Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455264.372 | 246468.1315 | 208796.2405 | 742477.0108 | 614005.9359 | 128471.075 |
Total P&L (%) | 455.2644 | 246.4681 | 208.7962 | 742.477 | 614.0059 | 128.4711 |
Avg Daily Profit (%) | 0.4406 | 0.2385 | 0.2021 | 0.2065 | 0.1904 | 0.08 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186583 | -98460 | -91222 | -837409 | -292399 | -608334 |
Profit Factor | 1.8163 | 1.7809 | 1.8623 | 1.36 | 1.6036 | 1.1229 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 56.1151 | 47.8261 | 64.2857 | 56.1151 | 47.8261 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.4204 | 1.9428 | 1.0346 | 1.0636 | 1.7494 | 0.6238 |
Largest Winning Trade | 190364 | 190364 | 37045 | 554758 | 554758 | 201438 |
Largest Losing Trade | -62211 | -30308 | -62211 | -608334 | -227878 | -608334 |
Avg Bars in Trades | 42 | 43 | 40 | 42 | 43 | 40 |
Avg Bars in Winners | 48 | 52 | 46 | 48 | 52 | 46 |
Avg Bars in Losers | 33 | 34 | 31 | 33 | 34 | 31 |
Bars Traded | 5851 | 2987 | 2864 | 5851 | 2987 | 2864 |
Profit Streak | 83.9923 | 83.9923 | 92.9923 | 83.9923 | 83.9923 | 92.9923 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529827 | -90110 | -80865 | 404968 | -90447 | -264051 |
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6200, "evaluation_days": 1033.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1673380800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760111334030, "expiration_time": 1762776000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 16, "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": [ [ 455264.3719636423, 246468.1314915352, 208796.2404721068, 742477.0108456176, 614005.9358874811, 128471.0749581365 ], [ 455.264372, 246.468131, 208.79624, 742.477011, 614.005936, 128.471075 ], [ 0.44058, 0.238518, 0.202062, 0.206456, 0.190413, 0.079991 ], [ 10, 10, 10, 10, 10, 10 ], [ -186583, -98460, -91222, -837409, -292399, -608334 ], [ 1.816251, 1.780901, 1.862329, 1.360012, 1.603577, 1.122928 ], [ 139, 69, 70, 139, 69, 70 ], [ 78, 33, 45, 78, 33, 45 ], [ 61, 36, 25, 61, 36, 25 ], [ 56.115108, 47.826087, 64.285714, 56.115108, 47.826087, 64.285714 ], [ 1.420401, 1.942801, 1.034627, 1.063599, 1.749356, 0.623849 ], [ 190364, 190364, 37045, 554758, 554758, 201438 ], [ -62211, -30308, -62211, -608334, -227878, -608334 ], [ 42, 43, 40, 42, 43, 40 ], [ 48, 52, 46, 48, 52, 46 ], [ 33, 34, 31, 33, 34, 31 ], [ 5851, 2987, 2864, 5851, 2987, 2864 ], [ 83.992292, 83.992292, 92.992292, 83.992292, 83.992292, 92.992292 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 529827, -90110, -80865, 404968, -90447, -264051 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6200, "evaluation_days": 1033.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1673380800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760111334030, "expiration_time": 1762776000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 16, "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) |
---|