Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38492.6646 | 7443.0369 | 31049.6278 | 36965.6784 | -1998.2155 | 38963.8939 |
Total P&L (%) | 38.4927 | 7.443 | 31.0496 | 36.9657 | -1.9982 | 38.9639 |
Avg Daily Profit (%) | 0.7391 | 0.1429 | 0.5962 | 0.6058 | -0.0387 | 0.6338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26579 | -24438 | -8231 | -44355 | -38120 | -14215 |
Profit Factor | 1.4222 | 1.1176 | 2.1139 | 1.265 | 0.9789 | 1.8709 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 62.6263 | 60 | 65.3061 | 62.6263 | 60 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.8487 | 0.7451 | 1.123 | 0.7549 | 0.6526 | 0.9939 |
Largest Winning Trade | 26438 | 26438 | 5704 | 28252 | 28252 | 8169 |
Largest Losing Trade | -14051 | -14051 | -5029 | -22469 | -22469 | -8784 |
Avg Bars in Trades | 243 | 267 | 218 | 243 | 267 | 218 |
Avg Bars in Winners | 171 | 189 | 155 | 171 | 189 | 155 |
Avg Bars in Losers | 362 | 384 | 336 | 362 | 384 | 336 |
Bars Traded | 24061 | 13359 | 10702 | 24061 | 13359 | 10702 |
Profit Streak | 4.0493 | 4.8181 | 0 | 4.0493 | 4.8181 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313410 | -441159 | 393190 | 232927 | -761047 | 353207 |
{ "trading_pair": "MAGIC_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754227260000, "first_datapoint_time": 1754270460000, "last_datapoint_time": 1758727080000, "evaluation_time": 1759002063546, "expiration_time": 1765207080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 147, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 38492.664642423, 7443.0368901901, 31049.6277522329, 36965.6784033235, -1998.2154541406, 38963.893857464 ], [ 38.492665, 7.443037, 31.049628, 36.965678, -1.998215, 38.963894 ], [ 0.739106, 0.142915, 0.596191, 0.605822, -0.038749, 0.633805 ], [ 10, 10, 10, 10, 10, 10 ], [ -26579, -24438, -8231, -44355, -38120, -14215 ], [ 1.422169, 1.117577, 2.113888, 1.26496, 0.978916, 1.870909 ], [ 99, 50, 49, 99, 50, 49 ], [ 62, 30, 32, 62, 30, 32 ], [ 37, 20, 17, 37, 20, 17 ], [ 62.626263, 60, 65.306122, 62.626263, 60, 65.306122 ], [ 0.848714, 0.745051, 1.123003, 0.754896, 0.652611, 0.99392 ], [ 26438, 26438, 5704, 28252, 28252, 8169 ], [ -14051, -14051, -5029, -22469, -22469, -8784 ], [ 243, 267, 218, 243, 267, 218 ], [ 171, 189, 155, 171, 189, 155 ], [ 362, 384, 336, 362, 384, 336 ], [ 24061, 13359, 10702, 24061, 13359, 10702 ], [ 4.049347, 4.818097, 0, 4.049347, 4.818097, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313410, -441159, 393190, 232927, -761047, 353207 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754227260000, "first_datapoint_time": 1754270460000, "last_datapoint_time": 1758727080000, "evaluation_time": 1759002063546, "expiration_time": 1765207080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 147, "offset": 0, "scalar": 1 } } }
# | 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) |
---|