Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187083.9064 | 115532.9953 | 71550.9111 | -36361.8211 | 458.9433 | -36820.7644 |
Total P&L (%) | 187.0839 | 115.533 | 71.5509 | -36.3618 | 0.4589 | -36.8208 |
Avg Daily Profit (%) | 0.1832 | 0.1131 | 0.0701 | -0.0442 | 0.0004 | -0.045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190243 | -155593 | -112574 | -88102 | -40970 | -67470 |
Profit Factor | 1.313 | 1.3273 | 1.2924 | 0.8493 | 1.0039 | 0.704 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 45.3488 | 44.186 | 46.5116 | 45.3488 | 44.186 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.5823 | 1.6766 | 1.4862 | 1.0235 | 1.2681 | 0.8096 |
Largest Winning Trade | 205330 | 205330 | 43099 | 21339 | 21339 | 12813 |
Largest Losing Trade | -43097 | -43097 | -34079 | -34079 | -16900 | -34079 |
Avg Bars in Trades | 67 | 72 | 61 | 67 | 72 | 61 |
Avg Bars in Winners | 75 | 79 | 71 | 75 | 79 | 71 |
Avg Bars in Losers | 60 | 66 | 53 | 60 | 66 | 53 |
Bars Traded | 5773 | 3109 | 2664 | 5773 | 3109 | 2664 |
Profit Streak | 57.2032 | 118.7032 | 57.2032 | 57.2032 | 118.7032 | 57.2032 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308589 | -41416 | -100089 | -579291 | -575014 | -581522 |
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6127, "evaluation_days": 1021.17, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672617600000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759049553779, "expiration_time": 1761693264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 4.63607 } } }
{ "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": [ [ 187083.9063962628, 115532.9953067429, 71550.91108952, -36361.8210765372, 458.9432828468, -36820.7643593839 ], [ 187.083906, 115.532995, 71.550911, -36.361821, 0.458943, -36.820764 ], [ 0.183205, 0.113138, 0.070068, -0.044249, 0.000448, -0.044957 ], [ 10, 10, 10, 10, 10, 10 ], [ -190243, -155593, -112574, -88102, -40970, -67470 ], [ 1.313005, 1.327313, 1.29237, 0.84925, 1.003929, 0.703979 ], [ 86, 43, 43, 86, 43, 43 ], [ 39, 19, 20, 39, 19, 20 ], [ 47, 24, 23, 47, 24, 23 ], [ 45.348837, 44.186047, 46.511628, 45.348837, 44.186047, 46.511628 ], [ 1.58234, 1.676606, 1.486225, 1.023456, 1.26812, 0.809576 ], [ 205330, 205330, 43099, 21339, 21339, 12813 ], [ -43097, -43097, -34079, -34079, -16900, -34079 ], [ 67, 72, 61, 67, 72, 61 ], [ 75, 79, 71, 75, 79, 71 ], [ 60, 66, 53, 60, 66, 53 ], [ 5773, 3109, 2664, 5773, 3109, 2664 ], [ 57.203169, 118.703169, 57.203169, 57.203169, 118.703169, 57.203169 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308589, -41416, -100089, -579291, -575014, -581522 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6127, "evaluation_days": 1021.17, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672617600000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759049553779, "expiration_time": 1761693264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 4.63607 } } }
# | 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) |
---|