Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363598.6294 | 134609.5483 | 228989.0811 | 1125823.035 | 645749.9087 | 480073.1264 |
Total P&L (%) | 363.5986 | 134.6095 | 228.9891 | 1125.823 | 645.7499 | 480.0731 |
Avg Daily Profit (%) | 0.3552 | 0.1315 | 0.2237 | 0.2451 | 0.1965 | 0.1719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58752 | -40061 | -57440 | -745444 | -229336 | -728584 |
Profit Factor | 2.3829 | 2.123 | 2.6006 | 1.7405 | 2.4086 | 1.4521 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 60.5634 | 50 | 71.4286 | 60.5634 | 50 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.5516 | 2.123 | 1.0403 | 1.1333 | 2.4086 | 0.5808 |
Largest Winning Trade | 48007 | 40489 | 48007 | 416888 | 218576 | 416888 |
Largest Losing Trade | -57440 | -25398 | -57440 | -728584 | -119312 | -728584 |
Avg Bars in Trades | 37 | 19 | 56 | 37 | 19 | 56 |
Avg Bars in Winners | 36 | 13 | 52 | 36 | 13 | 52 |
Avg Bars in Losers | 40 | 26 | 65 | 40 | 26 | 65 |
Bars Traded | 2686 | 711 | 1975 | 2686 | 711 | 1975 |
Profit Streak | 57.9384 | 91.605 | 0 | 57.9384 | 91.605 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75582 | -11803 | 519836 | -78457 | 512357 | 341829 |
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3071, "evaluation_days": 1023.67, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1676880000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759271473990, "expiration_time": 1761901344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 211, "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": [ [ 363598.6294028271, 134609.5483365042, 228989.0810663229, 1125823.035045871, 645749.9086558607, 480073.1263900104 ], [ 363.598629, 134.609548, 228.989081, 1125.823035, 645.749909, 480.073126 ], [ 0.355191, 0.131497, 0.223694, 0.245125, 0.196469, 0.171881 ], [ 10, 10, 10, 10, 10, 10 ], [ -58752, -40061, -57440, -745444, -229336, -728584 ], [ 2.382881, 2.123, 2.600626, 1.740469, 2.408579, 1.452055 ], [ 71, 36, 35, 71, 36, 35 ], [ 43, 18, 25, 43, 18, 25 ], [ 28, 18, 10, 28, 18, 10 ], [ 60.56338, 50, 71.428571, 60.56338, 50, 71.428571 ], [ 1.551644, 2.123, 1.04025, 1.133329, 2.408579, 0.580822 ], [ 48007, 40489, 48007, 416888, 218576, 416888 ], [ -57440, -25398, -57440, -728584, -119312, -728584 ], [ 37, 19, 56, 37, 19, 56 ], [ 36, 13, 52, 36, 13, 52 ], [ 40, 26, 65, 40, 26, 65 ], [ 2686, 711, 1975, 2686, 711, 1975 ], [ 57.938356, 91.605023, 0, 57.938356, 91.605023, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -75582, -11803, 519836, -78457, 512357, 341829 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3071, "evaluation_days": 1023.67, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1676880000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759271473990, "expiration_time": 1761901344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 211, "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) |
---|