Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68558.1359 | 33895.8525 | 34662.2834 | 71175.3372 | 31128.5623 | 40046.7749 |
Total P&L (%) | 68.5581 | 33.8959 | 34.6623 | 71.1753 | 31.1286 | 40.0468 |
Avg Daily Profit (%) | 0.7897 | 0.3905 | 0.3993 | 0.6211 | 0.3127 | 0.3887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34029 | -24776 | -34029 | -57314 | -45280 | -57314 |
Profit Factor | 1.5867 | 1.5104 | 1.6872 | 1.3694 | 1.293 | 1.4635 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 35 | 23 | 12 | 35 | 23 | 12 |
Profitability (%) | 71.0744 | 62.2951 | 80 | 71.0744 | 62.2951 | 80 |
Ratio Avg Win / Avg Loss | 0.6457 | 0.9142 | 0.4218 | 0.5573 | 0.7826 | 0.3659 |
Largest Winning Trade | 16190 | 16190 | 8333 | 21384 | 21384 | 13639 |
Largest Losing Trade | -34029 | -11649 | -34029 | -57314 | -21408 | -57314 |
Avg Bars in Trades | 197 | 229 | 164 | 197 | 229 | 164 |
Avg Bars in Winners | 123 | 141 | 109 | 123 | 141 | 109 |
Avg Bars in Losers | 377 | 375 | 382 | 377 | 375 | 382 |
Bars Traded | 23864 | 14016 | 9848 | 23864 | 14016 | 9848 |
Profit Streak | 0 | 0 | 6.1935 | 0 | 0 | 6.1935 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498276 | -155846 | -158608 | 402055 | -158085 | -159222 |
{ "trading_pair": "MAGIC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752035100000, "first_datapoint_time": 1752102900000, "last_datapoint_time": 1759534800000, "evaluation_time": 1759535015548, "expiration_time": 1766014800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 227, "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": [ [ 68558.1359439752, 33895.8525241792, 34662.2834197959, 71175.3372012382, 31128.5622806651, 40046.7749205732 ], [ 68.558136, 33.895853, 34.662283, 71.175337, 31.128562, 40.046775 ], [ 0.789749, 0.39046, 0.399289, 0.62111, 0.312673, 0.388735 ], [ 10, 10, 10, 10, 10, 10 ], [ -34029, -24776, -34029, -57314, -45280, -57314 ], [ 1.586688, 1.510365, 1.687181, 1.369448, 1.29297, 1.463497 ], [ 121, 61, 60, 121, 61, 60 ], [ 86, 38, 48, 86, 38, 48 ], [ 35, 23, 12, 35, 23, 12 ], [ 71.07438, 62.295082, 80, 71.07438, 62.295082, 80 ], [ 0.645745, 0.914168, 0.421795, 0.557334, 0.782587, 0.365874 ], [ 16190, 16190, 8333, 21384, 21384, 13639 ], [ -34029, -11649, -34029, -57314, -21408, -57314 ], [ 197, 229, 164, 197, 229, 164 ], [ 123, 141, 109, 123, 141, 109 ], [ 377, 375, 382, 377, 375, 382 ], [ 23864, 14016, 9848, 23864, 14016, 9848 ], [ 0, 0, 6.193467, 0, 0, 6.193467 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 498276, -155846, -158608, 402055, -158085, -159222 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752035100000, "first_datapoint_time": 1752102900000, "last_datapoint_time": 1759534800000, "evaluation_time": 1759535015548, "expiration_time": 1766014800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 227, "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) |
---|