Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361360.1048 | 258576.9795 | 102783.1252 | 141900.8775 | 164336.0446 | -22435.1671 |
Total P&L (%) | 361.3601 | 258.577 | 102.7831 | 141.9009 | 164.336 | -22.4352 |
Avg Daily Profit (%) | 0.3536 | 0.253 | 0.1006 | 0.0865 | 0.0952 | -0.0249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132793 | -91948 | -103110 | -122819 | -77511 | -115217 |
Profit Factor | 1.316 | 1.439 | 1.1853 | 1.1403 | 1.3287 | 0.9561 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 136 | 59 | 77 | 136 | 59 | 77 |
Losing Trades | 157 | 87 | 70 | 157 | 87 | 70 |
Profitability (%) | 46.4164 | 40.411 | 52.381 | 46.4164 | 40.411 | 52.381 |
Ratio Avg Win / Avg Loss | 1.5192 | 2.1219 | 1.0775 | 1.3164 | 1.9592 | 0.8692 |
Largest Winning Trade | 194576 | 194576 | 35200 | 104517 | 104517 | 29173 |
Largest Losing Trade | -27702 | -22357 | -27702 | -84904 | -27730 | -84904 |
Avg Bars in Trades | 82 | 87 | 77 | 82 | 87 | 77 |
Avg Bars in Winners | 103 | 113 | 95 | 103 | 113 | 95 |
Avg Bars in Losers | 64 | 70 | 57 | 64 | 70 | 57 |
Bars Traded | 24168 | 12771 | 11396 | 24168 | 12771 | 11396 |
Profit Streak | 9.2787 | 0 | 17.1954 | 9.2787 | 0 | 17.1954 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397137 | 223987 | -74208 | -142860 | -68460 | -579566 |
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24529, "evaluation_days": 1022.04, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671256800000, "last_datapoint_time": 1759136400000, "evaluation_time": 1759138878459, "expiration_time": 1765494316800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 119, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 361360.1047517409, 258576.9795077627, 102783.1252439782, 141900.8775178655, 164336.0445986002, -22435.1670807345 ], [ 361.360105, 258.57698, 102.783125, 141.900878, 164.336045, -22.435167 ], [ 0.353567, 0.253001, 0.100567, 0.086468, 0.095154, -0.024855 ], [ 10, 10, 10, 10, 10, 10 ], [ -132793, -91948, -103110, -122819, -77511, -115217 ], [ 1.315952, 1.438998, 1.185295, 1.140343, 1.328666, 0.956104 ], [ 293, 146, 147, 293, 146, 147 ], [ 136, 59, 77, 136, 59, 77 ], [ 157, 87, 70, 157, 87, 70 ], [ 46.416382, 40.410959, 52.380952, 46.416382, 40.410959, 52.380952 ], [ 1.519151, 2.121912, 1.077541, 1.316425, 1.959219, 0.869185 ], [ 194576, 194576, 35200, 104517, 104517, 29173 ], [ -27702, -22357, -27702, -84904, -27730, -84904 ], [ 82, 87, 77, 82, 87, 77 ], [ 103, 113, 95, 103, 113, 95 ], [ 64, 70, 57, 64, 70, 57 ], [ 24168, 12771, 11396, 24168, 12771, 11396 ], [ 9.278686, 0, 17.195352, 9.278686, 0, 17.195352 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397137, 223987, -74208, -142860, -68460, -579566 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24529, "evaluation_days": 1022.04, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671256800000, "last_datapoint_time": 1759136400000, "evaluation_time": 1759138878459, "expiration_time": 1765494316800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 119, "offset": 0, "scalar": 5 } } }
# | 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) |
---|