| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 333345.771 | 230939.3057 | 102406.4653 | -587188.408 | -241243.6004 | -345944.8076 |
| Total P&L (%) | 333.3458 | 230.9393 | 102.4065 | -587.1884 | -241.2436 | -345.9448 |
| Avg Daily Profit (%) | 0.3233 | 0.224 | 0.0993 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143154 | -80244 | -109079 | -671182 | -351157 | -278908 |
| Profit Factor | 1.6166 | 1.9097 | 1.3571 | 0.572 | 0.617 | 0.5338 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 57 | 21 | 36 | 45 | 31 | 14 |
| Losing Trades | 45 | 30 | 15 | 57 | 20 | 37 |
| Profitability (%) | 55.8824 | 41.1765 | 70.5882 | 44.1176 | 60.7843 | 27.451 |
| Ratio Avg Win / Avg Loss | 1.2762 | 2.7281 | 0.5655 | 0.7245 | 0.3981 | 1.4107 |
| Largest Winning Trade | 94264 | 94264 | 29474 | 274782 | 67416 | 274782 |
| Largest Losing Trade | -140773 | -38042 | -140773 | -190273 | -139339 | -190273 |
| Avg Bars in Trades | 38 | 35 | 42 | 38 | 35 | 42 |
| Avg Bars in Winners | 37 | 35 | 38 | 37 | 34 | 43 |
| Avg Bars in Losers | 40 | 34 | 51 | 40 | 35 | 42 |
| Bars Traded | 3955 | 1791 | 2164 | 3955 | 1791 | 2164 |
| Profit Streak | 22.7915 | 0 | 25.2915 | 0 | 26.5415 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 439396 | -172034 | -238447 | -582794 | -758893 | -778456 |
{
"trading_pair": "MAGIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4124,
"evaluation_days": 1031,
"actual_first_datapoint_time": 1670824800000,
"first_datapoint_time": 1673006400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759885189820,
"expiration_time": 1762553952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 100,
"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": [
[
333345.7710278138,
230939.3056979607,
102406.4653298533,
-587188.4080255143,
-241243.6004439373,
-345944.807581577
],
[
333.345771,
230.939306,
102.406465,
-587.188408,
-241.2436,
-345.944808
],
[
0.323323,
0.223995,
0.099327,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-143154,
-80244,
-109079,
-671182,
-351157,
-278908
],
[
1.616569,
1.909689,
1.35709,
0.572011,
0.617035,
0.533789
],
[
102,
51,
51,
102,
51,
51
],
[
57,
21,
36,
45,
31,
14
],
[
45,
30,
15,
57,
20,
37
],
[
55.882353,
41.176471,
70.588235,
44.117647,
60.784314,
27.45098
],
[
1.276239,
2.728128,
0.565454,
0.724547,
0.398087,
1.410728
],
[
94264,
94264,
29474,
274782,
67416,
274782
],
[
-140773,
-38042,
-140773,
-190273,
-139339,
-190273
],
[
38,
35,
42,
38,
35,
42
],
[
37,
35,
38,
37,
34,
43
],
[
40,
34,
51,
40,
35,
42
],
[
3955,
1791,
2164,
3955,
1791,
2164
],
[
22.791549,
0,
25.291549,
0,
26.541549,
0
],
[
1,
0,
1,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
439396,
-172034,
-238447,
-582794,
-758893,
-778456
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4124,
"evaluation_days": 1031,
"actual_first_datapoint_time": 1670824800000,
"first_datapoint_time": 1673006400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759885189820,
"expiration_time": 1762553952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 100,
"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) |
|---|