| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 241052.4972 | 165799.3064 | 75253.1909 | -190146.4364 | -27362.3369 | -162784.0995 |
| Total P&L (%) | 241.0525 | 165.7993 | 75.2532 | -190.1464 | -27.3623 | -162.7841 |
| Avg Daily Profit (%) | 0.2344 | 0.1612 | 0.0732 | 0 | -0.0311 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82728 | -105134 | -57497 | -87749 | -59596 | -45839 |
| Profit Factor | 1.3548 | 1.4305 | 1.2558 | 0.4398 | 0.7891 | 0.2237 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 74 | 31 | 43 | 58 | 35 | 23 |
| Losing Trades | 59 | 35 | 24 | 75 | 31 | 44 |
| Profitability (%) | 55.6391 | 46.9697 | 64.1791 | 43.609 | 53.0303 | 34.3284 |
| Ratio Avg Win / Avg Loss | 1.0802 | 1.6151 | 0.7009 | 0.5688 | 0.6989 | 0.4279 |
| Largest Winning Trade | 78700 | 78700 | 43996 | 13128 | 13128 | 9859 |
| Largest Losing Trade | -116944 | -45285 | -116944 | -116944 | -35191 | -116944 |
| Avg Bars in Trades | 44 | 54 | 34 | 44 | 54 | 34 |
| Avg Bars in Winners | 42 | 55 | 33 | 44 | 54 | 29 |
| Avg Bars in Losers | 46 | 54 | 34 | 44 | 55 | 36 |
| Bars Traded | 5906 | 3620 | 2286 | 5906 | 3620 | 2286 |
| Profit Streak | 18.0381 | 0 | 19.3714 | 0 | 56.8714 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 359359 | -116354 | -211370 | -582911 | -703585 | -703830 |
{
"trading_pair": "MAGIC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6170,
"evaluation_days": 1028.33,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1673524800000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759668887797,
"expiration_time": 1762331040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 188,
"offset": 155,
"scalar": 1
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 40,
"offset": 102
}
}
} {
"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": [
[
241052.4972445557,
165799.3063615993,
75253.1908829564,
-190146.4364349555,
-27362.3369140674,
-162784.099520888
],
[
241.052497,
165.799306,
75.253191,
-190.146436,
-27.362337,
-162.7841
],
[
0.234412,
0.161232,
0.07318,
0,
-0.031083,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-82728,
-105134,
-57497,
-87749,
-59596,
-45839
],
[
1.354844,
1.430494,
1.255804,
0.43984,
0.789128,
0.223699
],
[
133,
66,
67,
133,
66,
67
],
[
74,
31,
43,
58,
35,
23
],
[
59,
35,
24,
75,
31,
44
],
[
55.639098,
46.969697,
64.179104,
43.609023,
53.030303,
34.328358
],
[
1.080213,
1.615074,
0.700914,
0.568758,
0.698942,
0.427946
],
[
78700,
78700,
43996,
13128,
13128,
9859
],
[
-116944,
-45285,
-116944,
-116944,
-35191,
-116944
],
[
44,
54,
34,
44,
54,
34
],
[
42,
55,
33,
44,
54,
29
],
[
46,
54,
34,
44,
55,
36
],
[
5906,
3620,
2286,
5906,
3620,
2286
],
[
18.038053,
0,
19.371386,
0,
56.871387,
0
],
[
1,
0,
1,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
359359,
-116354,
-211370,
-582911,
-703585,
-703830
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6170,
"evaluation_days": 1028.33,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1673524800000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759668887797,
"expiration_time": 1762331040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 188,
"offset": 155,
"scalar": 1
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 40,
"offset": 102
}
}
}
| # | 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) |
|---|