Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186471.4253 | 103773.9809 | 82697.4444 | 62145.4466 | -10510.9083 | 72656.3549 |
Total P&L (%) | 186.4714 | 103.774 | 82.6974 | 62.1454 | -10.5109 | 72.6564 |
Avg Daily Profit (%) | 0.1806 | 0.1005 | 0.0801 | 0.0468 | -0.0108 | 0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93120 | -96050 | -53363 | -180501 | -188078 | -79386 |
Profit Factor | 1.3267 | 1.3346 | 1.3174 | 1.0747 | 0.9779 | 1.2042 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 55.8333 | 56.6667 | 55 | 55.8333 | 56.6667 | 55 |
Ratio Avg Win / Avg Loss | 1.0495 | 1.0206 | 1.0778 | 0.8501 | 0.7478 | 0.9852 |
Largest Winning Trade | 44697 | 44697 | 24525 | 55821 | 55821 | 28688 |
Largest Losing Trade | -45827 | -45827 | -30282 | -98487 | -98487 | -36600 |
Avg Bars in Trades | 25 | 34 | 16 | 25 | 34 | 16 |
Avg Bars in Winners | 20 | 23 | 16 | 20 | 23 | 16 |
Avg Bars in Losers | 32 | 49 | 15 | 32 | 49 | 15 |
Bars Traded | 3048 | 2075 | 972 | 3048 | 2075 | 972 |
Profit Streak | 0 | 17.5467 | 0 | 0 | 17.5467 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325983 | -226227 | -254060 | -269568 | -748526 | -292673 |
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3097, "evaluation_days": 1032.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671926400000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760015236112, "expiration_time": 1762672608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "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": [ [ 186471.4253011111, 103773.9808888535, 82697.4444122576, 62145.4465692425, -10510.9083378399, 72656.3549070824 ], [ 186.471425, 103.773981, 82.697444, 62.145447, -10.510908, 72.656355 ], [ 0.180632, 0.100524, 0.080108, 0.04683, -0.010757, 0.052917 ], [ 10, 10, 10, 10, 10, 10 ], [ -93120, -96050, -53363, -180501, -188078, -79386 ], [ 1.326723, 1.334588, 1.317361, 1.074694, 0.977923, 1.20415 ], [ 120, 60, 60, 120, 60, 60 ], [ 67, 34, 33, 67, 34, 33 ], [ 53, 26, 27, 53, 26, 27 ], [ 55.833333, 56.666667, 55, 55.833333, 56.666667, 55 ], [ 1.049497, 1.020567, 1.077841, 0.850131, 0.747823, 0.985214 ], [ 44697, 44697, 24525, 55821, 55821, 28688 ], [ -45827, -45827, -30282, -98487, -98487, -36600 ], [ 25, 34, 16, 25, 34, 16 ], [ 20, 23, 16, 20, 23, 16 ], [ 32, 49, 15, 32, 49, 15 ], [ 3048, 2075, 972, 3048, 2075, 972 ], [ 0, 17.546714, 0, 0, 17.546714, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325983, -226227, -254060, -269568, -748526, -292673 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3097, "evaluation_days": 1032.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671926400000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760015236112, "expiration_time": 1762672608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "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) |
---|