Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348259.6656 | 256792.3009 | 91467.3647 | 138542.5251 | 155949.8499 | -17407.3248 |
Total P&L (%) | 348.2597 | 256.7923 | 91.4674 | 138.5425 | 155.9499 | -17.4073 |
Avg Daily Profit (%) | 0.3402 | 0.2508 | 0.0893 | 0.085 | 0.0918 | -0.0187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104535 | -60412 | -92467 | -171570 | -122030 | -64328 |
Profit Factor | 1.4921 | 1.7668 | 1.2454 | 1.2297 | 1.5248 | 0.9431 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 43.75 | 39.0625 | 48.4375 | 43.75 | 39.0625 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.9185 | 2.7563 | 1.3257 | 1.5811 | 2.3786 | 1.0039 |
Largest Winning Trade | 194228 | 194228 | 48109 | 168473 | 168473 | 36900 |
Largest Losing Trade | -42219 | -42219 | -38804 | -62183 | -47479 | -62183 |
Avg Bars in Trades | 93 | 96 | 91 | 93 | 96 | 91 |
Avg Bars in Winners | 132 | 133 | 130 | 132 | 133 | 130 |
Avg Bars in Losers | 64 | 71 | 54 | 64 | 71 | 54 |
Bars Traded | 12013 | 6153 | 5860 | 12013 | 6153 | 5860 |
Profit Streak | 11.5337 | 0 | 12.2003 | 11.5337 | 0 | 12.2003 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350225 | -132305 | -213097 | -80224 | -211492 | -718279 |
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12285, "evaluation_days": 1023.75, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672027200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759279708228, "expiration_time": 1762461072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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": [ [ 348259.6656152263, 256792.3008798934, 91467.3647353328, 138542.5251105791, 155949.8498944246, -17407.3247838455 ], [ 348.259666, 256.792301, 91.467365, 138.542525, 155.94985, -17.407325 ], [ 0.34018, 0.250835, 0.089345, 0.084957, 0.091843, -0.018679 ], [ 10, 10, 10, 10, 10, 10 ], [ -104535, -60412, -92467, -171570, -122030, -64328 ], [ 1.492138, 1.766845, 1.245367, 1.229711, 1.524765, 0.943101 ], [ 128, 64, 64, 128, 64, 64 ], [ 56, 25, 31, 56, 25, 31 ], [ 72, 39, 33, 72, 39, 33 ], [ 43.75, 39.0625, 48.4375, 43.75, 39.0625, 48.4375 ], [ 1.918463, 2.756279, 1.325713, 1.581057, 2.378633, 1.003947 ], [ 194228, 194228, 48109, 168473, 168473, 36900 ], [ -42219, -42219, -38804, -62183, -47479, -62183 ], [ 93, 96, 91, 93, 96, 91 ], [ 132, 133, 130, 132, 133, 130 ], [ 64, 71, 54, 64, 71, 54 ], [ 12013, 6153, 5860, 12013, 6153, 5860 ], [ 11.53366, 0, 12.200327, 11.53366, 0, 12.200327 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350225, -132305, -213097, -80224, -211492, -718279 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12285, "evaluation_days": 1023.75, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1672027200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759279708228, "expiration_time": 1762461072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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) |
---|