| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 462905.5626 | 327661.895 | 135243.6676 | 308605.1244 | 207413.5636 | 101191.5608 |
| Total P&L (%) | 462.9056 | 327.6619 | 135.2437 | 308.6051 | 207.4136 | 101.1916 |
| Avg Daily Profit (%) | 0.4503 | 0.3188 | 0.1316 | 0.137 | 0.1093 | 0.068 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -182202 | -167367 | -90287 | -401574 | -335185 | -144952 |
| Profit Factor | 1.3939 | 1.4753 | 1.2783 | 1.1513 | 1.1747 | 1.1187 |
| Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
| Winning Trades | 177 | 81 | 96 | 177 | 81 | 96 |
| Losing Trades | 185 | 100 | 85 | 185 | 100 | 85 |
| Profitability (%) | 48.895 | 44.7514 | 53.0387 | 48.895 | 44.7514 | 53.0387 |
| Ratio Avg Win / Avg Loss | 1.4569 | 1.8214 | 1.1318 | 1.2034 | 1.4503 | 0.9906 |
| Largest Winning Trade | 243891 | 243891 | 28479 | 160881 | 160881 | 62601 |
| Largest Losing Trade | -29823 | -29823 | -22889 | -87723 | -87723 | -70319 |
| Avg Bars in Trades | 33 | 40 | 27 | 33 | 40 | 27 |
| Avg Bars in Winners | 34 | 42 | 28 | 34 | 42 | 28 |
| Avg Bars in Losers | 32 | 38 | 25 | 32 | 38 | 25 |
| Bars Traded | 12197 | 7284 | 4913 | 12197 | 7284 | 4913 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 427714 | 333136 | -16364 | -62710 | -77055 | -192603 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12335,
"evaluation_days": 1027.92,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671321600000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759644700315,
"expiration_time": 1762834032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 69,
"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": [
[
462905.5626142262,
327661.8949944942,
135243.6676197318,
308605.1243951899,
207413.5635935918,
101191.5608015982
],
[
462.905563,
327.661895,
135.243668,
308.605124,
207.413564,
101.191561
],
[
0.450332,
0.318762,
0.13157,
0.137028,
0.109312,
0.068033
],
[
10,
10,
10,
10,
10,
10
],
[
-182202,
-167367,
-90287,
-401574,
-335185,
-144952
],
[
1.393859,
1.47533,
1.278294,
1.151324,
1.174707,
1.118747
],
[
362,
181,
181,
362,
181,
181
],
[
177,
81,
96,
177,
81,
96
],
[
185,
100,
85,
185,
100,
85
],
[
48.895028,
44.751381,
53.038674,
48.895028,
44.751381,
53.038674
],
[
1.456858,
1.821395,
1.131823,
1.203361,
1.450255,
0.990557
],
[
243891,
243891,
28479,
160881,
160881,
62601
],
[
-29823,
-29823,
-22889,
-87723,
-87723,
-70319
],
[
33,
40,
27,
33,
40,
27
],
[
34,
42,
28,
34,
42,
28
],
[
32,
38,
25,
32,
38,
25
],
[
12197,
7284,
4913,
12197,
7284,
4913
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
427714,
333136,
-16364,
-62710,
-77055,
-192603
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12335,
"evaluation_days": 1027.92,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671321600000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759644700315,
"expiration_time": 1762834032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 57,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 69,
"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) |
|---|