| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 295850.6992 | 234206.7991 | 61643.9 | 17581.6967 | 46290.3515 | -28708.6548 |
| Total P&L (%) | 295.8507 | 234.2068 | 61.6439 | 17.5817 | 46.2904 | -28.7087 |
| Avg Daily Profit (%) | 0.2888 | 0.2286 | 0.0602 | 0.0158 | 0.0371 | -0.033 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161949 | -174867 | -112524 | -212170 | -205190 | -120555 |
| Profit Factor | 1.4115 | 1.5419 | 1.2151 | 1.0262 | 1.1183 | 0.8978 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Profitability (%) | 48.7395 | 49.1525 | 48.3333 | 48.7395 | 49.1525 | 48.3333 |
| Ratio Avg Win / Avg Loss | 1.4846 | 1.595 | 1.2989 | 1.0792 | 1.1568 | 0.9597 |
| Largest Winning Trade | 154527 | 154527 | 34696 | 59232 | 59232 | 26169 |
| Largest Losing Trade | -53575 | -53575 | -47642 | -58725 | -58725 | -51447 |
| Avg Bars in Trades | 101 | 130 | 72 | 101 | 130 | 72 |
| Avg Bars in Winners | 119 | 136 | 101 | 119 | 136 | 101 |
| Avg Bars in Losers | 83 | 124 | 44 | 83 | 124 | 44 |
| Bars Traded | 12034 | 7702 | 4332 | 12034 | 7702 | 4332 |
| Profit Streak | 9.8481 | 0 | 15.3481 | 9.8481 | 0 | 15.3481 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346860 | -166471 | -282335 | -371500 | -412375 | -749534 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12295,
"evaluation_days": 1024.58,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1672084800000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759350074339,
"expiration_time": 1762535664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 95,
"offset": 0,
"a": 0.80892
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 175,
"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": [
[
295850.6991693772,
234206.7991359207,
61643.9000334564,
17581.6967342199,
46290.3514849163,
-28708.6547506964
],
[
295.850699,
234.206799,
61.6439,
17.581697,
46.290351,
-28.708655
],
[
0.288753,
0.228588,
0.060165,
0.015809,
0.037137,
-0.033022
],
[
10,
10,
10,
10,
10,
10
],
[
-161949,
-174867,
-112524,
-212170,
-205190,
-120555
],
[
1.411547,
1.541857,
1.215053,
1.026151,
1.118286,
0.897826
],
[
119,
59,
60,
119,
59,
60
],
[
58,
29,
29,
58,
29,
29
],
[
61,
30,
31,
61,
30,
31
],
[
48.739496,
49.152542,
48.333333,
48.739496,
49.152542,
48.333333
],
[
1.484558,
1.595025,
1.29885,
1.079228,
1.156848,
0.959745
],
[
154527,
154527,
34696,
59232,
59232,
26169
],
[
-53575,
-53575,
-47642,
-58725,
-58725,
-51447
],
[
101,
130,
72,
101,
130,
72
],
[
119,
136,
101,
119,
136,
101
],
[
83,
124,
44,
83,
124,
44
],
[
12034,
7702,
4332,
12034,
7702,
4332
],
[
9.848082,
0,
15.348083,
9.848083,
0,
15.348083
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346860,
-166471,
-282335,
-371500,
-412375,
-749534
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12295,
"evaluation_days": 1024.58,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1672084800000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759350074339,
"expiration_time": 1762535664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 95,
"offset": 0,
"a": 0.80892
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 175,
"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) |
|---|