Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253878.3688 | 208793.3539 | 45085.0149 | -30385.7912 | -17146.5908 | -13239.2003 |
Total P&L (%) | 253.8784 | 208.7934 | 45.085 | -30.3858 | -17.1466 | -13.2392 |
Avg Daily Profit (%) | 0.2479 | 0.2039 | 0.044 | -0.0354 | -0.0184 | -0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142046 | -164992 | -101976 | -100137 | -101933 | -55189 |
Profit Factor | 1.2704 | 1.3933 | 1.1105 | 0.9407 | 0.9389 | 0.9429 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 106 | 46 | 60 | 106 | 46 | 60 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 50.237 | 43.8095 | 56.6038 | 50.237 | 43.8095 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.2584 | 1.7871 | 0.8514 | 0.9318 | 1.2043 | 0.7229 |
Largest Winning Trade | 263508 | 263508 | 29042 | 29208 | 29208 | 15471 |
Largest Losing Trade | -38130 | -38130 | -32546 | -42087 | -33418 | -42087 |
Avg Bars in Trades | 114 | 137 | 90 | 114 | 137 | 90 |
Avg Bars in Winners | 100 | 101 | 100 | 100 | 101 | 100 |
Avg Bars in Losers | 128 | 166 | 79 | 128 | 166 | 79 |
Bars Traded | 24129 | 14484 | 9645 | 24129 | 14484 | 9645 |
Profit Streak | 9.1916 | 0 | 20.1083 | 9.1916 | 0 | 20.1083 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350496 | 242558 | -234881 | -578975 | -581793 | -579130 |
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24578, "evaluation_days": 1024.08, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671627600000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759314955827, "expiration_time": 1765683417600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 222, "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": [ [ 253878.3687529194, 208793.3538600628, 45085.0148928566, -30385.7911804085, -17146.5908402029, -13239.2003402057 ], [ 253.878369, 208.793354, 45.085015, -30.385791, -17.146591, -13.2392 ], [ 0.247909, 0.203884, 0.044025, -0.035362, -0.018366, -0.013867 ], [ 10, 10, 10, 10, 10, 10 ], [ -142046, -164992, -101976, -100137, -101933, -55189 ], [ 1.270414, 1.393347, 1.110492, 0.940699, 0.938912, 0.942864 ], [ 211, 105, 106, 211, 105, 106 ], [ 106, 46, 60, 106, 46, 60 ], [ 105, 59, 46, 105, 59, 46 ], [ 50.236967, 43.809524, 56.603774, 50.236967, 43.809524, 56.603774 ], [ 1.258429, 1.787119, 0.851377, 0.931825, 1.204257, 0.722863 ], [ 263508, 263508, 29042, 29208, 29208, 15471 ], [ -38130, -38130, -32546, -42087, -33418, -42087 ], [ 114, 137, 90, 114, 137, 90 ], [ 100, 101, 100, 100, 101, 100 ], [ 128, 166, 79, 128, 166, 79 ], [ 24129, 14484, 9645, 24129, 14484, 9645 ], [ 9.191618, 0, 20.108285, 9.191618, 0, 20.108285 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350496, 242558, -234881, -578975, -581793, -579130 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24578, "evaluation_days": 1024.08, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671627600000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759314955827, "expiration_time": 1765683417600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 222, "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) |
---|