Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306299.0237 | 110268.2755 | 196030.7482 | 549074.9485 | 225268.5113 | 323806.4372 |
Total P&L (%) | 306.299 | 110.2683 | 196.0307 | 549.0749 | 225.2685 | 323.8064 |
Avg Daily Profit (%) | 0.2994 | 0.1078 | 0.1916 | 0.183 | 0.1154 | 0.1413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52392 | -73722 | -57568 | -125634 | -136637 | -106309 |
Profit Factor | 2.091 | 1.5643 | 3.2966 | 2.1119 | 1.6591 | 3.1301 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 65 | 56.6667 | 73.3333 | 65 | 56.6667 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.1259 | 1.1963 | 1.1988 | 1.1372 | 1.2687 | 1.1382 |
Largest Winning Trade | 64987 | 64987 | 29685 | 222751 | 222751 | 83564 |
Largest Losing Trade | -52335 | -52335 | -45706 | -117525 | -117525 | -86902 |
Avg Bars in Trades | 60 | 74 | 46 | 60 | 74 | 46 |
Avg Bars in Winners | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Losers | 91 | 108 | 64 | 91 | 108 | 64 |
Bars Traded | 3647 | 2242 | 1405 | 3647 | 2242 | 1405 |
Profit Streak | 161.7758 | 161.7758 | 284.7758 | 161.7758 | 161.7758 | 284.7758 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158750 | -45218 | 615959 | -159288 | -34787 | 172256 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4092, "evaluation_days": 1023, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1671278400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759214232531, "expiration_time": 1761842016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 224, "offset": 0, "poles": 3 } } }
{ "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": [ [ 306299.0237214084, 110268.2755239832, 196030.7481974251, 549074.9485342547, 225268.5113420148, 323806.4371922398 ], [ 306.299024, 110.268276, 196.030748, 549.074949, 225.268511, 323.806437 ], [ 0.299413, 0.107789, 0.191623, 0.183, 0.115363, 0.141264 ], [ 10, 10, 10, 10, 10, 10 ], [ -52392, -73722, -57568, -125634, -136637, -106309 ], [ 2.090993, 1.564335, 3.296582, 2.111889, 1.659055, 3.130074 ], [ 60, 30, 30, 60, 30, 30 ], [ 39, 17, 22, 39, 17, 22 ], [ 21, 13, 8, 21, 13, 8 ], [ 65, 56.666667, 73.333333, 65, 56.666667, 73.333333 ], [ 1.125919, 1.196256, 1.198757, 1.137171, 1.268689, 1.138209 ], [ 64987, 64987, 29685, 222751, 222751, 83564 ], [ -52335, -52335, -45706, -117525, -117525, -86902 ], [ 60, 74, 46, 60, 74, 46 ], [ 44, 48, 40, 44, 48, 40 ], [ 91, 108, 64, 91, 108, 64 ], [ 3647, 2242, 1405, 3647, 2242, 1405 ], [ 161.775839, 161.775839, 284.775839, 161.775839, 161.775839, 284.775839 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -158750, -45218, 615959, -159288, -34787, 172256 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4092, "evaluation_days": 1023, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1671278400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759214232531, "expiration_time": 1761842016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 224, "offset": 0, "poles": 3 } } }
# | 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) |
---|