Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291712.7752 | 102705.3741 | 189007.4011 | 395065.3638 | 116891.8241 | 278173.5396 |
Total P&L (%) | 291.7128 | 102.7054 | 189.0074 | 395.0654 | 116.8918 | 278.1735 |
Avg Daily Profit (%) | 0.2837 | 0.0999 | 0.1838 | 0.1557 | 0.0753 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90024 | -85660 | -51227 | -127307 | -151966 | -55402 |
Profit Factor | 1.7906 | 1.3926 | 2.76 | 1.803 | 1.3317 | 2.9922 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Profitability (%) | 71.6216 | 62.1622 | 81.0811 | 71.6216 | 62.1622 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.7095 | 0.8477 | 0.644 | 0.7144 | 0.8106 | 0.6982 |
Largest Winning Trade | 55710 | 55710 | 21833 | 87955 | 87955 | 83902 |
Largest Losing Trade | -51227 | -42266 | -51227 | -70415 | -70415 | -54654 |
Avg Bars in Trades | 77 | 89 | 64 | 77 | 89 | 64 |
Avg Bars in Winners | 45 | 46 | 45 | 45 | 46 | 45 |
Avg Bars in Losers | 156 | 160 | 146 | 156 | 160 | 146 |
Bars Traded | 5707 | 3312 | 2395 | 5707 | 3312 | 2395 |
Profit Streak | 23.053 | 23.053 | 44.2196 | 23.053 | 23.053 | 44.2196 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55276 | -58526 | 538511 | -56347 | -91642 | -12299 |
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6170, "evaluation_days": 1028.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1673784000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759670174885, "expiration_time": 1762331040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 206, "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": [ [ 291712.7751948516, 102705.3741234369, 189007.4010714147, 395065.3637882083, 116891.8241429719, 278173.5396452364 ], [ 291.712775, 102.705374, 189.007401, 395.065364, 116.891824, 278.17354 ], [ 0.283676, 0.099876, 0.1838, 0.155666, 0.075318, 0.129437 ], [ 10, 10, 10, 10, 10, 10 ], [ -90024, -85660, -51227, -127307, -151966, -55402 ], [ 1.790615, 1.392636, 2.760001, 1.802987, 1.331739, 2.992161 ], [ 74, 37, 37, 74, 37, 37 ], [ 53, 23, 30, 53, 23, 30 ], [ 21, 14, 7, 21, 14, 7 ], [ 71.621622, 62.162162, 81.081081, 71.621622, 62.162162, 81.081081 ], [ 0.709489, 0.847692, 0.644, 0.714391, 0.810624, 0.698171 ], [ 55710, 55710, 21833, 87955, 87955, 83902 ], [ -51227, -42266, -51227, -70415, -70415, -54654 ], [ 77, 89, 64, 77, 89, 64 ], [ 45, 46, 45, 45, 46, 45 ], [ 156, 160, 146, 156, 160, 146 ], [ 5707, 3312, 2395, 5707, 3312, 2395 ], [ 23.05295, 23.05295, 44.219617, 23.05295, 23.05295, 44.219617 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -55276, -58526, 538511, -56347, -91642, -12299 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6170, "evaluation_days": 1028.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1673784000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759670174885, "expiration_time": 1762331040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 206, "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) |
---|