Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476272.7963 | 208982.7664 | 267290.0298 | 2263917.7722 | 869448.9566 | 1394468.8156 |
Total P&L (%) | 476.2728 | 208.9828 | 267.29 | 2263.9178 | 869.449 | 1394.4688 |
Avg Daily Profit (%) | 0.4608 | 0.2022 | 0.2586 | 0.3065 | 0.22 | 0.262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100693 | -103661 | -44510 | -873732 | -716945 | -363192 |
Profit Factor | 2.3782 | 1.906 | 3.3258 | 2.0633 | 1.6544 | 2.742 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 67.0886 | 62.5 | 71.7949 | 67.0886 | 62.5 | 71.7949 |
Ratio Avg Win / Avg Loss | 1.1667 | 1.1436 | 1.3066 | 1.0122 | 0.9926 | 1.0772 |
Largest Winning Trade | 83009 | 83009 | 45350 | 432788 | 432788 | 431225 |
Largest Losing Trade | -49106 | -49106 | -44510 | -432045 | -432045 | -363192 |
Avg Bars in Trades | 73 | 82 | 64 | 73 | 82 | 64 |
Avg Bars in Winners | 51 | 51 | 50 | 51 | 51 | 50 |
Avg Bars in Losers | 120 | 134 | 100 | 120 | 134 | 100 |
Bars Traded | 5823 | 3309 | 2514 | 5823 | 3309 | 2514 |
Profit Streak | 26.0281 | 26.0281 | 65.0281 | 26.0281 | 26.0281 | 65.0281 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14496 | 444174 | 618759 | -16006 | 387178 | 594241 |
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6201, "evaluation_days": 1033.5, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1673812800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760128830428, "expiration_time": 1762790832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 208, "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": [ [ 476272.7962509383, 208982.7664120602, 267290.0298388781, 2263917.7722378336, 869448.9566043838, 1394468.81563345 ], [ 476.272796, 208.982766, 267.29003, 2263.917772, 869.448957, 1394.468816 ], [ 0.460835, 0.202209, 0.258626, 0.306507, 0.220034, 0.262012 ], [ 10, 10, 10, 10, 10, 10 ], [ -100693, -103661, -44510, -873732, -716945, -363192 ], [ 2.378172, 1.906017, 3.32584, 2.063316, 1.654401, 2.742013 ], [ 79, 40, 39, 79, 40, 39 ], [ 53, 25, 28, 53, 25, 28 ], [ 26, 15, 11, 26, 15, 11 ], [ 67.088608, 62.5, 71.794872, 67.088608, 62.5, 71.794872 ], [ 1.16665, 1.14361, 1.30658, 1.012193, 0.992641, 1.077219 ], [ 83009, 83009, 45350, 432788, 432788, 431225 ], [ -49106, -49106, -44510, -432045, -432045, -363192 ], [ 73, 82, 64, 73, 82, 64 ], [ 51, 51, 50, 51, 51, 50 ], [ 120, 134, 100, 120, 134, 100 ], [ 5823, 3309, 2514, 5823, 3309, 2514 ], [ 26.02813, 26.02813, 65.02813, 26.02813, 26.02813, 65.02813 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -14496, 444174, 618759, -16006, 387178, 594241 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6201, "evaluation_days": 1033.5, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1673812800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760128830428, "expiration_time": 1762790832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 208, "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) |
---|