Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389735.3966 | 270961.5661 | 118773.8306 | 301132.8965 | 280184.2452 | 20948.6513 |
Total P&L (%) | 389.7354 | 270.9616 | 118.7738 | 301.1329 | 280.1842 | 20.9487 |
Avg Daily Profit (%) | 0.3831 | 0.2664 | 0.1168 | 0.1366 | 0.1314 | 0.0187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125521 | -73339 | -99973 | -439048 | -293788 | -164142 |
Profit Factor | 1.5265 | 1.7175 | 1.3276 | 1.2329 | 1.4121 | 1.0342 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 43.2432 | 35.1351 | 51.3514 | 43.2432 | 35.1351 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.0035 | 3.1707 | 1.2577 | 1.6182 | 2.6069 | 0.9797 |
Largest Winning Trade | 194207 | 194207 | 45026 | 362815 | 362815 | 96230 |
Largest Losing Trade | -41280 | -27136 | -41280 | -128705 | -60353 | -128705 |
Avg Bars in Trades | 162 | 168 | 156 | 162 | 168 | 156 |
Avg Bars in Winners | 241 | 260 | 229 | 241 | 260 | 229 |
Avg Bars in Losers | 102 | 119 | 79 | 102 | 119 | 79 |
Bars Traded | 24050 | 12499 | 11552 | 24050 | 12499 | 11552 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343051 | -58795 | -101163 | -12064 | -86011 | -423020 |
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24415, "evaluation_days": 1017.29, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671382800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758852383262, "expiration_time": 1765054368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 154, "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": [ [ 389735.3966369331, 270961.5660862465, 118773.8305506867, 301132.896473237, 280184.2451780811, 20948.651295156 ], [ 389.735397, 270.961566, 118.773831, 301.132896, 280.184245, 20.948651 ], [ 0.383111, 0.266356, 0.116755, 0.136645, 0.131365, 0.018698 ], [ 10, 10, 10, 10, 10, 10 ], [ -125521, -73339, -99973, -439048, -293788, -164142 ], [ 1.526509, 1.717451, 1.327604, 1.232899, 1.412088, 1.034171 ], [ 148, 74, 74, 148, 74, 74 ], [ 64, 26, 38, 64, 26, 38 ], [ 84, 48, 36, 84, 48, 36 ], [ 43.243243, 35.135135, 51.351351, 43.243243, 35.135135, 51.351351 ], [ 2.003543, 3.170678, 1.25773, 1.618181, 2.606931, 0.979741 ], [ 194207, 194207, 45026, 362815, 362815, 96230 ], [ -41280, -27136, -41280, -128705, -60353, -128705 ], [ 162, 168, 156, 162, 168, 156 ], [ 241, 260, 229, 241, 260, 229 ], [ 102, 119, 79, 102, 119, 79 ], [ 24050, 12499, 11552, 24050, 12499, 11552 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343051, -58795, -101163, -12064, -86011, -423020 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24415, "evaluation_days": 1017.29, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671382800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758852383262, "expiration_time": 1765054368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 154, "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) |
---|