| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 362405.3592 | 264149.3968 | 98255.9625 | 132440.857 | 240486.7555 | -108045.8985 |
| Total P&L (%) | 362.4054 | 264.1494 | 98.256 | 132.4409 | 240.4868 | -108.0459 |
| Avg Daily Profit (%) | 0.3533 | 0.2575 | 0.0958 | 0.0823 | 0.1195 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -179620 | -113346 | -115064 | -331763 | -202313 | -210540 |
| Profit Factor | 1.6285 | 1.9252 | 1.3375 | 1.1207 | 1.4815 | 0.8191 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
| Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
| Profitability (%) | 39.2523 | 33.9623 | 44.4444 | 39.2523 | 33.9623 | 44.4444 |
| Ratio Avg Win / Avg Loss | 2.5203 | 3.7434 | 1.6719 | 1.7345 | 2.8806 | 1.0239 |
| Largest Winning Trade | 212870 | 212870 | 45586 | 273311 | 273311 | 54219 |
| Largest Losing Trade | -45898 | -21762 | -45898 | -161253 | -98810 | -161253 |
| Avg Bars in Trades | 37 | 35 | 40 | 37 | 35 | 40 |
| Avg Bars in Winners | 60 | 58 | 61 | 60 | 58 | 61 |
| Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
| Bars Traded | 4054 | 1861 | 2194 | 4054 | 1861 | 2194 |
| Profit Streak | 61.7565 | 100.0065 | 61.7565 | 61.7565 | 100.0065 | 61.7565 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344405 | -173445 | -244904 | -172168 | -216361 | -760352 |
{
"trading_pair": "MAGIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4103,
"evaluation_days": 1025.75,
"actual_first_datapoint_time": 1670824800000,
"first_datapoint_time": 1671192000000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759450160430,
"expiration_time": 1762086744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 76,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 18,
"offset": 0,
"scalar": 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": [
[
362405.3592498665,
264149.3967766068,
98255.9624732599,
132440.8569731023,
240486.7554896021,
-108045.8985164997
],
[
362.405359,
264.149397,
98.255962,
132.440857,
240.486755,
-108.045899
],
[
0.353308,
0.257518,
0.095789,
0.082263,
0.119516,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-179620,
-113346,
-115064,
-331763,
-202313,
-210540
],
[
1.628476,
1.925199,
1.337491,
1.120743,
1.481464,
0.819138
],
[
107,
53,
54,
107,
53,
54
],
[
42,
18,
24,
42,
18,
24
],
[
65,
35,
30,
65,
35,
30
],
[
39.252336,
33.962264,
44.444444,
39.252336,
33.962264,
44.444444
],
[
2.52026,
3.743443,
1.671864,
1.734483,
2.880625,
1.023923
],
[
212870,
212870,
45586,
273311,
273311,
54219
],
[
-45898,
-21762,
-45898,
-161253,
-98810,
-161253
],
[
37,
35,
40,
37,
35,
40
],
[
60,
58,
61,
60,
58,
61
],
[
23,
23,
23,
23,
23,
23
],
[
4054,
1861,
2194,
4054,
1861,
2194
],
[
61.756486,
100.006486,
61.756486,
61.756486,
100.006486,
61.756486
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344405,
-173445,
-244904,
-172168,
-216361,
-760352
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4103,
"evaluation_days": 1025.75,
"actual_first_datapoint_time": 1670824800000,
"first_datapoint_time": 1671192000000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759450160430,
"expiration_time": 1762086744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 76,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 18,
"offset": 0,
"scalar": 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) |
|---|