| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 240007.4692 | 147046.7165 | 92960.7526 | 87722.7337 | 38633.6254 | 49089.1083 |
| Total P&L (%) | 240.0075 | 147.0467 | 92.9608 | 87.7227 | 38.6336 | 49.0891 |
| Avg Daily Profit (%) | 0.2359 | 0.1445 | 0.0914 | 0.0619 | 0.0321 | 0.0393 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134761 | -138649 | -69738 | -121683 | -125740 | -57617 |
| Profit Factor | 1.3357 | 1.3723 | 1.2905 | 1.1294 | 1.104 | 1.1601 |
| Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
| Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
| Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
| Profitability (%) | 54.5977 | 52.8736 | 56.3218 | 54.5977 | 52.8736 | 56.3218 |
| Ratio Avg Win / Avg Loss | 1.1107 | 1.2231 | 1.0008 | 0.9392 | 0.984 | 0.8997 |
| Largest Winning Trade | 86637 | 86637 | 22169 | 68411 | 68411 | 23231 |
| Largest Losing Trade | -46498 | -46498 | -29829 | -53499 | -53499 | -29122 |
| Avg Bars in Trades | 69 | 91 | 47 | 69 | 91 | 47 |
| Avg Bars in Winners | 58 | 68 | 49 | 58 | 68 | 49 |
| Avg Bars in Losers | 82 | 117 | 44 | 82 | 117 | 44 |
| Bars Traded | 12055 | 7932 | 4122 | 12055 | 7932 | 4122 |
| Profit Streak | 4.7801 | 0 | 41.4468 | 4.7801 | 0 | 41.4468 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 368916 | 17746 | -69459 | -188105 | -260054 | -186485 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12208,
"evaluation_days": 1017.33,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671674400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758926603455,
"expiration_time": 1761886713600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 99,
"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": [
[
240007.4691837226,
147046.7165419213,
92960.7526418014,
87722.7336968721,
38633.6253959933,
49089.1083008788
],
[
240.007469,
147.046717,
92.960753,
87.722734,
38.633625,
49.089108
],
[
0.235919,
0.144542,
0.091377,
0.061926,
0.032115,
0.039265
],
[
10,
10,
10,
10,
10,
10
],
[
-134761,
-138649,
-69738,
-121683,
-125740,
-57617
],
[
1.335695,
1.372283,
1.290528,
1.129372,
1.104017,
1.160082
],
[
174,
87,
87,
174,
87,
87
],
[
95,
46,
49,
95,
46,
49
],
[
79,
41,
38,
79,
41,
38
],
[
54.597701,
52.873563,
56.321839,
54.597701,
52.873563,
56.321839
],
[
1.110736,
1.223122,
1.000818,
0.939162,
0.984015,
0.899656
],
[
86637,
86637,
22169,
68411,
68411,
23231
],
[
-46498,
-46498,
-29829,
-53499,
-53499,
-29122
],
[
69,
91,
47,
69,
91,
47
],
[
58,
68,
49,
58,
68,
49
],
[
82,
117,
44,
82,
117,
44
],
[
12055,
7932,
4122,
12055,
7932,
4122
],
[
4.780132,
0,
41.446799,
4.780133,
0,
41.446799
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368916,
17746,
-69459,
-188105,
-260054,
-186485
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12208,
"evaluation_days": 1017.33,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671674400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758926603455,
"expiration_time": 1761886713600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 99,
"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) |
|---|