Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517073.5013 | 205713.4779 | 311360.0235 | 7084133.085 | 2835171.5238 | 4248961.5612 |
Total P&L (%) | 517.0735 | 205.7135 | 311.36 | 7084.1331 | 2835.1715 | 4248.9616 |
Avg Daily Profit (%) | 0.5031 | 0.2002 | 0.303 | 0.4168 | 0.3294 | 0.3677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27146 | -34174 | -16396 | -1648519 | -2036754 | -317968 |
Profit Factor | 4.013 | 2.5588 | 8.8535 | 2.9662 | 1.8741 | 12.8155 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 14 | 10 | 4 | 14 | 10 | 4 |
Profitability (%) | 75.4386 | 65.5172 | 85.7143 | 75.4386 | 65.5172 | 85.7143 |
Ratio Avg Win / Avg Loss | 1.3066 | 1.3468 | 1.4756 | 0.9657 | 0.9864 | 2.1359 |
Largest Winning Trade | 66558 | 66558 | 38413 | 3247270 | 3247270 | 706587 |
Largest Losing Trade | -27146 | -27146 | -16396 | -1191316 | -1191316 | -317968 |
Avg Bars in Trades | 67 | 65 | 69 | 67 | 65 | 69 |
Avg Bars in Winners | 63 | 57 | 67 | 63 | 57 | 67 |
Avg Bars in Losers | 81 | 81 | 80 | 81 | 81 | 80 |
Bars Traded | 3861 | 1911 | 1950 | 3861 | 1911 | 1950 |
Profit Streak | 0 | 0 | 298.37 | 0 | 0 | 298.37 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159613 | 480471 | 26622 | -163424 | 427653 | 101557 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4111, "evaluation_days": 1027.75, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1674669600000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759611165636, "expiration_time": 1762264728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 179, "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": [ [ 517073.5013080535, 205713.4778529076, 311360.0234551462, 7084133.084967972, 2835171.5237797997, 4248961.561188172 ], [ 517.073501, 205.713478, 311.360023, 7084.133085, 2835.171524, 4248.961561 ], [ 0.503112, 0.200159, 0.302953, 0.416771, 0.329352, 0.367741 ], [ 10, 10, 10, 10, 10, 10 ], [ -27146, -34174, -16396, -1648519, -2036754, -317968 ], [ 4.013049, 2.558844, 8.853512, 2.966178, 1.874139, 12.815517 ], [ 57, 29, 28, 57, 29, 28 ], [ 43, 19, 24, 43, 19, 24 ], [ 14, 10, 4, 14, 10, 4 ], [ 75.438596, 65.517241, 85.714286, 75.438596, 65.517241, 85.714286 ], [ 1.306574, 1.34676, 1.475585, 0.965732, 0.986389, 2.135919 ], [ 66558, 66558, 38413, 3247270, 3247270, 706587 ], [ -27146, -27146, -16396, -1191316, -1191316, -317968 ], [ 67, 65, 69, 67, 65, 69 ], [ 63, 57, 67, 63, 57, 67 ], [ 81, 81, 80, 81, 81, 80 ], [ 3861, 1911, 1950, 3861, 1911, 1950 ], [ 0, 0, 298.369973, 0, 0, 298.369973 ], [ 0, 0, 7, 0, 0, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159613, 480471, 26622, -163424, 427653, 101557 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4111, "evaluation_days": 1027.75, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1674669600000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759611165636, "expiration_time": 1762264728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 179, "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) |
---|