Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288628.814 | 208430.1062 | 80198.7079 | 50717.2511 | -18503.5177 | 69220.7688 |
Total P&L (%) | 288.6288 | 208.4301 | 80.1987 | 50.7173 | -18.5035 | 69.2208 |
Avg Daily Profit (%) | 0.2819 | 0.2036 | 0.0783 | 0.0401 | -0.02 | 0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189112 | -172172 | -82832 | -448055 | -370993 | -228191 |
Profit Factor | 1.3267 | 1.4304 | 1.2009 | 1.0279 | 0.9816 | 1.0849 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 84 | 33 | 51 | 84 | 33 | 51 |
Losing Trades | 111 | 64 | 47 | 111 | 64 | 47 |
Profitability (%) | 43.0769 | 34.0206 | 52.0408 | 43.0769 | 34.0206 | 52.0408 |
Ratio Avg Win / Avg Loss | 1.7531 | 2.7742 | 1.1067 | 1.3583 | 1.9036 | 0.9998 |
Largest Winning Trade | 158209 | 158209 | 37748 | 106990 | 106990 | 73714 |
Largest Losing Trade | -32139 | -23139 | -32139 | -91697 | -91697 | -63702 |
Avg Bars in Trades | 61 | 71 | 52 | 61 | 71 | 52 |
Avg Bars in Winners | 75 | 89 | 67 | 75 | 89 | 67 |
Avg Bars in Losers | 51 | 62 | 36 | 51 | 62 | 36 |
Bars Traded | 12086 | 6941 | 5145 | 12086 | 6941 | 5145 |
Profit Streak | 8.9751 | 0 | 10.0585 | 8.9751 | 0 | 10.0585 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312343 | 112829 | -88251 | -331519 | -584509 | -252538 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12286, "evaluation_days": 1023.83, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671933600000, "last_datapoint_time": 1759284000000, "evaluation_time": 1759289051112, "expiration_time": 1762468531200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 154, "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": [ [ 288628.814023638, 208430.1061667132, 80198.7078569246, 50717.2510797599, -18503.5177366139, 69220.7688163738 ], [ 288.628814, 208.430106, 80.198708, 50.717251, -18.503518, 69.220769 ], [ 0.281911, 0.203579, 0.078332, 0.040077, -0.019983, 0.051392 ], [ 10, 10, 10, 10, 10, 10 ], [ -189112, -172172, -82832, -448055, -370993, -228191 ], [ 1.326688, 1.430436, 1.200864, 1.027879, 0.981563, 1.08487 ], [ 195, 97, 98, 195, 97, 98 ], [ 84, 33, 51, 84, 33, 51 ], [ 111, 64, 47, 111, 64, 47 ], [ 43.076923, 34.020619, 52.040816, 43.076923, 34.020619, 52.040816 ], [ 1.753124, 2.774179, 1.106678, 1.358268, 1.903637, 0.999782 ], [ 158209, 158209, 37748, 106990, 106990, 73714 ], [ -32139, -23139, -32139, -91697, -91697, -63702 ], [ 61, 71, 52, 61, 71, 52 ], [ 75, 89, 67, 75, 89, 67 ], [ 51, 62, 36, 51, 62, 36 ], [ 12086, 6941, 5145, 12086, 6941, 5145 ], [ 8.975129, 0, 10.058462, 8.975129, 0, 10.058462 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312343, 112829, -88251, -331519, -584509, -252538 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12286, "evaluation_days": 1023.83, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671933600000, "last_datapoint_time": 1759284000000, "evaluation_time": 1759289051112, "expiration_time": 1762468531200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 154, "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) |
---|