Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580133.4891 | 377550.0765 | 202583.4127 | 1540586.0736 | 577649.1209 | 962936.9527 |
Total P&L (%) | 580.1335 | 377.5501 | 202.5834 | 1540.5861 | 577.6491 | 962.937 |
Avg Daily Profit (%) | 0.5602 | 0.3646 | 0.1956 | 0.2705 | 0.185 | 0.2285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95371 | -84211 | -75272 | -694009 | -694009 | -262079 |
Profit Factor | 2.2858 | 2.3139 | 2.2366 | 1.6684 | 1.3279 | 2.7723 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 60 | 52.6316 | 67.5676 | 60 | 52.6316 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.5239 | 2.0825 | 1.0736 | 1.1123 | 1.1951 | 1.3307 |
Largest Winning Trade | 199972 | 199972 | 40284 | 767620 | 767620 | 361378 |
Largest Losing Trade | -41596 | -41596 | -37849 | -694009 | -694009 | -108626 |
Avg Bars in Trades | 54 | 59 | 48 | 54 | 59 | 48 |
Avg Bars in Winners | 56 | 63 | 51 | 56 | 63 | 51 |
Avg Bars in Losers | 50 | 55 | 42 | 50 | 55 | 42 |
Bars Traded | 4057 | 2265 | 1792 | 4057 | 2265 | 1792 |
Profit Streak | 0 | 0 | 143.1735 | 0 | 0 | 143.1735 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44234 | 496370 | 519341 | -49013 | 306645 | 581675 |
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{ "first_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 580133.4891304583, 377550.0764613065, 202583.4126691517, 1540586.0736332058, 577649.120927461, 962936.9527057447 ], [ 580.133489, 377.550076, 202.583413, 1540.586074, 577.649121, 962.936953 ], [ 0.560245, 0.364607, 0.195638, 0.270538, 0.184957, 0.22852 ], [ 10, 10, 10, 10, 10, 10 ], [ -95371, -84211, -75272, -694009, -694009, -262079 ], [ 2.285808, 2.313868, 2.236589, 1.668434, 1.327942, 2.772274 ], [ 75, 38, 37, 75, 38, 37 ], [ 45, 20, 25, 45, 20, 25 ], [ 30, 18, 12, 30, 18, 12 ], [ 60, 52.631579, 67.567568, 60, 52.631579, 67.567568 ], [ 1.523872, 2.082481, 1.073563, 1.112289, 1.195148, 1.330692 ], [ 199972, 199972, 40284, 767620, 767620, 361378 ], [ -41596, -41596, -37849, -694009, -694009, -108626 ], [ 54, 59, 48, 54, 59, 48 ], [ 56, 63, 51, 56, 63, 51 ], [ 50, 55, 42, 50, 55, 42 ], [ 4057, 2265, 1792, 4057, 2265, 1792 ], [ 0, 0, 143.173548, 0, 0, 143.173548 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44234, 496370, 519341, -49013, 306645, 581675 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4142, "evaluation_days": 1035.5, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1672358400000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760285394584, "expiration_time": 1762954416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 1 } } }
# | 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) |
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