Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448374.4224 | 314966.1719 | 133408.2505 | 295037.5075 | 178519.5272 | 116517.9803 |
Total P&L (%) | 448.3744 | 314.9662 | 133.4083 | 295.0375 | 178.5195 | 116.518 |
Avg Daily Profit (%) | 0.4358 | 0.3062 | 0.1297 | 0.1336 | 0.0996 | 0.0751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192658 | -131847 | -121810 | -362894 | -269753 | -193065 |
Profit Factor | 1.4054 | 1.4939 | 1.2848 | 1.1677 | 1.173 | 1.1603 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
Profitability (%) | 46.7742 | 43.2258 | 50.3226 | 46.7742 | 43.2258 | 50.3226 |
Ratio Avg Win / Avg Loss | 1.5992 | 1.9621 | 1.2684 | 1.3288 | 1.5407 | 1.1454 |
Largest Winning Trade | 210953 | 210953 | 27001 | 172196 | 172196 | 68885 |
Largest Losing Trade | -37112 | -29908 | -37112 | -94124 | -94124 | -74570 |
Avg Bars in Trades | 39 | 46 | 32 | 39 | 46 | 32 |
Avg Bars in Winners | 42 | 46 | 38 | 42 | 46 | 38 |
Avg Bars in Losers | 36 | 46 | 25 | 36 | 46 | 25 |
Bars Traded | 12203 | 7216 | 4987 | 12203 | 7216 | 4987 |
Profit Streak | 3.2295 | 5.6462 | 3.2295 | 3.2295 | 5.6462 | 3.2295 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424359 | 349375 | -20541 | -50326 | -90289 | -137505 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12345, "evaluation_days": 1028.75, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671436800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759714231524, "expiration_time": 1762908624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "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": [ [ 448374.4224402296, 314966.1719043247, 133408.2505359047, 295037.5075079052, 178519.5272056673, 116517.9803022377 ], [ 448.374422, 314.966172, 133.408251, 295.037508, 178.519527, 116.51798 ], [ 0.435844, 0.306164, 0.12968, 0.133631, 0.099619, 0.07512 ], [ 10, 10, 10, 10, 10, 10 ], [ -192658, -131847, -121810, -362894, -269753, -193065 ], [ 1.40536, 1.493866, 1.284843, 1.167746, 1.17301, 1.160274 ], [ 310, 155, 155, 310, 155, 155 ], [ 145, 67, 78, 145, 67, 78 ], [ 165, 88, 77, 165, 88, 77 ], [ 46.774194, 43.225806, 50.322581, 46.774194, 43.225806, 50.322581 ], [ 1.599203, 1.962092, 1.268371, 1.328815, 1.54067, 1.145399 ], [ 210953, 210953, 27001, 172196, 172196, 68885 ], [ -37112, -29908, -37112, -94124, -94124, -74570 ], [ 39, 46, 32, 39, 46, 32 ], [ 42, 46, 38, 42, 46, 38 ], [ 36, 46, 25, 36, 46, 25 ], [ 12203, 7216, 4987, 12203, 7216, 4987 ], [ 3.229531, 5.646198, 3.229531, 3.229531, 5.646198, 3.229532 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424359, 349375, -20541, -50326, -90289, -137505 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12345, "evaluation_days": 1028.75, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671436800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759714231524, "expiration_time": 1762908624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "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) |
---|