Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466511.6629 | 205704.6213 | 260807.0416 | 1806081.596 | 573550.8569 | 1232530.7392 |
Total P&L (%) | 466.5117 | 205.7046 | 260.807 | 1806.0816 | 573.5509 | 1232.5307 |
Avg Daily Profit (%) | 0.4526 | 0.1996 | 0.253 | 0.2864 | 0.1852 | 0.2516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86154 | -113358 | -63290 | -883694 | -795415 | -589106 |
Profit Factor | 2.1719 | 1.7462 | 3.1311 | 1.6883 | 1.3358 | 2.346 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 62.8571 | 56.6038 | 69.2308 | 62.8571 | 56.6038 | 69.2308 |
Ratio Avg Win / Avg Loss | 1.2834 | 1.3387 | 1.3916 | 0.9977 | 1.0241 | 1.0426 |
Largest Winning Trade | 74995 | 74995 | 28125 | 580242 | 580242 | 278568 |
Largest Losing Trade | -62030 | -39963 | -62030 | -577591 | -274976 | -577591 |
Avg Bars in Trades | 36 | 42 | 31 | 36 | 42 | 31 |
Avg Bars in Winners | 33 | 33 | 32 | 33 | 33 | 32 |
Avg Bars in Losers | 42 | 52 | 28 | 42 | 52 | 28 |
Bars Traded | 3863 | 2226 | 1637 | 3863 | 2226 | 1637 |
Profit Streak | 26.9214 | 26.9214 | 74.1714 | 26.9214 | 26.9214 | 74.1714 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567421 | -168841 | -163650 | 437680 | -170444 | -164761 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4123, "evaluation_days": 1030.75, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1675209600000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759874811733, "expiration_time": 1762531704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 194, "offset": 10 } }, "second_band": { "type": "alma", "factors": { "length": 62, "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": [ [ 466511.662861638, 205704.6212900586, 260807.0415715792, 1806081.5960251617, 573550.8568637373, 1232530.739161424 ], [ 466.511663, 205.704621, 260.807042, 1806.081596, 573.550857, 1232.530739 ], [ 0.452594, 0.199568, 0.253026, 0.286379, 0.18522, 0.251557 ], [ 10, 10, 10, 10, 10, 10 ], [ -86154, -113358, -63290, -883694, -795415, -589106 ], [ 2.171947, 1.746166, 3.131068, 1.688334, 1.335779, 2.345959 ], [ 105, 53, 52, 105, 53, 52 ], [ 66, 30, 36, 66, 30, 36 ], [ 39, 23, 16, 39, 23, 16 ], [ 62.857143, 56.603774, 69.230769, 62.857143, 56.603774, 69.230769 ], [ 1.283423, 1.338727, 1.391586, 0.997652, 1.024097, 1.042648 ], [ 74995, 74995, 28125, 580242, 580242, 278568 ], [ -62030, -39963, -62030, -577591, -274976, -577591 ], [ 36, 42, 31, 36, 42, 31 ], [ 33, 33, 32, 33, 33, 32 ], [ 42, 52, 28, 42, 52, 28 ], [ 3863, 2226, 1637, 3863, 2226, 1637 ], [ 26.921432, 26.921432, 74.171432, 26.921432, 26.921432, 74.171432 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 567421, -168841, -163650, 437680, -170444, -164761 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4123, "evaluation_days": 1030.75, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1675209600000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759874811733, "expiration_time": 1762531704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 194, "offset": 10 } }, "second_band": { "type": "alma", "factors": { "length": 62, "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) |
---|