| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 448895.0061 | 184447.3663 | 264447.6398 | 736900.6182 | 389759.5543 | 347141.0639 |
| Total P&L (%) | 448.895 | 184.4474 | 264.4476 | 736.9006 | 389.7596 | 347.1411 |
| Avg Daily Profit (%) | 0.4367 | 0.1794 | 0.2572 | 0.2069 | 0.1547 | 0.1458 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126102 | -47990 | -113576 | -404952 | -137204 | -387342 |
| Profit Factor | 2.5276 | 2.0424 | 3.2623 | 1.9644 | 2.0536 | 1.8806 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
| Losing Trades | 16 | 12 | 4 | 16 | 12 | 4 |
| Profitability (%) | 72.4138 | 58.6207 | 86.2069 | 72.4138 | 58.6207 | 86.2069 |
| Ratio Avg Win / Avg Loss | 0.9629 | 1.4417 | 0.522 | 0.7483 | 1.4496 | 0.3009 |
| Largest Winning Trade | 65143 | 65143 | 32683 | 227158 | 227158 | 127236 |
| Largest Losing Trade | -88121 | -47990 | -88121 | -322955 | -133346 | -322955 |
| Avg Bars in Trades | 48 | 55 | 42 | 48 | 55 | 42 |
| Avg Bars in Winners | 38 | 47 | 32 | 38 | 47 | 32 |
| Avg Bars in Losers | 75 | 66 | 102 | 75 | 66 | 102 |
| Bars Traded | 2828 | 1610 | 1218 | 2828 | 1610 | 1218 |
| Profit Streak | 11.1017 | 0 | 288.7683 | 11.1017 | 0 | 288.7683 |
| Trades During Streak | 1 | 0 | 10 | 1 | 0 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164270 | 406025 | 630178 | -166904 | 399189 | 299446 |
{
"trading_pair": "MAGIC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3084,
"evaluation_days": 1028,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1673740800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759631184409,
"expiration_time": 1762286976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 39,
"offset": 63
}
}
} {
"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": [
[
448895.0060737251,
184447.3663070442,
264447.6397666807,
736900.6181970519,
389759.5542553829,
347141.063941669
],
[
448.895006,
184.447366,
264.44764,
736.900618,
389.759554,
347.141064
],
[
0.436668,
0.179424,
0.257245,
0.206881,
0.154667,
0.145797
],
[
10,
10,
10,
10,
10,
10
],
[
-126102,
-47990,
-113576,
-404952,
-137204,
-387342
],
[
2.527649,
2.042358,
3.262266,
1.964353,
2.05361,
1.880593
],
[
58,
29,
29,
58,
29,
29
],
[
42,
17,
25,
42,
17,
25
],
[
16,
12,
4,
16,
12,
4
],
[
72.413793,
58.62069,
86.206897,
72.413793,
58.62069,
86.206897
],
[
0.962914,
1.441665,
0.521963,
0.748325,
1.449607,
0.300895
],
[
65143,
65143,
32683,
227158,
227158,
127236
],
[
-88121,
-47990,
-88121,
-322955,
-133346,
-322955
],
[
48,
55,
42,
48,
55,
42
],
[
38,
47,
32,
38,
47,
32
],
[
75,
66,
102,
75,
66,
102
],
[
2828,
1610,
1218,
2828,
1610,
1218
],
[
11.101671,
0,
288.768338,
11.101671,
0,
288.768338
],
[
1,
0,
10,
1,
0,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164270,
406025,
630178,
-166904,
399189,
299446
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3084,
"evaluation_days": 1028,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1673740800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759631184409,
"expiration_time": 1762286976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 39,
"offset": 63
}
}
}
| # | 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) |
|---|