Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303800.3381 | 112445.6754 | 191354.6627 | -8022.6107 | 33152.9843 | -41175.595 |
Total P&L (%) | 303.8003 | 112.4457 | 191.3547 | -8.0226 | 33.153 | -41.1756 |
Avg Daily Profit (%) | 0.2949 | 0.1091 | 0.1857 | -0.0081 | 0.0278 | -0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95833 | -44225 | -95833 | -217035 | -75292 | -215409 |
Profit Factor | 1.9698 | 1.6362 | 2.4016 | 0.9804 | 1.207 | 0.8341 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 68.9655 | 62.069 | 75.8621 | 68.9655 | 62.069 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.8864 | 0.9999 | 0.7642 | 0.4412 | 0.7376 | 0.2654 |
Largest Winning Trade | 48181 | 48181 | 31775 | 42202 | 37419 | 42202 |
Largest Losing Trade | -95833 | -31505 | -95833 | -215409 | -70658 | -215409 |
Avg Bars in Trades | 63 | 66 | 59 | 63 | 66 | 59 |
Avg Bars in Winners | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Losers | 91 | 100 | 77 | 91 | 100 | 77 |
Bars Traded | 3666 | 1936 | 1730 | 3666 | 1936 | 1730 |
Profit Streak | 64.6423 | 218.3923 | 64.6423 | 64.6423 | 218.3923 | 64.6423 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166672 | -44068 | 473510 | -756846 | -157835 | -576921 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4121, "evaluation_days": 1030.25, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1675144800000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759829095623, "expiration_time": 1762487208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 201, "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": [ [ 303800.3381268905, 112445.6753958448, 191354.6627310455, -8022.6106686369, 33152.9843371388, -41175.5950057757 ], [ 303.800338, 112.445675, 191.354663, -8.022611, 33.152984, -41.175595 ], [ 0.29488, 0.109144, 0.185736, -0.008117, 0.027796, -0.05149 ], [ 10, 10, 10, 10, 10, 10 ], [ -95833, -44225, -95833, -217035, -75292, -215409 ], [ 1.969785, 1.636215, 2.401618, 0.980352, 1.206955, 0.834052 ], [ 58, 29, 29, 58, 29, 29 ], [ 40, 18, 22, 40, 18, 22 ], [ 18, 11, 7, 18, 11, 7 ], [ 68.965517, 62.068966, 75.862069, 68.965517, 62.068966, 75.862069 ], [ 0.886403, 0.999909, 0.764151, 0.441158, 0.737584, 0.26538 ], [ 48181, 48181, 31775, 42202, 37419, 42202 ], [ -95833, -31505, -95833, -215409, -70658, -215409 ], [ 63, 66, 59, 63, 66, 59 ], [ 50, 46, 54, 50, 46, 54 ], [ 91, 100, 77, 91, 100, 77 ], [ 3666, 1936, 1730, 3666, 1936, 1730 ], [ 64.64231, 218.39231, 64.64231, 64.64231, 218.39231, 64.64231 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166672, -44068, 473510, -756846, -157835, -576921 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4121, "evaluation_days": 1030.25, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1675144800000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759829095623, "expiration_time": 1762487208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 201, "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) |
---|