Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597038.4851 | 365291.3349 | 231747.1502 | 2617633.5648 | 1261316.8197 | 1356316.7451 |
Total P&L (%) | 597.0385 | 365.2913 | 231.7472 | 2617.6336 | 1261.3168 | 1356.3167 |
Avg Daily Profit (%) | 0.5766 | 0.3528 | 0.2238 | 0.3194 | 0.2525 | 0.259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95569 | -77364 | -62104 | -723579 | -761201 | -610315 |
Profit Factor | 1.9133 | 2.0263 | 1.7783 | 1.841 | 1.7011 | 2.0325 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 52.4064 | 47.8723 | 56.9892 | 52.4064 | 47.8723 | 56.9892 |
Ratio Avg Win / Avg Loss | 1.7376 | 2.2065 | 1.3421 | 1.6719 | 1.8523 | 1.534 |
Largest Winning Trade | 217256 | 217256 | 43383 | 1142185 | 1142185 | 686845 |
Largest Losing Trade | -42796 | -35666 | -42796 | -368128 | -285943 | -368128 |
Avg Bars in Trades | 64 | 67 | 62 | 64 | 67 | 62 |
Avg Bars in Winners | 76 | 77 | 74 | 76 | 77 | 74 |
Avg Bars in Losers | 52 | 57 | 46 | 52 | 57 | 46 |
Bars Traded | 12120 | 6316 | 5805 | 12120 | 6316 | 5805 |
Profit Streak | 22.4266 | 22.4266 | 24.3433 | 22.4266 | 22.4266 | 24.3433 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 636818 | 456819 | 421722 | 552669 | 418364 | 505217 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12426, "evaluation_days": 1035.5, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672394400000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760300059052, "expiration_time": 1763512819200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 21, "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": [ [ 597038.485072817, 365291.3348583979, 231747.1502144188, 2617633.5647933795, 1261316.8196606725, 1356316.7451327075 ], [ 597.038485, 365.291335, 231.74715, 2617.633565, 1261.31682, 1356.316745 ], [ 0.57657, 0.352768, 0.223802, 0.319422, 0.252471, 0.259002 ], [ 10, 10, 10, 10, 10, 10 ], [ -95569, -77364, -62104, -723579, -761201, -610315 ], [ 1.913326, 2.026332, 1.778255, 1.840963, 1.701099, 2.032514 ], [ 187, 94, 93, 187, 94, 93 ], [ 98, 45, 53, 98, 45, 53 ], [ 89, 49, 40, 89, 49, 40 ], [ 52.406417, 47.87234, 56.989247, 52.406417, 47.87234, 56.989247 ], [ 1.737612, 2.20645, 1.342079, 1.671895, 1.852307, 1.533973 ], [ 217256, 217256, 43383, 1142185, 1142185, 686845 ], [ -42796, -35666, -42796, -368128, -285943, -368128 ], [ 64, 67, 62, 64, 67, 62 ], [ 76, 77, 74, 76, 77, 74 ], [ 52, 57, 46, 52, 57, 46 ], [ 12120, 6316, 5805, 12120, 6316, 5805 ], [ 22.426609, 22.426609, 24.343276, 22.426609, 22.426609, 24.343276 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 636818, 456819, 421722, 552669, 418364, 505217 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12426, "evaluation_days": 1035.5, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672394400000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760300059052, "expiration_time": 1763512819200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 21, "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) |
---|