Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313463.2364 | 218121.6488 | 95341.5876 | 104115.581 | 82080.5144 | 22035.0666 |
Total P&L (%) | 313.4632 | 218.1216 | 95.3416 | 104.1156 | 82.0805 | 22.0351 |
Avg Daily Profit (%) | 0.3081 | 0.2144 | 0.0937 | 0.0701 | 0.0589 | 0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97682 | -134576 | -90894 | -124276 | -136889 | -91771 |
Profit Factor | 1.3431 | 1.4301 | 1.2346 | 1.1201 | 1.1773 | 1.0546 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 51.9651 | 47.3684 | 56.5217 | 51.9651 | 47.3684 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.2415 | 1.589 | 0.9497 | 1.0354 | 1.3081 | 0.8112 |
Largest Winning Trade | 141163 | 141163 | 25250 | 79550 | 79550 | 23512 |
Largest Losing Trade | -47472 | -47472 | -35612 | -59137 | -59137 | -28005 |
Avg Bars in Trades | 17 | 21 | 13 | 17 | 21 | 13 |
Avg Bars in Winners | 17 | 23 | 12 | 17 | 23 | 12 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 3940 | 2407 | 1533 | 3940 | 2407 | 1533 |
Profit Streak | 4.9576 | 0 | 47.7076 | 4.9576 | 0 | 47.7076 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406822 | 314551 | -67560 | -185267 | -140730 | -332131 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4070, "evaluation_days": 1017.5, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1672164000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758927534911, "expiration_time": 1761352560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "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": [ [ 313463.2364075775, 218121.648803048, 95341.5876045294, 104115.5810006995, 82080.5143927442, 22035.0666079552 ], [ 313.463236, 218.121649, 95.341588, 104.115581, 82.080514, 22.035067 ], [ 0.308072, 0.21437, 0.093702, 0.070149, 0.058915, 0.019573 ], [ 10, 10, 10, 10, 10, 10 ], [ -97682, -134576, -90894, -124276, -136889, -91771 ], [ 1.343121, 1.430144, 1.234557, 1.120114, 1.177315, 1.054556 ], [ 229, 114, 115, 229, 114, 115 ], [ 119, 54, 65, 119, 54, 65 ], [ 110, 60, 50, 110, 60, 50 ], [ 51.965066, 47.368421, 56.521739, 51.965066, 47.368421, 56.521739 ], [ 1.24154, 1.589049, 0.949659, 1.0354, 1.308128, 0.811197 ], [ 141163, 141163, 25250, 79550, 79550, 23512 ], [ -47472, -47472, -35612, -59137, -59137, -28005 ], [ 17, 21, 13, 17, 21, 13 ], [ 17, 23, 12, 17, 23, 12 ], [ 16, 18, 14, 16, 18, 14 ], [ 3940, 2407, 1533, 3940, 2407, 1533 ], [ 4.95758, 0, 47.70758, 4.95758, 0, 47.70758 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 406822, 314551, -67560, -185267, -140730, -332131 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4070, "evaluation_days": 1017.5, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1672164000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758927534911, "expiration_time": 1761352560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "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) |
---|