Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365316.0535 | 258158.3623 | 107157.6912 | 190379.9421 | 144198.9872 | 46180.9549 |
Total P&L (%) | 365.3161 | 258.1584 | 107.1577 | 190.3799 | 144.199 | 46.181 |
Avg Daily Profit (%) | 0.3574 | 0.2525 | 0.1048 | 0.1043 | 0.0874 | 0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115947 | -129261 | -96732 | -728430 | -394173 | -483457 |
Profit Factor | 1.2861 | 1.4154 | 1.1634 | 1.0651 | 1.0987 | 1.0316 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Losing Trades | 242 | 125 | 117 | 242 | 125 | 117 |
Profitability (%) | 39.0428 | 36.8687 | 41.206 | 39.0428 | 36.8687 | 41.206 |
Ratio Avg Win / Avg Loss | 2.0079 | 2.4237 | 1.66 | 1.6629 | 1.8814 | 1.4718 |
Largest Winning Trade | 194258 | 194258 | 37167 | 353683 | 353683 | 94290 |
Largest Losing Trade | -24499 | -18695 | -24499 | -185329 | -70044 | -185329 |
Avg Bars in Trades | 60 | 58 | 63 | 60 | 58 | 63 |
Avg Bars in Winners | 97 | 91 | 103 | 97 | 91 | 103 |
Avg Bars in Losers | 37 | 38 | 35 | 37 | 38 | 35 |
Bars Traded | 24145 | 11550 | 12595 | 24145 | 11550 | 12595 |
Profit Streak | 9.9471 | 0 | 19.0305 | 9.9471 | 0 | 19.0305 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307927 | 192412 | -94549 | -203018 | -191741 | -332639 |
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24535, "evaluation_days": 1022.29, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671483600000, "last_datapoint_time": 1759158000000, "evaluation_time": 1759160631887, "expiration_time": 1765517472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 52, "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": [ [ 365316.0535154815, 258158.3623098881, 107157.6912055936, 190379.9420529281, 144198.9871810217, 46180.9548719062 ], [ 365.316054, 258.158362, 107.157691, 190.379942, 144.198987, 46.180955 ], [ 0.357351, 0.252529, 0.104821, 0.104332, 0.087373, 0.037147 ], [ 10, 10, 10, 10, 10, 10 ], [ -115947, -129261, -96732, -728430, -394173, -483457 ], [ 1.286052, 1.415418, 1.163436, 1.065106, 1.098736, 1.031551 ], [ 397, 198, 199, 397, 198, 199 ], [ 155, 73, 82, 155, 73, 82 ], [ 242, 125, 117, 242, 125, 117 ], [ 39.042821, 36.868687, 41.20603, 39.042821, 36.868687, 41.20603 ], [ 2.0079, 2.423662, 1.660024, 1.66294, 1.881397, 1.471847 ], [ 194258, 194258, 37167, 353683, 353683, 94290 ], [ -24499, -18695, -24499, -185329, -70044, -185329 ], [ 60, 58, 63, 60, 58, 63 ], [ 97, 91, 103, 97, 91, 103 ], [ 37, 38, 35, 37, 38, 35 ], [ 24145, 11550, 12595, 24145, 11550, 12595 ], [ 9.947128, 0, 19.030462, 9.947128, 0, 19.030462 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307927, 192412, -94549, -203018, -191741, -332639 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24535, "evaluation_days": 1022.29, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671483600000, "last_datapoint_time": 1759158000000, "evaluation_time": 1759160631887, "expiration_time": 1765517472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 52, "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) |
---|