| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 320760.3219 | 264004.1819 | 56756.1399 | 56519.989 | 168378.3091 | -111858.3201 |
| Total P&L (%) | 320.7603 | 264.0042 | 56.7561 | 56.52 | 168.3783 | -111.8583 |
| Avg Daily Profit (%) | 0.3153 | 0.2595 | 0.0558 | 0.044 | 0.0971 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -243731 | -158695 | -123051 | -198982 | -67449 | -137990 |
| Profit Factor | 1.5125 | 1.8335 | 1.1836 | 1.1118 | 1.7896 | 0.6175 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
| Profitability (%) | 41.1765 | 40 | 42.3729 | 41.1765 | 40 | 42.3729 |
| Ratio Avg Win / Avg Loss | 2.1608 | 2.7503 | 1.6097 | 1.5882 | 2.6843 | 0.8398 |
| Largest Winning Trade | 194002 | 194002 | 48641 | 126536 | 126536 | 26557 |
| Largest Losing Trade | -35069 | -22697 | -35069 | -73033 | -28317 | -73033 |
| Avg Bars in Trades | 99 | 95 | 103 | 99 | 95 | 103 |
| Avg Bars in Winners | 136 | 131 | 141 | 136 | 131 | 141 |
| Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
| Bars Traded | 11855 | 5739 | 6116 | 11855 | 5739 | 6116 |
| Profit Streak | 16.0527 | 18.4694 | 0 | 16.0527 | 18.4694 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308245 | -161176 | -316377 | -233985 | -232746 | -760424 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12208,
"evaluation_days": 1017.33,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1672452000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758820553281,
"expiration_time": 1761886713600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 95,
"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": [
[
320760.3218581677,
264004.1819159966,
56756.1399421709,
56519.9889897724,
168378.3090725641,
-111858.3200827916
],
[
320.760322,
264.004182,
56.75614,
56.519989,
168.378309,
-111.85832
],
[
0.315296,
0.259507,
0.055789,
0.044048,
0.097088,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-243731,
-158695,
-123051,
-198982,
-67449,
-137990
],
[
1.512548,
1.833532,
1.183626,
1.111766,
1.789556,
0.6175
],
[
119,
60,
59,
119,
60,
59
],
[
49,
24,
25,
49,
24,
25
],
[
70,
36,
34,
70,
36,
34
],
[
41.176471,
40,
42.372881,
41.176471,
40,
42.372881
],
[
2.160782,
2.750298,
1.609731,
1.588238,
2.684334,
0.8398
],
[
194002,
194002,
48641,
126536,
126536,
26557
],
[
-35069,
-22697,
-35069,
-73033,
-28317,
-73033
],
[
99,
95,
103,
99,
95,
103
],
[
136,
131,
141,
136,
131,
141
],
[
73,
71,
75,
73,
71,
75
],
[
11855,
5739,
6116,
11855,
5739,
6116
],
[
16.0527,
18.469367,
0,
16.0527,
18.469367,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308245,
-161176,
-316377,
-233985,
-232746,
-760424
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12208,
"evaluation_days": 1017.33,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1672452000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758820553281,
"expiration_time": 1761886713600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 95,
"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) |
|---|