Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365296.0718 | 254957.9544 | 110338.1175 | 234120.616 | 264274.9804 | -30154.3644 |
Total P&L (%) | 365.2961 | 254.958 | 110.3381 | 234.1206 | 264.275 | -30.1544 |
Avg Daily Profit (%) | 0.3531 | 0.2464 | 0.1066 | 0.1167 | 0.125 | -0.0347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125448 | -77176 | -94668 | -495342 | -296801 | -206374 |
Profit Factor | 1.6014 | 1.8139 | 1.3752 | 1.1868 | 1.4253 | 0.9523 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 38.4 | 31.746 | 45.1613 | 38.4 | 31.746 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.569 | 3.8999 | 1.6698 | 1.9038 | 3.0645 | 1.1564 |
Largest Winning Trade | 177611 | 177611 | 42633 | 413981 | 413981 | 69669 |
Largest Losing Trade | -42411 | -19938 | -42411 | -145262 | -74432 | -145262 |
Avg Bars in Trades | 193 | 192 | 195 | 193 | 192 | 195 |
Avg Bars in Winners | 295 | 315 | 280 | 295 | 315 | 280 |
Avg Bars in Losers | 130 | 134 | 125 | 130 | 134 | 125 |
Bars Traded | 24238 | 12110 | 12128 | 24238 | 12110 | 12128 |
Profit Streak | 22.2457 | 22.2457 | 23.0374 | 22.2457 | 22.2457 | 23.0374 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317679 | -142049 | -204479 | -54344 | -177660 | -734626 |
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{ "first_band": { "type": "t3", "factors": { "length": 174, "offset": 11, "a": 0.7472 } }, "second_band": { "type": "wma", "factors": { "length": 73, "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": [ [ 365296.071834288, 254957.9543803232, 110338.1174539647, 234120.6160430565, 264274.9804451973, -30154.3644021407 ], [ 365.296072, 254.957954, 110.338117, 234.120616, 264.27498, -30.154364 ], [ 0.353056, 0.246415, 0.106641, 0.116659, 0.12502, -0.03468 ], [ 10, 10, 10, 10, 10, 10 ], [ -125448, -77176, -94668, -495342, -296801, -206374 ], [ 1.601444, 1.813901, 1.375158, 1.18679, 1.42534, 0.952292 ], [ 125, 63, 62, 125, 63, 62 ], [ 48, 20, 28, 48, 20, 28 ], [ 77, 43, 34, 77, 43, 34 ], [ 38.4, 31.746032, 45.16129, 38.4, 31.746032, 45.16129 ], [ 2.568982, 3.899887, 1.669835, 1.903809, 3.064482, 1.156355 ], [ 177611, 177611, 42633, 413981, 413981, 69669 ], [ -42411, -19938, -42411, -145262, -74432, -145262 ], [ 193, 192, 195, 193, 192, 195 ], [ 295, 315, 280, 295, 315, 280 ], [ 130, 134, 125, 130, 134, 125 ], [ 24238, 12110, 12128, 24238, 12110, 12128 ], [ 22.245724, 22.245724, 23.037391, 22.245725, 22.245725, 23.037391 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317679, -142049, -204479, -54344, -177660, -734626 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24832, "evaluation_days": 1034.67, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671494400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760230430601, "expiration_time": 1766663654400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 174, "offset": 11, "a": 0.7472 } }, "second_band": { "type": "wma", "factors": { "length": 73, "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) |
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