| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 304395.1734 | 222123.6622 | 82271.5112 | 40264.3722 | 164887.9887 | -124623.6165 |
| Total P&L (%) | 304.3952 | 222.1237 | 82.2715 | 40.2644 | 164.888 | -124.6236 |
| Avg Daily Profit (%) | 0.2945 | 0.2149 | 0.0796 | 0.0327 | 0.0943 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -245742 | -142710 | -144840 | -292846 | -99114 | -212694 |
| Profit Factor | 1.4868 | 1.605 | 1.3187 | 1.0627 | 1.5679 | 0.6454 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
| Profitability (%) | 47.4227 | 42.8571 | 52.0833 | 47.4227 | 42.8571 | 52.0833 |
| Ratio Avg Win / Avg Loss | 1.6484 | 2.14 | 1.2132 | 1.1783 | 2.0906 | 0.5938 |
| Largest Winning Trade | 167200 | 167200 | 34499 | 190593 | 190593 | 28310 |
| Largest Losing Trade | -40646 | -35604 | -40646 | -99142 | -26341 | -99142 |
| Avg Bars in Trades | 252 | 271 | 232 | 252 | 271 | 232 |
| Avg Bars in Winners | 324 | 366 | 289 | 324 | 366 | 289 |
| Avg Bars in Losers | 187 | 200 | 170 | 187 | 200 | 170 |
| Bars Traded | 24461 | 13307 | 11153 | 24461 | 13307 | 11153 |
| Profit Streak | 0 | 0 | 38.5453 | 0 | 0 | 38.5453 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 360761 | 291765 | -85588 | -303613 | -66951 | -579873 |
{
"trading_pair": "MAGIC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24810,
"evaluation_days": 1033.75,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671570000000,
"last_datapoint_time": 1760148000000,
"evaluation_time": 1760151912146,
"expiration_time": 1766578752000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 206,
"offset": 0,
"a": 0.74398
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 152,
"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": [
[
304395.1733668772,
222123.6622082557,
82271.5111586215,
40264.3721744333,
164887.9887242544,
-124623.6165498213
],
[
304.395173,
222.123662,
82.271511,
40.264372,
164.887989,
-124.623617
],
[
0.294457,
0.214872,
0.079586,
0.032737,
0.094278,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-245742,
-142710,
-144840,
-292846,
-99114,
-212694
],
[
1.486812,
1.604984,
1.318726,
1.062739,
1.567932,
0.645399
],
[
97,
49,
48,
97,
49,
48
],
[
46,
21,
25,
46,
21,
25
],
[
51,
28,
23,
51,
28,
23
],
[
47.42268,
42.857143,
52.083333,
47.42268,
42.857143,
52.083333
],
[
1.648423,
2.139979,
1.213228,
1.178254,
2.090576,
0.593767
],
[
167200,
167200,
34499,
190593,
190593,
28310
],
[
-40646,
-35604,
-40646,
-99142,
-26341,
-99142
],
[
252,
271,
232,
252,
271,
232
],
[
324,
366,
289,
324,
366,
289
],
[
187,
200,
170,
187,
200,
170
],
[
24461,
13307,
11153,
24461,
13307,
11153
],
[
0,
0,
38.545279,
0,
0,
38.545279
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
360761,
291765,
-85588,
-303613,
-66951,
-579873
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24810,
"evaluation_days": 1033.75,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671570000000,
"last_datapoint_time": 1760148000000,
"evaluation_time": 1760151912146,
"expiration_time": 1766578752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 206,
"offset": 0,
"a": 0.74398
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 152,
"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) |
|---|