Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652663.4331 | 328722.0935 | 323941.3396 | 7133351.406 | 3653283.2321 | 3480068.1739 |
Total P&L (%) | 652.6634 | 328.7221 | 323.9413 | 7133.3514 | 3653.2832 | 3480.0682 |
Avg Daily Profit (%) | 0.6366 | 0.3206 | 0.316 | 0.4185 | 0.3542 | 0.3496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96153 | -75478 | -87865 | -473563 | -577428 | -338134 |
Profit Factor | 2.782 | 2.3616 | 3.5949 | 4.6348 | 3.5115 | 7.8526 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 55.9524 | 50 | 61.9048 | 55.9524 | 50 | 61.9048 |
Ratio Avg Win / Avg Loss | 2.1901 | 2.3616 | 2.2122 | 3.6487 | 3.5115 | 4.8324 |
Largest Winning Trade | 169488 | 169488 | 38300 | 2278501 | 2278501 | 1125872 |
Largest Losing Trade | -38278 | -38278 | -34822 | -343032 | -343032 | -185547 |
Avg Bars in Trades | 45 | 47 | 42 | 45 | 47 | 42 |
Avg Bars in Winners | 49 | 48 | 49 | 49 | 48 | 49 |
Avg Bars in Losers | 40 | 46 | 31 | 40 | 46 | 31 |
Bars Traded | 3795 | 2008 | 1787 | 3795 | 2008 | 1787 |
Profit Streak | 15.786 | 0 | 115.286 | 15.786 | 0 | 115.286 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 671555 | 474963 | 660665 | 684281 | 579690 | 749508 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4101, "evaluation_days": 1025.25, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1674280800000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759409507804, "expiration_time": 1762042248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 146, "offset": 15 } } }
{ "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": [ [ 652663.4330750789, 328722.093480946, 323941.3395941333, 7133351.405951655, 3653283.2320575905, 3480068.173894064 ], [ 652.663433, 328.722093, 323.94134, 7133.351406, 3653.283232, 3480.068174 ], [ 0.63659, 0.320626, 0.315963, 0.418458, 0.354219, 0.349594 ], [ 10, 10, 10, 10, 10, 10 ], [ -96153, -75478, -87865, -473563, -577428, -338134 ], [ 2.781968, 2.361613, 3.594876, 4.634839, 3.511458, 7.852579 ], [ 84, 42, 42, 84, 42, 42 ], [ 47, 21, 26, 47, 21, 26 ], [ 37, 21, 16, 37, 21, 16 ], [ 55.952381, 50, 61.904762, 55.952381, 50, 61.904762 ], [ 2.19006, 2.361613, 2.212231, 3.648703, 3.511458, 4.832356 ], [ 169488, 169488, 38300, 2278501, 2278501, 1125872 ], [ -38278, -38278, -34822, -343032, -343032, -185547 ], [ 45, 47, 42, 45, 47, 42 ], [ 49, 48, 49, 49, 48, 49 ], [ 40, 46, 31, 40, 46, 31 ], [ 3795, 2008, 1787, 3795, 2008, 1787 ], [ 15.78597, 0, 115.28597, 15.78597, 0, 115.28597 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 671555, 474963, 660665, 684281, 579690, 749508 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4101, "evaluation_days": 1025.25, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1674280800000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759409507804, "expiration_time": 1762042248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 146, "offset": 15 } } }
# | 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) |
---|