Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69888.0853 | 38557.8623 | 31330.2229 | 70741.1105 | 40765.7491 | 29975.3614 |
Total P&L (%) | 69.8881 | 38.5579 | 31.3302 | 70.7411 | 40.7657 | 29.9754 |
Avg Daily Profit (%) | 0.8051 | 0.4442 | 0.3609 | 0.6182 | 0.3947 | 0.3025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52962 | -15889 | -50224 | -74588 | -24186 | -71308 |
Profit Factor | 1.5635 | 1.6203 | 1.5064 | 1.4117 | 1.4839 | 1.3422 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 74.4444 | 71.1111 | 77.7778 | 74.4444 | 71.1111 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.5367 | 0.6582 | 0.4304 | 0.4846 | 0.6028 | 0.3835 |
Largest Winning Trade | 14237 | 13147 | 14237 | 16887 | 16887 | 16052 |
Largest Losing Trade | -30515 | -10773 | -30515 | -49293 | -15105 | -49293 |
Avg Bars in Trades | 266 | 277 | 256 | 266 | 277 | 256 |
Avg Bars in Winners | 179 | 162 | 195 | 179 | 162 | 195 |
Avg Bars in Losers | 520 | 559 | 469 | 520 | 559 | 469 |
Bars Traded | 24016 | 12481 | 11535 | 24016 | 12481 | 11535 |
Profit Streak | 3.2996 | 3.2996 | 8.7163 | 3.2996 | 3.2996 | 8.7163 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522977 | 274966 | 325484 | 433735 | 239849 | 267035 |
{ "trading_pair": "MAGIC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752746400000, "first_datapoint_time": 1752864000000, "last_datapoint_time": 1760246100000, "evaluation_time": 1760246489099, "expiration_time": 1766726100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 245, "offset": 148, "a": 0.65235 } } }
{ "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": [ [ 69888.0852500392, 38557.8623163142, 31330.222933725, 70741.110548079, 40765.7491324096, 29975.3614156693 ], [ 69.888085, 38.557862, 31.330223, 70.741111, 40.765749, 29.975361 ], [ 0.80507, 0.444164, 0.360906, 0.618166, 0.394656, 0.302466 ], [ 10, 10, 10, 10, 10, 10 ], [ -52962, -15889, -50224, -74588, -24186, -71308 ], [ 1.563485, 1.620301, 1.506402, 1.411651, 1.483915, 1.342162 ], [ 90, 45, 45, 90, 45, 45 ], [ 67, 32, 35, 67, 32, 35 ], [ 23, 13, 10, 23, 13, 10 ], [ 74.444444, 71.111111, 77.777778, 74.444444, 71.111111, 77.777778 ], [ 0.536719, 0.658247, 0.4304, 0.484597, 0.602841, 0.383475 ], [ 14237, 13147, 14237, 16887, 16887, 16052 ], [ -30515, -10773, -30515, -49293, -15105, -49293 ], [ 266, 277, 256, 266, 277, 256 ], [ 179, 162, 195, 179, 162, 195 ], [ 520, 559, 469, 520, 559, 469 ], [ 24016, 12481, 11535, 24016, 12481, 11535 ], [ 3.299642, 3.299642, 8.716309, 3.299642, 3.299642, 8.716309 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 522977, 274966, 325484, 433735, 239849, 267035 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752746400000, "first_datapoint_time": 1752864000000, "last_datapoint_time": 1760246100000, "evaluation_time": 1760246489099, "expiration_time": 1766726100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 245, "offset": 148, "a": 0.65235 } } }
# | 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) |
---|