| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 292132.2609 | 223339.257 | 68793.0039 | 30618.7432 | 95306.4031 | -64687.6599 |
| Total P&L (%) | 292.1323 | 223.3393 | 68.793 | 30.6187 | 95.3064 | -64.6877 |
| Avg Daily Profit (%) | 0.2858 | 0.2185 | 0.0673 | 0.0261 | 0.0655 | -0.1018 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117890 | -111273 | -80955 | -160333 | -95096 | -132737 |
| Profit Factor | 1.3838 | 1.5676 | 1.1871 | 1.0392 | 1.2542 | 0.8404 |
| Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
| Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
| Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
| Profitability (%) | 44.8819 | 39.6825 | 50 | 44.8819 | 39.6825 | 50 |
| Ratio Avg Win / Avg Loss | 1.6994 | 2.3827 | 1.1871 | 1.2763 | 1.9064 | 0.8404 |
| Largest Winning Trade | 189364 | 189364 | 48151 | 92319 | 92319 | 33457 |
| Largest Losing Trade | -42556 | -42556 | -36607 | -65932 | -35312 | -65932 |
| Avg Bars in Trades | 95 | 100 | 90 | 95 | 100 | 90 |
| Avg Bars in Winners | 129 | 143 | 117 | 129 | 143 | 117 |
| Avg Bars in Losers | 67 | 71 | 62 | 67 | 71 | 62 |
| Bars Traded | 12090 | 6328 | 5762 | 12090 | 6328 | 5762 |
| Profit Streak | 58.6451 | 98.1451 | 58.6451 | 58.6451 | 98.1451 | 58.6451 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355079 | -139003 | -256040 | -338578 | -254157 | -718979 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12266,
"evaluation_days": 1022.17,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671753600000,
"last_datapoint_time": 1759140000000,
"evaluation_time": 1759145340296,
"expiration_time": 1762319347200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 129,
"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": [
[
292132.260875657,
223339.2569681864,
68793.0039074705,
30618.7432392351,
95306.4031240564,
-64687.6598848214
],
[
292.132261,
223.339257,
68.793004,
30.618743,
95.306403,
-64.68766
],
[
0.285796,
0.218495,
0.067301,
0.026135,
0.06551,
-0.101784
],
[
10,
10,
10,
10,
10,
10
],
[
-117890,
-111273,
-80955,
-160333,
-95096,
-132737
],
[
1.383824,
1.567595,
1.187128,
1.039239,
1.254221,
0.840445
],
[
127,
63,
64,
127,
63,
64
],
[
57,
25,
32,
57,
25,
32
],
[
70,
38,
32,
70,
38,
32
],
[
44.88189,
39.68254,
50,
44.88189,
39.68254,
50
],
[
1.699434,
2.382745,
1.187128,
1.276258,
1.906416,
0.840445
],
[
189364,
189364,
48151,
92319,
92319,
33457
],
[
-42556,
-42556,
-36607,
-65932,
-35312,
-65932
],
[
95,
100,
90,
95,
100,
90
],
[
129,
143,
117,
129,
143,
117
],
[
67,
71,
62,
67,
71,
62
],
[
12090,
6328,
5762,
12090,
6328,
5762
],
[
58.645142,
98.145142,
58.645142,
58.645142,
98.145142,
58.645142
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355079,
-139003,
-256040,
-338578,
-254157,
-718979
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12266,
"evaluation_days": 1022.17,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671753600000,
"last_datapoint_time": 1759140000000,
"evaluation_time": 1759145340296,
"expiration_time": 1762319347200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 129,
"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) |
|---|