Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367560.2609 | 215016.3767 | 152543.8842 | 224239.1812 | 164009.1578 | 60230.0233 |
Total P&L (%) | 367.5603 | 215.0164 | 152.5439 | 224.2392 | 164.0092 | 60.23 |
Avg Daily Profit (%) | 0.3593 | 0.2102 | 0.1491 | 0.1151 | 0.0949 | 0.0461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85721 | -70456 | -37800 | -125666 | -71914 | -45873 |
Profit Factor | 1.9124 | 1.9856 | 1.8258 | 1.5124 | 1.7408 | 1.2785 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 64.1026 | 56.4103 | 71.7949 | 64.1026 | 56.4103 | 71.7949 |
Ratio Avg Win / Avg Loss | 1.0709 | 1.5343 | 0.7173 | 0.8469 | 1.3452 | 0.5023 |
Largest Winning Trade | 57369 | 57369 | 25572 | 117411 | 117411 | 34183 |
Largest Losing Trade | -85721 | -50345 | -85721 | -125666 | -48894 | -125666 |
Avg Bars in Trades | 51 | 62 | 39 | 51 | 62 | 39 |
Avg Bars in Winners | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Losers | 81 | 100 | 52 | 81 | 100 | 52 |
Bars Traded | 3985 | 2453 | 1532 | 3985 | 2453 | 1532 |
Profit Streak | 15.3595 | 15.3595 | 286.3595 | 15.3595 | 15.3595 | 286.3595 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23682 | 464952 | 396819 | -74871 | -62590 | -129387 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4092, "evaluation_days": 1023, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1671278400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759199858695, "expiration_time": 1761842016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 2 } } }
{ "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": [ [ 367560.2609428636, 215016.3767407231, 152543.8842021404, 224239.1811532807, 164009.1578112028, 60230.0233420778 ], [ 367.560261, 215.016377, 152.543884, 224.239181, 164.009158, 60.230023 ], [ 0.359296, 0.210182, 0.149114, 0.115053, 0.094944, 0.046095 ], [ 10, 10, 10, 10, 10, 10 ], [ -85721, -70456, -37800, -125666, -71914, -45873 ], [ 1.912361, 1.985617, 1.825843, 1.512398, 1.740824, 1.278533 ], [ 78, 39, 39, 78, 39, 39 ], [ 50, 22, 28, 50, 22, 28 ], [ 28, 17, 11, 28, 17, 11 ], [ 64.102564, 56.410256, 71.794872, 64.102564, 56.410256, 71.794872 ], [ 1.070922, 1.53434, 0.717295, 0.846943, 1.345182, 0.502281 ], [ 57369, 57369, 25572, 117411, 117411, 34183 ], [ -85721, -50345, -85721, -125666, -48894, -125666 ], [ 51, 62, 39, 51, 62, 39 ], [ 34, 33, 34, 34, 33, 34 ], [ 81, 100, 52, 81, 100, 52 ], [ 3985, 2453, 1532, 3985, 2453, 1532 ], [ 15.359476, 15.359476, 286.359476, 15.359476, 15.359476, 286.359476 ], [ 3, 1, 9, 3, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23682, 464952, 396819, -74871, -62590, -129387 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4092, "evaluation_days": 1023, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1671278400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759199858695, "expiration_time": 1761842016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 2 } } }
# | 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) |
---|