| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 66751.4176 | 34166.6194 | 32584.7982 | 50368.5461 | 3920.6845 | 46447.8615 |
| Total P&L (%) | 66.7514 | 34.1666 | 32.5848 | 50.3685 | 3.9207 | 46.4479 |
| Avg Daily Profit (%) | 0.7689 | 0.3936 | 0.3754 | 0.471 | 0.0443 | 0.4404 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -47918 | -40293 | -40330 | -105850 | -95033 | -63144 |
| Profit Factor | 1.4435 | 1.423 | 1.4673 | 1.1735 | 1.0232 | 1.3835 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
| Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
| Profitability (%) | 70.2128 | 63.8298 | 76.5957 | 70.2128 | 63.8298 | 76.5957 |
| Ratio Avg Win / Avg Loss | 0.6124 | 0.8064 | 0.4483 | 0.4979 | 0.5798 | 0.4227 |
| Largest Winning Trade | 28951 | 28951 | 10454 | 29402 | 29402 | 17852 |
| Largest Losing Trade | -40330 | -21391 | -40330 | -63144 | -47455 | -63144 |
| Avg Bars in Trades | 261 | 289 | 233 | 261 | 289 | 233 |
| Avg Bars in Winners | 193 | 214 | 175 | 193 | 214 | 175 |
| Avg Bars in Losers | 422 | 422 | 422 | 422 | 422 | 422 |
| Bars Traded | 24604 | 13623 | 10981 | 24604 | 13623 | 10981 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 459484 | 202711 | 261371 | -21481 | -496271 | 307312 |
{
"trading_pair": "MAGIC_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752960300000,
"first_datapoint_time": 1753014300000,
"last_datapoint_time": 1760460000000,
"evaluation_time": 1760460358439,
"expiration_time": 1766940000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 205,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 181,
"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": [
[
66751.4176044333,
34166.6194172278,
32584.7981872054,
50368.5460844201,
3920.6845385495,
46447.8615458706
],
[
66.751418,
34.166619,
32.584798,
50.368546,
3.920685,
46.447862
],
[
0.768937,
0.393579,
0.375358,
0.471004,
0.044311,
0.440432
],
[
10,
10,
10,
10,
10,
10
],
[
-47918,
-40293,
-40330,
-105850,
-95033,
-63144
],
[
1.443531,
1.422992,
1.467325,
1.173529,
1.02318,
1.383493
],
[
94,
47,
47,
94,
47,
47
],
[
66,
30,
36,
66,
30,
36
],
[
28,
17,
11,
28,
17,
11
],
[
70.212766,
63.829787,
76.595745,
70.212766,
63.829787,
76.595745
],
[
0.612407,
0.806362,
0.448349,
0.497861,
0.579802,
0.422734
],
[
28951,
28951,
10454,
29402,
29402,
17852
],
[
-40330,
-21391,
-40330,
-63144,
-47455,
-63144
],
[
261,
289,
233,
261,
289,
233
],
[
193,
214,
175,
193,
214,
175
],
[
422,
422,
422,
422,
422,
422
],
[
24604,
13623,
10981,
24604,
13623,
10981
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
459484,
202711,
261371,
-21481,
-496271,
307312
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752960300000,
"first_datapoint_time": 1753014300000,
"last_datapoint_time": 1760460000000,
"evaluation_time": 1760460358439,
"expiration_time": 1766940000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 205,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 181,
"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) |
|---|