Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310719.8652 | 250624.1463 | 60095.7189 | 34471.902 | 221162.7935 | -186690.8915 |
Total P&L (%) | 310.7199 | 250.6241 | 60.0957 | 34.4719 | 221.1628 | -186.6909 |
Avg Daily Profit (%) | 0.3054 | 0.2464 | 0.0591 | 0.0291 | 0.1148 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226737 | -129416 | -121154 | -303437 | -165765 | -215248 |
Profit Factor | 1.4829 | 1.7553 | 1.1928 | 1.0397 | 1.5442 | 0.5954 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 43.9655 | 44.8276 | 43.1034 | 43.9655 | 44.8276 | 43.1034 |
Ratio Avg Win / Avg Loss | 1.8899 | 2.1603 | 1.5745 | 1.3251 | 1.9006 | 0.7859 |
Largest Winning Trade | 204162 | 204162 | 47853 | 215329 | 215329 | 58052 |
Largest Losing Trade | -44221 | -25543 | -44221 | -141861 | -48263 | -141861 |
Avg Bars in Trades | 103 | 101 | 106 | 103 | 101 | 106 |
Avg Bars in Winners | 144 | 137 | 151 | 144 | 137 | 151 |
Avg Bars in Losers | 71 | 71 | 71 | 71 | 71 | 71 |
Bars Traded | 12021 | 5872 | 6149 | 12021 | 5872 | 6149 |
Profit Streak | 20.9468 | 32.8634 | 0 | 20.9468 | 32.8634 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336532 | -169725 | -304745 | -335013 | -218181 | -763515 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12208, "evaluation_days": 1017.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671732000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758926600744, "expiration_time": 1761886713600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "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": [ [ 310719.8651689618, 250624.1462567704, 60095.7189121914, 34471.901951564, 221162.7934939417, -186690.8915423778 ], [ 310.719865, 250.624146, 60.095719, 34.471902, 221.162793, -186.690892 ], [ 0.305427, 0.246355, 0.059072, 0.029118, 0.114756, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -226737, -129416, -121154, -303437, -165765, -215248 ], [ 1.48287, 1.755273, 1.192829, 1.039724, 1.544231, 0.595396 ], [ 116, 58, 58, 116, 58, 58 ], [ 51, 26, 25, 51, 26, 25 ], [ 65, 32, 33, 65, 32, 33 ], [ 43.965517, 44.827586, 43.103448, 43.965517, 44.827586, 43.103448 ], [ 1.889932, 2.160336, 1.574534, 1.325138, 1.900591, 0.785922 ], [ 204162, 204162, 47853, 215329, 215329, 58052 ], [ -44221, -25543, -44221, -141861, -48263, -141861 ], [ 103, 101, 106, 103, 101, 106 ], [ 144, 137, 151, 144, 137, 151 ], [ 71, 71, 71, 71, 71, 71 ], [ 12021, 5872, 6149, 12021, 5872, 6149 ], [ 20.946768, 32.863434, 0, 20.946768, 32.863435, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336532, -169725, -304745, -335013, -218181, -763515 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12208, "evaluation_days": 1017.33, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671732000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758926600744, "expiration_time": 1761886713600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "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) |
---|