Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338623.4548 | 242631.871 | 95991.5838 | 104955.9806 | 72136.2029 | 32819.7778 |
Total P&L (%) | 338.6235 | 242.6319 | 95.9916 | 104.956 | 72.1362 | 32.8198 |
Avg Daily Profit (%) | 0.3328 | 0.2385 | 0.0943 | 0.0706 | 0.0534 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90764 | -145904 | -61407 | -168543 | -161815 | -73806 |
Profit Factor | 1.3732 | 1.4291 | 1.2808 | 1.0962 | 1.1066 | 1.0793 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 49.7758 | 45.045 | 54.4643 | 49.7758 | 45.045 | 54.4643 |
Ratio Avg Win / Avg Loss | 1.3856 | 1.7435 | 1.0708 | 1.1061 | 1.35 | 0.9024 |
Largest Winning Trade | 212819 | 212819 | 25471 | 148636 | 148636 | 33413 |
Largest Losing Trade | -36093 | -35705 | -36093 | -46372 | -46372 | -45863 |
Avg Bars in Trades | 18 | 25 | 10 | 18 | 25 | 10 |
Avg Bars in Winners | 18 | 28 | 11 | 18 | 28 | 11 |
Avg Bars in Losers | 17 | 22 | 10 | 17 | 22 | 10 |
Bars Traded | 4019 | 2795 | 1224 | 4019 | 2795 | 1224 |
Profit Streak | 4.2943 | 0 | 42.0443 | 4.2943 | 0 | 42.0443 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385179 | 288918 | -65027 | -212005 | -226823 | -291412 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4070, "evaluation_days": 1017.5, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1671710400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758870229879, "expiration_time": 1761352560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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": [ [ 338623.454827698, 242631.8709795036, 95991.5838481943, 104955.980617126, 72136.2028600848, 32819.7777570412 ], [ 338.623455, 242.631871, 95.991584, 104.955981, 72.136203, 32.819778 ], [ 0.332799, 0.238459, 0.094341, 0.070553, 0.053392, 0.027898 ], [ 10, 10, 10, 10, 10, 10 ], [ -90764, -145904, -61407, -168543, -161815, -73806 ], [ 1.373218, 1.429071, 1.28082, 1.096223, 1.106572, 1.079297 ], [ 223, 111, 112, 223, 111, 112 ], [ 111, 50, 61, 111, 50, 61 ], [ 112, 61, 51, 112, 61, 51 ], [ 49.775785, 45.045045, 54.464286, 49.775785, 45.045045, 54.464286 ], [ 1.385589, 1.743467, 1.070849, 1.106099, 1.350018, 0.902363 ], [ 212819, 212819, 25471, 148636, 148636, 33413 ], [ -36093, -35705, -36093, -46372, -46372, -45863 ], [ 18, 25, 10, 18, 25, 10 ], [ 18, 28, 11, 18, 28, 11 ], [ 17, 22, 10, 17, 22, 10 ], [ 4019, 2795, 1224, 4019, 2795, 1224 ], [ 4.294327, 0, 42.044327, 4.294327, 0, 42.044327 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385179, 288918, -65027, -212005, -226823, -291412 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4070, "evaluation_days": 1017.5, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1671710400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758870229879, "expiration_time": 1761352560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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) |
---|