Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254911.411 | 68193.5515 | 186717.8595 | 268358.5608 | 139815.4005 | 128543.1603 |
Total P&L (%) | 254.9114 | 68.1936 | 186.7179 | 268.3586 | 139.8154 | 128.5432 |
Avg Daily Profit (%) | 0.2496 | 0.0668 | 0.1828 | 0.1277 | 0.0857 | 0.081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98781 | -45913 | -69060 | -549302 | -129641 | -469465 |
Profit Factor | 1.7515 | 1.4006 | 2.1049 | 1.2011 | 1.2663 | 1.1589 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 62.1951 | 56.0976 | 68.2927 | 62.1951 | 56.0976 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.0646 | 1.0961 | 0.9773 | 0.7301 | 0.991 | 0.538 |
Largest Winning Trade | 42836 | 40304 | 42836 | 134184 | 134184 | 125345 |
Largest Losing Trade | -59149 | -36529 | -59149 | -405898 | -99207 | -405898 |
Avg Bars in Trades | 70 | 43 | 96 | 70 | 43 | 96 |
Avg Bars in Winners | 68 | 37 | 93 | 68 | 37 | 93 |
Avg Bars in Losers | 73 | 50 | 104 | 73 | 50 | 104 |
Bars Traded | 5745 | 1776 | 3969 | 5745 | 1776 | 3969 |
Profit Streak | 30.0812 | 30.0812 | 42.7479 | 30.0812 | 30.0812 | 42.7479 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 172839 | -101836 | 451035 | -30117 | -78989 | -128481 |
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{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 94, "offset": 0, "a": 0.72786 } } }
{ "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": [ [ 254911.4110363515, 68193.5515056835, 186717.8595306681, 268358.5607795354, 139815.4004827879, 128543.1602967475 ], [ 254.911411, 68.193552, 186.71786, 268.358561, 139.8154, 128.54316 ], [ 0.249588, 0.066769, 0.182818, 0.127747, 0.08568, 0.080962 ], [ 10, 10, 10, 10, 10, 10 ], [ -98781, -45913, -69060, -549302, -129641, -469465 ], [ 1.751504, 1.400629, 2.104933, 1.20112, 1.26625, 1.158854 ], [ 82, 41, 41, 82, 41, 41 ], [ 51, 23, 28, 51, 23, 28 ], [ 31, 18, 13, 31, 18, 13 ], [ 62.195122, 56.097561, 68.292683, 62.195122, 56.097561, 68.292683 ], [ 1.06464, 1.096145, 0.97729, 0.730092, 0.990978, 0.538039 ], [ 42836, 40304, 42836, 134184, 134184, 125345 ], [ -59149, -36529, -59149, -405898, -99207, -405898 ], [ 70, 43, 96, 70, 43, 96 ], [ 68, 37, 93, 68, 37, 93 ], [ 73, 50, 104, 73, 50, 104 ], [ 5745, 1776, 3969, 5745, 1776, 3969 ], [ 30.081244, 30.081244, 42.747911, 30.081244, 30.081244, 42.747911 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 172839, -101836, 451035, -30117, -78989, -128481 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6128, "evaluation_days": 1021.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672804800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759067819479, "expiration_time": 1761708096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 94, "offset": 0, "a": 0.72786 } } }
# | 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) |
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