| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 461534.4732 | 320742.9134 | 140791.5598 | 462745.0627 | 411084.5295 | 51660.5333 |
| Total P&L (%) | 461.5345 | 320.7429 | 140.7916 | 462.7451 | 411.0845 | 51.6605 |
| Avg Daily Profit (%) | 0.4501 | 0.3128 | 0.1373 | 0.1686 | 0.1592 | 0.0406 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -220117 | -115842 | -112807 | -328002 | -220925 | -193683 |
| Profit Factor | 1.7399 | 2.0377 | 1.4474 | 1.5259 | 1.9556 | 1.1149 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 45.1327 | 39.2857 | 50.8772 | 45.1327 | 39.2857 | 50.8772 |
| Ratio Avg Win / Avg Loss | 2.1152 | 3.1492 | 1.3975 | 1.855 | 3.0223 | 1.0764 |
| Largest Winning Trade | 180091 | 180091 | 47182 | 307961 | 307961 | 74669 |
| Largest Losing Trade | -42229 | -21384 | -42229 | -118819 | -100929 | -118819 |
| Avg Bars in Trades | 27 | 25 | 28 | 27 | 25 | 28 |
| Avg Bars in Winners | 39 | 38 | 40 | 39 | 38 | 40 |
| Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
| Bars Traded | 3055 | 1430 | 1625 | 3055 | 1430 | 1625 |
| Profit Streak | 62.0377 | 100.7044 | 62.0377 | 62.0377 | 100.7044 | 62.0377 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 474806 | -170129 | -187426 | 362167 | -171600 | -412722 |
{
"trading_pair": "MAGIC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3076,
"evaluation_days": 1025.33,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1670832000000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759424058696,
"expiration_time": 1762049664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 48,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
461534.4731853175,
320742.913395739,
140791.5597895783,
462745.0627415676,
411084.5294603009,
51660.533281267
],
[
461.534473,
320.742913,
140.79156,
462.745063,
411.084529,
51.660533
],
[
0.450133,
0.312819,
0.137313,
0.16864,
0.159233,
0.040627
],
[
10,
10,
10,
10,
10,
10
],
[
-220117,
-115842,
-112807,
-328002,
-220925,
-193683
],
[
1.73992,
2.037745,
1.447403,
1.525893,
1.955609,
1.114867
],
[
113,
56,
57,
113,
56,
57
],
[
51,
22,
29,
51,
22,
29
],
[
62,
34,
28,
62,
34,
28
],
[
45.132743,
39.285714,
50.877193,
45.132743,
39.285714,
50.877193
],
[
2.115196,
3.149242,
1.397493,
1.855007,
3.022304,
1.076423
],
[
180091,
180091,
47182,
307961,
307961,
74669
],
[
-42229,
-21384,
-42229,
-118819,
-100929,
-118819
],
[
27,
25,
28,
27,
25,
28
],
[
39,
38,
40,
39,
38,
40
],
[
16,
17,
16,
16,
17,
16
],
[
3055,
1430,
1625,
3055,
1430,
1625
],
[
62.037716,
100.704383,
62.037716,
62.037716,
100.704383,
62.037716
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
474806,
-170129,
-187426,
362167,
-171600,
-412722
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3076,
"evaluation_days": 1025.33,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1670832000000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759424058696,
"expiration_time": 1762049664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 48,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|