Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198840.5502 | 113211.814 | 85628.7362 | 77042.5086 | -68336.5596 | 145379.0682 |
Total P&L (%) | 198.8406 | 113.2118 | 85.6287 | 77.0425 | -68.3366 | 145.3791 |
Avg Daily Profit (%) | 0.1954 | 0.1113 | 0.0842 | 0.0562 | -0.113 | 0.0883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134593 | -111110 | -62382 | -374449 | -305529 | -191540 |
Profit Factor | 1.3505 | 1.3749 | 1.3228 | 1.0683 | 0.8954 | 1.3066 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 54.6218 | 49.1525 | 60 | 54.6218 | 49.1525 | 60 |
Ratio Avg Win / Avg Loss | 1.122 | 1.4223 | 0.8819 | 0.8875 | 0.9262 | 0.871 |
Largest Winning Trade | 39594 | 39594 | 25714 | 78291 | 78291 | 51594 |
Largest Losing Trade | -54859 | -54859 | -27081 | -107676 | -107676 | -76670 |
Avg Bars in Trades | 33 | 40 | 25 | 33 | 40 | 25 |
Avg Bars in Winners | 34 | 41 | 28 | 34 | 41 | 28 |
Avg Bars in Losers | 31 | 40 | 20 | 31 | 40 | 20 |
Bars Traded | 3943 | 2416 | 1527 | 3943 | 2416 | 1527 |
Profit Streak | 4.7755 | 0 | 9.0255 | 4.7755 | 0 | 9.0255 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338238 | -220921 | -248532 | -263533 | -757787 | -243162 |
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{ "first_band": { "type": "t3", "factors": { "length": 11, "offset": 0, "a": 0.40479 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } } }
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{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4070, "evaluation_days": 1017.5, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1672120800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758911805692, "expiration_time": 1761352560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 11, "offset": 0, "a": 0.40479 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "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) |
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