Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -328447.299 | -151067.4415 | -177379.8575 | -100560.315 | 482897.428 | -583457.7429 |
Total P&L (%) | -328.4473 | -151.0674 | -177.3799 | -100.5603 | 482.8974 | -583.4577 |
Avg Daily Profit (%) | -0.3171 | -0.1459 | -0.1713 | 0 | 0.1703 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -505248 | -205297 | -303240 | -1056601 | -49138 | -1167660 |
Profit Factor | 0.5474 | 0.3787 | 0.6324 | 0.9299 | 4.6924 | 0.5527 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 13 | 24 | 52 | 31 | 21 |
Losing Trades | 44 | 28 | 16 | 29 | 10 | 19 |
Profitability (%) | 45.679 | 31.7073 | 60 | 64.1975 | 75.6098 | 52.5 |
Ratio Avg Win / Avg Loss | 0.651 | 0.8158 | 0.4216 | 0.5186 | 1.5137 | 0.5001 |
Largest Winning Trade | 37719 | 35625 | 37719 | 120215 | 110319 | 120215 |
Largest Losing Trade | -180261 | -44338 | -180261 | -781709 | -35856 | -781709 |
Avg Bars in Trades | 46 | 24 | 68 | 46 | 24 | 68 |
Avg Bars in Winners | 31 | 14 | 41 | 43 | 25 | 70 |
Avg Bars in Losers | 58 | 29 | 108 | 51 | 22 | 66 |
Bars Traded | 3741 | 1008 | 2733 | 3741 | 1008 | 2733 |
Profit Streak | 0 | 0 | 30.2123 | 26.7123 | 96.9623 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -598735 | -587578 | -578913 | -594396 | 703044 | -580425 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4143, "evaluation_days": 1035.75, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1675706400000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760310342519, "expiration_time": 1762976664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 227, "offset": 0, "scalar": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 56, "offset": 156 } } }
{ "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": [ [ -328447.2989848952, -151067.4414509698, -177379.8575339254, -100560.3149760882, 482897.4279705915, -583457.7429466799 ], [ -328.447299, -151.067441, -177.379858, -100.560315, 482.897428, -583.457743 ], [ -0.317111, -0.145853, -0.171257, 0, 0.170344, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -505248, -205297, -303240, -1056601, -49138, -1167660 ], [ 0.547428, 0.378746, 0.632427, 0.929933, 4.69241, 0.552706 ], [ 81, 41, 40, 81, 41, 40 ], [ 37, 13, 24, 52, 31, 21 ], [ 44, 28, 16, 29, 10, 19 ], [ 45.679012, 31.707317, 60, 64.197531, 75.609756, 52.5 ], [ 0.650996, 0.81576, 0.421618, 0.518616, 1.513681, 0.500067 ], [ 37719, 35625, 37719, 120215, 110319, 120215 ], [ -180261, -44338, -180261, -781709, -35856, -781709 ], [ 46, 24, 68, 46, 24, 68 ], [ 31, 14, 41, 43, 25, 70 ], [ 58, 29, 108, 51, 22, 66 ], [ 3741, 1008, 2733, 3741, 1008, 2733 ], [ 0, 0, 30.212298, 26.712298, 96.962298, 0 ], [ 0, 0, 1, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -598735, -587578, -578913, -594396, 703044, -580425 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4143, "evaluation_days": 1035.75, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1675706400000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760310342519, "expiration_time": 1762976664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 227, "offset": 0, "scalar": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 56, "offset": 156 } } }
# | 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) |
---|