| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 320956.6802 | 239241.4888 | 81715.1914 | 48982.8095 | 77254.9632 | -28272.1537 |
| Total P&L (%) | 320.9567 | 239.2415 | 81.7152 | 48.9828 | 77.255 | -28.2722 |
| Avg Daily Profit (%) | 0.3112 | 0.232 | 0.0792 | 0.0387 | 0.0555 | -0.0322 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116700 | -143468 | -66867 | -218919 | -174801 | -121368 |
| Profit Factor | 1.2215 | 1.2981 | 1.1265 | 1.0253 | 1.073 | 0.9677 |
| Total Trades | 524 | 262 | 262 | 524 | 262 | 262 |
| Winning Trades | 226 | 104 | 122 | 226 | 104 | 122 |
| Losing Trades | 298 | 158 | 140 | 298 | 158 | 140 |
| Profitability (%) | 43.1298 | 39.6947 | 46.5649 | 43.1298 | 39.6947 | 46.5649 |
| Ratio Avg Win / Avg Loss | 1.6107 | 1.9721 | 1.2927 | 1.352 | 1.6301 | 1.1105 |
| Largest Winning Trade | 205578 | 205578 | 25826 | 138875 | 138875 | 39828 |
| Largest Losing Trade | -25511 | -21447 | -25511 | -93857 | -42172 | -93857 |
| Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
| Avg Bars in Winners | 29 | 34 | 24 | 29 | 34 | 24 |
| Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
| Bars Traded | 12289 | 7004 | 5285 | 12289 | 7004 | 5285 |
| Profit Streak | 0 | 0 | 6.7185 | 0 | 0 | 6.7185 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346714 | 221861 | -168152 | -335027 | -260857 | -578666 |
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12377,
"evaluation_days": 1031.42,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671249600000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759943677420,
"expiration_time": 1763147318400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 59,
"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": [
[
320956.6801971053,
239241.4888097705,
81715.1913873348,
48982.8094979113,
77254.9631686203,
-28272.153670709
],
[
320.95668,
239.241489,
81.715191,
48.982809,
77.254963,
-28.272154
],
[
0.311179,
0.231954,
0.079226,
0.038659,
0.055514,
-0.032212
],
[
10,
10,
10,
10,
10,
10
],
[
-116700,
-143468,
-66867,
-218919,
-174801,
-121368
],
[
1.221543,
1.298106,
1.126456,
1.025309,
1.072965,
0.967749
],
[
524,
262,
262,
524,
262,
262
],
[
226,
104,
122,
226,
104,
122
],
[
298,
158,
140,
298,
158,
140
],
[
43.129771,
39.694656,
46.564885,
43.129771,
39.694656,
46.564885
],
[
1.610708,
1.972123,
1.292655,
1.351956,
1.630081,
1.110531
],
[
205578,
205578,
25826,
138875,
138875,
39828
],
[
-25511,
-21447,
-25511,
-93857,
-42172,
-93857
],
[
23,
26,
20,
23,
26,
20
],
[
29,
34,
24,
29,
34,
24
],
[
19,
21,
16,
19,
21,
16
],
[
12289,
7004,
5285,
12289,
7004,
5285
],
[
0,
0,
6.718488,
0,
0,
6.718489
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346714,
221861,
-168152,
-335027,
-260857,
-578666
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 12377,
"evaluation_days": 1031.42,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1671249600000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759943677420,
"expiration_time": 1763147318400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 59,
"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) |
|---|