Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342121.6379 | 140768.1027 | 201353.5352 | 696694.6632 | 240917.693 | 455776.9702 |
Total P&L (%) | 342.1216 | 140.7681 | 201.3535 | 696.6947 | 240.9177 | 455.777 |
Avg Daily Profit (%) | 0.33 | 0.1358 | 0.1942 | 0.2004 | 0.1184 | 0.1656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101265 | -85342 | -42939 | -1075451 | -632597 | -567964 |
Profit Factor | 1.8967 | 1.5985 | 2.3761 | 1.2979 | 1.1878 | 1.4315 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 60.6383 | 51.0638 | 70.2128 | 60.6383 | 51.0638 | 70.2128 |
Ratio Avg Win / Avg Loss | 1.2312 | 1.5319 | 1.008 | 0.8425 | 1.1383 | 0.6073 |
Largest Winning Trade | 59081 | 59081 | 40769 | 311769 | 311769 | 288679 |
Largest Losing Trade | -50184 | -50184 | -41052 | -445705 | -445705 | -386962 |
Avg Bars in Trades | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 42 | 37 | 49 | 42 | 37 | 49 |
Bars Traded | 2837 | 1388 | 1449 | 2837 | 1388 | 1449 |
Profit Streak | 28.8559 | 0 | 138.5226 | 28.8559 | 0 | 138.5226 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482115 | -8238 | 547159 | 310145 | -48380 | 387353 |
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3110, "evaluation_days": 1036.67, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1674403200000, "last_datapoint_time": 1760371200000, "evaluation_time": 1760387551935, "expiration_time": 1763058240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "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": [ [ 342121.6379292017, 140768.1027388256, 201353.535190376, 696694.663183394, 240917.6930191676, 455776.9701642261 ], [ 342.121638, 140.768103, 201.353535, 696.694663, 240.917693, 455.77697 ], [ 0.33002, 0.135789, 0.194231, 0.20039, 0.118379, 0.165589 ], [ 10, 10, 10, 10, 10, 10 ], [ -101265, -85342, -42939, -1075451, -632597, -567964 ], [ 1.896724, 1.598506, 2.376072, 1.297868, 1.187834, 1.431473 ], [ 94, 47, 47, 94, 47, 47 ], [ 57, 24, 33, 57, 24, 33 ], [ 37, 23, 14, 37, 23, 14 ], [ 60.638298, 51.06383, 70.212766, 60.638298, 51.06383, 70.212766 ], [ 1.231207, 1.531902, 1.00803, 0.842476, 1.138341, 0.607292 ], [ 59081, 59081, 40769, 311769, 311769, 288679 ], [ -50184, -50184, -41052, -445705, -445705, -386962 ], [ 30, 29, 30, 30, 29, 30 ], [ 22, 21, 23, 22, 21, 23 ], [ 42, 37, 49, 42, 37, 49 ], [ 2837, 1388, 1449, 2837, 1388, 1449 ], [ 28.855925, 0, 138.522592, 28.855925, 0, 138.522592 ], [ 1, 0, 8, 1, 0, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 482115, -8238, 547159, 310145, -48380, 387353 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3110, "evaluation_days": 1036.67, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1674403200000, "last_datapoint_time": 1760371200000, "evaluation_time": 1760387551935, "expiration_time": 1763058240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "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) |
---|