Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543486.1293 | 347355.0737 | 196131.0556 | 1587485.3369 | 961664.1051 | 625821.2318 |
Total P&L (%) | 543.4861 | 347.3551 | 196.1311 | 1587.4853 | 961.6641 | 625.8212 |
Avg Daily Profit (%) | 0.53 | 0.3387 | 0.1913 | 0.2759 | 0.2306 | 0.1935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87158 | -72940 | -79122 | -580216 | -401348 | -368025 |
Profit Factor | 1.6349 | 1.8604 | 1.4337 | 1.5212 | 1.6486 | 1.4004 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 45.6311 | 41.7476 | 49.5146 | 45.6311 | 41.7476 | 49.5146 |
Ratio Avg Win / Avg Loss | 1.948 | 2.5959 | 1.4618 | 1.8125 | 2.3003 | 1.4279 |
Largest Winning Trade | 172778 | 172778 | 36947 | 614023 | 614023 | 253915 |
Largest Losing Trade | -41119 | -16972 | -41119 | -295534 | -186704 | -295534 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 42 | 47 | 39 | 42 | 47 | 39 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 6003 | 3198 | 2805 | 6003 | 3198 | 2805 |
Profit Streak | 12.8929 | 0 | 14.7263 | 12.8929 | 0 | 14.7263 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511956 | 318544 | 318431 | 414038 | 285571 | 326803 |
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6153, "evaluation_days": 1025.5, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671883200000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759425950154, "expiration_time": 1762078896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 14, "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": [ [ 543486.129342477, 347355.0736998736, 196131.0556426033, 1587485.3369162006, 961664.1050790132, 625821.231837188 ], [ 543.486129, 347.355074, 196.131056, 1587.485337, 961.664105, 625.821232 ], [ 0.529972, 0.338718, 0.191254, 0.275936, 0.230633, 0.193472 ], [ 10, 10, 10, 10, 10, 10 ], [ -87158, -72940, -79122, -580216, -401348, -368025 ], [ 1.634932, 1.860392, 1.43367, 1.521242, 1.648571, 1.400439 ], [ 206, 103, 103, 206, 103, 103 ], [ 94, 43, 51, 94, 43, 51 ], [ 112, 60, 52, 112, 60, 52 ], [ 45.631068, 41.747573, 49.514563, 45.631068, 41.747573, 49.514563 ], [ 1.948004, 2.595896, 1.461781, 1.812544, 2.300332, 1.427899 ], [ 172778, 172778, 36947, 614023, 614023, 253915 ], [ -41119, -16972, -41119, -295534, -186704, -295534 ], [ 29, 31, 27, 29, 31, 27 ], [ 42, 47, 39, 42, 47, 39 ], [ 17, 19, 15, 17, 19, 15 ], [ 6003, 3198, 2805, 6003, 3198, 2805 ], [ 12.892941, 0, 14.726275, 12.892942, 0, 14.726275 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 511956, 318544, 318431, 414038, 285571, 326803 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6153, "evaluation_days": 1025.5, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671883200000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759425950154, "expiration_time": 1762078896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 14, "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) |
---|