Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384761.9074 | 281515.9654 | 103245.942 | 177633.1094 | 258640.8944 | -81007.785 |
Total P&L (%) | 384.7619 | 281.516 | 103.2459 | 177.6331 | 258.6409 | -81.0078 |
Avg Daily Profit (%) | 0.3752 | 0.2745 | 0.1007 | 0.0996 | 0.1246 | -0.1619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211422 | -122863 | -136213 | -444296 | -278282 | -247971 |
Profit Factor | 1.6896 | 1.9831 | 1.3801 | 1.1408 | 1.4047 | 0.8698 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 45.2632 | 40.4255 | 50 | 45.2632 | 40.4255 | 50 |
Ratio Avg Win / Avg Loss | 2.0432 | 2.9225 | 1.3801 | 1.3796 | 2.07 | 0.8698 |
Largest Winning Trade | 210144 | 210144 | 47252 | 343918 | 343918 | 62064 |
Largest Losing Trade | -35059 | -35059 | -34943 | -128756 | -105570 | -128756 |
Avg Bars in Trades | 127 | 124 | 131 | 127 | 124 | 131 |
Avg Bars in Winners | 181 | 188 | 176 | 181 | 188 | 176 |
Avg Bars in Losers | 83 | 80 | 87 | 83 | 80 | 87 |
Bars Traded | 12149 | 5829 | 6320 | 12149 | 5829 | 6320 |
Profit Streak | 13.2166 | 0 | 13.8 | 13.2166 | 0 | 13.8 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408119 | 301800 | -57306 | -126562 | -28457 | -580090 |
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{ "first_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 2.30532 } } }
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{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12306, "evaluation_days": 1025.5, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671616800000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759432316273, "expiration_time": 1762617715200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 2.30532 } } }
# | 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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