Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190594.3695 | 133297.9147 | 57296.4548 | 351623.0795 | 194187.8177 | 157435.2618 |
Total P&L (%) | 190.5944 | 133.2979 | 57.2965 | 351.6231 | 194.1878 | 157.4353 |
Avg Daily Profit (%) | 2.1955 | 1.5355 | 0.66 | 1.7519 | 1.2508 | 1.0952 |
Buy And Hold Return (%) | 43.6348 | 43.6348 | 43.6348 | 43.6348 | 43.6348 | 43.6348 |
Max Trade Drawdown | -22941 | -21240 | -12514 | -103557 | -89552 | -55936 |
Profit Factor | 2.7017 | 3.0793 | 2.1963 | 1.8961 | 1.91 | 1.8794 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 54.7368 | 52.0833 | 57.4468 | 54.7368 | 52.0833 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.2341 | 2.8329 | 1.6269 | 1.5679 | 1.7572 | 1.3922 |
Largest Winning Trade | 74670 | 74670 | 15672 | 120031 | 120031 | 56935 |
Largest Losing Trade | -10941 | -8928 | -10941 | -49666 | -37907 | -49666 |
Avg Bars in Trades | 257 | 253 | 261 | 257 | 253 | 261 |
Avg Bars in Winners | 310 | 310 | 310 | 310 | 310 | 310 |
Avg Bars in Losers | 193 | 191 | 195 | 193 | 191 | 195 |
Bars Traded | 24439 | 12150 | 12289 | 24439 | 12150 | 12289 |
Profit Streak | 0 | 0 | 5.5138 | 0 | 0 | 5.5138 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581058 | 526339 | -52363 | 579452 | 480863 | 474032 |
{ "trading_pair": "MAGIC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751698500000, "first_datapoint_time": 1751761200000, "last_datapoint_time": 1759198200000, "evaluation_time": 1759198488401, "expiration_time": 1765678200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 165, "offset": 0, "a": 0.66439 } }, "second_band": { "type": "sinwma", "factors": { "length": 210, "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": [ [ 190594.3694755369, 133297.914672977, 57296.4548025599, 351623.0794849193, 194187.817662733, 157435.2618221864 ], [ 190.594369, 133.297915, 57.296455, 351.623079, 194.187818, 157.435262 ], [ 2.195535, 1.535513, 0.660021, 1.751925, 1.250757, 1.095227 ], [ 43.634841, 43.634841, 43.634841, 43.634841, 43.634841, 43.634841 ], [ -22941, -21240, -12514, -103557, -89552, -55936 ], [ 2.701702, 3.079266, 2.196316, 1.896062, 1.910032, 1.87941 ], [ 95, 48, 47, 95, 48, 47 ], [ 52, 25, 27, 52, 25, 27 ], [ 43, 23, 20, 43, 23, 20 ], [ 54.736842, 52.083333, 57.446809, 54.736842, 52.083333, 57.446809 ], [ 2.2341, 2.832925, 1.626901, 1.567897, 1.75723, 1.392156 ], [ 74670, 74670, 15672, 120031, 120031, 56935 ], [ -10941, -8928, -10941, -49666, -37907, -49666 ], [ 257, 253, 261, 257, 253, 261 ], [ 310, 310, 310, 310, 310, 310 ], [ 193, 191, 195, 193, 191, 195 ], [ 24439, 12150, 12289, 24439, 12150, 12289 ], [ 0, 0, 5.513755, 0, 0, 5.513755 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 581058, 526339, -52363, 579452, 480863, 474032 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751698500000, "first_datapoint_time": 1751761200000, "last_datapoint_time": 1759198200000, "evaluation_time": 1759198488401, "expiration_time": 1765678200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 165, "offset": 0, "a": 0.66439 } }, "second_band": { "type": "sinwma", "factors": { "length": 210, "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) |
---|