Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319866.9692 | 198910.53 | 120956.4393 | 142925.4212 | 28162.8181 | 114762.6031 |
Total P&L (%) | 319.867 | 198.9105 | 120.9564 | 142.9254 | 28.1628 | 114.7626 |
Avg Daily Profit (%) | 0.3118 | 0.1939 | 0.1179 | 0.0866 | 0.0242 | 0.0745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95753 | -159815 | -38048 | -138783 | -207166 | -60569 |
Profit Factor | 1.5073 | 1.5136 | 1.4971 | 1.1832 | 1.0586 | 1.383 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 53.719 | 46.6667 | 60.6557 | 53.719 | 46.6667 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.2986 | 1.7299 | 0.9711 | 1.0194 | 1.2099 | 0.8971 |
Largest Winning Trade | 195306 | 195306 | 32669 | 90216 | 90216 | 35870 |
Largest Losing Trade | -41478 | -32242 | -41478 | -41478 | -39618 | -41478 |
Avg Bars in Trades | 97 | 120 | 74 | 97 | 120 | 74 |
Avg Bars in Winners | 107 | 149 | 75 | 107 | 149 | 75 |
Avg Bars in Losers | 85 | 96 | 72 | 85 | 96 | 72 |
Bars Traded | 11770 | 7251 | 4519 | 11770 | 7251 | 4519 |
Profit Streak | 9.109 | 0 | 74.109 | 9.109 | 0 | 74.109 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410334 | -160407 | -194883 | -94885 | -490337 | -253414 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12309, "evaluation_days": 1025.75, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672495200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759451816179, "expiration_time": 1762640092800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 232, "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": [ [ 319866.9692395578, 198910.5299786035, 120956.4392609542, 142925.4212051757, 28162.818082707, 114762.6031224688 ], [ 319.866969, 198.91053, 120.956439, 142.925421, 28.162818, 114.762603 ], [ 0.311837, 0.193917, 0.11792, 0.086568, 0.024193, 0.074545 ], [ 10, 10, 10, 10, 10, 10 ], [ -95753, -159815, -38048, -138783, -207166, -60569 ], [ 1.507258, 1.51362, 1.497131, 1.18323, 1.058627, 1.382978 ], [ 121, 60, 61, 121, 60, 61 ], [ 65, 28, 37, 65, 28, 37 ], [ 56, 32, 24, 56, 32, 24 ], [ 53.719008, 46.666667, 60.655738, 53.719008, 46.666667, 60.655738 ], [ 1.29856, 1.729852, 0.971112, 1.019399, 1.209859, 0.897067 ], [ 195306, 195306, 32669, 90216, 90216, 35870 ], [ -41478, -32242, -41478, -41478, -39618, -41478 ], [ 97, 120, 74, 97, 120, 74 ], [ 107, 149, 75, 107, 149, 75 ], [ 85, 96, 72, 85, 96, 72 ], [ 11770, 7251, 4519, 11770, 7251, 4519 ], [ 9.108983, 0, 74.108983, 9.108984, 0, 74.108984 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410334, -160407, -194883, -94885, -490337, -253414 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12309, "evaluation_days": 1025.75, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672495200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759451816179, "expiration_time": 1762640092800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 232, "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) |
---|