | 5660 | 2672 | 2988 |
Profit Streak | 26.5005 | 34.1672 | 26.5005 | 26.5005 | 34.1672 | 26.5005 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571386 | -168093 | -164961 | 483715 | -167122 | -167137 |
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6188, "evaluation_days": 1031.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1674043200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759939244226, "expiration_time": 1762598016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 224, "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": [ [ 480629.1096897954, 207823.4150878828, 272805.694601913, 2411324.6092999233, 1292002.9660748376, 1119321.6432250862 ], [ 480.62911, 207.823415, 272.805695, 2411.324609, 1292.002966, 1119.321643 ], [ 0.466028, 0.20151, 0.264518, 0.313036, 0.25566, 0.242785 ], [ 10, 10, 10, 10, 10, 10 ], [ -103787, -65460, -90081, -900847, -482679, -467392 ], [ 2.079146, 1.758916, 2.590363, 1.854649, 1.80595, 1.918726 ], [ 108, 54, 54, 108, 54, 54 ], [ 60, 27, 33, 60, 27, 33 ], [ 48, 27, 21, 48, 27, 21 ], [ 55.555556, 50, 61.111111, 55.555556, 50, 61.111111 ], [ 1.663317, 1.758916, 1.648413, 1.483719, 1.80595, 1.221007 ], [ 69398, 69398, 40178, 691296, 691296, 427282 ], [ -32657, -32657, -30749, -482679, -482679, -259256 ], [ 52, 49, 55, 52, 49, 55 ], [ 49, 40, 56, 49, 40, 56 ], [ 56, 58, 53, 56, 58, 53 ], [ 5660, 2672, 2988, 5660, 2672, 2988 ], [ 26.500512, 34.167178, 26.500512, 26.500512, 34.167179, 26.500512 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 571386, -168093, -164961, 483715, -167122, -167137 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6188, "evaluation_days": 1031.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1674043200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759939244226, "expiration_time": 1762598016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 224, "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) |
---|