Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346544.0007 | 235596.0559 | 110947.9448 | 142135.5146 | 111294.4431 | 30841.0715 |
Total P&L (%) | 346.544 | 235.5961 | 110.9479 | 142.1355 | 111.2944 | 30.8411 |
Avg Daily Profit (%) | 0.3357 | 0.2282 | 0.1075 | 0.0857 | 0.0725 | 0.026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146591 | -143731 | -98979 | -121482 | -103469 | -95277 |
Profit Factor | 1.3434 | 1.4472 | 1.23 | 1.1626 | 1.2451 | 1.0734 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 174 | 92 | 82 | 174 | 92 | 82 |
Profitability (%) | 40 | 36.5517 | 43.4483 | 40 | 36.5517 | 43.4483 |
Ratio Avg Win / Avg Loss | 2.0151 | 2.5121 | 1.601 | 1.7439 | 2.1614 | 1.3972 |
Largest Winning Trade | 172313 | 172313 | 25500 | 108957 | 108957 | 32454 |
Largest Losing Trade | -36093 | -32373 | -36093 | -36093 | -20699 | -36093 |
Avg Bars in Trades | 41 | 47 | 34 | 41 | 47 | 34 |
Avg Bars in Winners | 62 | 73 | 53 | 62 | 73 | 53 |
Avg Bars in Losers | 26 | 32 | 20 | 26 | 32 | 20 |
Bars Traded | 11912 | 6882 | 5031 | 11912 | 6882 | 5031 |
Profit Streak | 13.2804 | 14.0304 | 0 | 13.2804 | 14.0304 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305054 | 185502 | -51471 | -120847 | -100103 | -303594 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12389, "evaluation_days": 1032.42, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672502400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760028227126, "expiration_time": 1763236828800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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": [ [ 346544.0007279288, 235596.0559382339, 110947.9447896946, 142135.5145529387, 111294.443066406, 30841.0714865327 ], [ 346.544001, 235.596056, 110.947945, 142.135515, 111.294443, 30.841071 ], [ 0.335662, 0.228198, 0.107464, 0.085692, 0.072485, 0.026041 ], [ 10, 10, 10, 10, 10, 10 ], [ -146591, -143731, -98979, -121482, -103469, -95277 ], [ 1.343396, 1.447215, 1.23001, 1.162624, 1.245141, 1.073429 ], [ 290, 145, 145, 290, 145, 145 ], [ 116, 53, 63, 116, 53, 63 ], [ 174, 92, 82, 174, 92, 82 ], [ 40, 36.551724, 43.448276, 40, 36.551724, 43.448276 ], [ 2.015093, 2.512146, 1.600966, 1.743936, 2.161377, 1.397162 ], [ 172313, 172313, 25500, 108957, 108957, 32454 ], [ -36093, -32373, -36093, -36093, -20699, -36093 ], [ 41, 47, 34, 41, 47, 34 ], [ 62, 73, 53, 62, 73, 53 ], [ 26, 32, 20, 26, 32, 20 ], [ 11912, 6882, 5031, 11912, 6882, 5031 ], [ 13.280406, 14.030406, 0, 13.280407, 14.030407, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305054, 185502, -51471, -120847, -100103, -303594 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12389, "evaluation_days": 1032.42, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672502400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760028227126, "expiration_time": 1763236828800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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) |
---|