Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515646.4303 | 325182.1753 | 190464.255 | 1497118.7636 | 978121.6814 | 518997.0822 |
Total P&L (%) | 515.6464 | 325.1822 | 190.4643 | 1497.1188 | 978.1217 | 518.9971 |
Avg Daily Profit (%) | 0.506 | 0.3191 | 0.1869 | 0.2723 | 0.2336 | 0.1791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86066 | -60116 | -86017 | -742895 | -600354 | -163323 |
Profit Factor | 1.7895 | 1.9478 | 1.6143 | 1.7444 | 1.8424 | 1.6105 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 41.5663 | 36.1446 | 46.988 | 41.5663 | 36.1446 | 46.988 |
Ratio Avg Win / Avg Loss | 2.5157 | 3.441 | 1.8213 | 2.4522 | 3.2549 | 1.817 |
Largest Winning Trade | 198272 | 198272 | 43429 | 857127 | 857127 | 359242 |
Largest Losing Trade | -22954 | -18579 | -22954 | -178822 | -178822 | -163323 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 2923 | 1538 | 1385 | 2923 | 1538 | 1385 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428939 | 248263 | 336227 | 353881 | 229634 | 348541 |
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3057, "evaluation_days": 1019, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1673712000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758865204128, "expiration_time": 1761486048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 101, "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": [ [ 515646.4302710451, 325182.1752557829, 190464.2550152621, 1497118.7636076007, 978121.6814466247, 518997.0821609764 ], [ 515.64643, 325.182175, 190.464255, 1497.118764, 978.121681, 518.997082 ], [ 0.506032, 0.319119, 0.186913, 0.272282, 0.233619, 0.179054 ], [ 10, 10, 10, 10, 10, 10 ], [ -86066, -60116, -86017, -742895, -600354, -163323 ], [ 1.789486, 1.947756, 1.614332, 1.74436, 1.842379, 1.610484 ], [ 166, 83, 83, 166, 83, 83 ], [ 69, 30, 39, 69, 30, 39 ], [ 97, 53, 44, 97, 53, 44 ], [ 41.566265, 36.144578, 46.987952, 41.566265, 36.144578, 46.987952 ], [ 2.515654, 3.441035, 1.821297, 2.452217, 3.25487, 1.816956 ], [ 198272, 198272, 43429, 857127, 857127, 359242 ], [ -22954, -18579, -22954, -178822, -178822, -163323 ], [ 17, 18, 16, 17, 18, 16 ], [ 28, 30, 26, 28, 30, 26 ], [ 9, 11, 7, 9, 11, 7 ], [ 2923, 1538, 1385, 2923, 1538, 1385 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 428939, 248263, 336227, 353881, 229634, 348541 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3057, "evaluation_days": 1019, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1673712000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758865204128, "expiration_time": 1761486048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 101, "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) |
---|