Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100311.8595 | 77711.4716 | 22600.3879 | 123869.0071 | 82661.7894 | 41207.2176 |
Total P&L (%) | 100.3119 | 77.7115 | 22.6004 | 123.869 | 82.6618 | 41.2072 |
Avg Daily Profit (%) | 1.1555 | 0.8952 | 0.2603 | 0.9327 | 0.6964 | 0.3983 |
Buy And Hold Return (%) | 37.4807 | 37.4807 | 37.4807 | 37.4807 | 37.4807 | 37.4807 |
Max Trade Drawdown | -34909 | -15728 | -40083 | -63145 | -40055 | -72633 |
Profit Factor | 1.5462 | 1.8379 | 1.2486 | 1.3608 | 1.4658 | 1.2484 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 55.3398 | 55.3398 | 55.3398 | 55.3398 | 55.3398 | 55.3398 |
Ratio Avg Win / Avg Loss | 1.2478 | 1.4832 | 1.0076 | 1.0982 | 1.1829 | 1.0075 |
Largest Winning Trade | 37432 | 37432 | 6939 | 41645 | 41645 | 14549 |
Largest Losing Trade | -20491 | -11958 | -20491 | -34766 | -29892 | -34766 |
Avg Bars in Trades | 117 | 132 | 102 | 117 | 132 | 102 |
Avg Bars in Winners | 106 | 114 | 98 | 106 | 114 | 98 |
Avg Bars in Losers | 131 | 155 | 107 | 131 | 155 | 107 |
Bars Traded | 24208 | 13654 | 10554 | 24208 | 13654 | 10554 |
Profit Streak | 3.8428 | 3.8428 | 6.256 | 3.8428 | 3.8428 | 6.256 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401940 | 248710 | -158238 | 374302 | 199517 | -126128 |
{ "trading_pair": "MAGIC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751279700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758960816812, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 176, "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": [ [ 100311.8595252579, 77711.4716173087, 22600.3879079492, 123869.0070563371, 82661.7894290528, 41207.2176272843 ], [ 100.31186, 77.711472, 22.600388, 123.869007, 82.661789, 41.207218 ], [ 1.155533, 0.89519, 0.260343, 0.932661, 0.696419, 0.398278 ], [ 37.48068, 37.48068, 37.48068, 37.48068, 37.48068, 37.48068 ], [ -34909, -15728, -40083, -63145, -40055, -72633 ], [ 1.546191, 1.837891, 1.2486, 1.3608, 1.465828, 1.248436 ], [ 206, 103, 103, 206, 103, 103 ], [ 114, 57, 57, 114, 57, 57 ], [ 92, 46, 46, 92, 46, 46 ], [ 55.339806, 55.339806, 55.339806, 55.339806, 55.339806, 55.339806 ], [ 1.247804, 1.483211, 1.007642, 1.098189, 1.182949, 1.00751 ], [ 37432, 37432, 6939, 41645, 41645, 14549 ], [ -20491, -11958, -20491, -34766, -29892, -34766 ], [ 117, 132, 102, 117, 132, 102 ], [ 106, 114, 98, 106, 114, 98 ], [ 131, 155, 107, 131, 155, 107 ], [ 24208, 13654, 10554, 24208, 13654, 10554 ], [ 3.842787, 3.842787, 6.255982, 3.842787, 3.842787, 6.255982 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401940, 248710, -158238, 374302, 199517, -126128 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751227200000, "first_datapoint_time": 1751279700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758960816812, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 176, "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) |
---|