Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629019.754 | 320994.0318 | 308025.7221 | 1879156.4501 | 1096421.8517 | 782734.5984 |
Total P&L (%) | 629.0198 | 320.994 | 308.0257 | 1879.1565 | 1096.4219 | 782.7346 |
Avg Daily Profit (%) | 0.6102 | 0.3114 | 0.2988 | 0.29 | 0.2411 | 0.2115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135538 | -74739 | -118769 | -655318 | -196355 | -641644 |
Profit Factor | 2.8655 | 2.5508 | 3.3657 | 2.5655 | 3.0301 | 2.1854 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 22 | 16 | 6 | 22 | 16 | 6 |
Profitability (%) | 65.625 | 50 | 81.25 | 65.625 | 50 | 81.25 |
Ratio Avg Win / Avg Loss | 1.501 | 2.5508 | 0.7767 | 1.3438 | 3.0301 | 0.5043 |
Largest Winning Trade | 154323 | 154323 | 38819 | 611623 | 611623 | 267738 |
Largest Losing Trade | -88105 | -43978 | -88105 | -620243 | -105556 | -620243 |
Avg Bars in Trades | 88 | 98 | 78 | 88 | 98 | 78 |
Avg Bars in Winners | 67 | 67 | 68 | 67 | 67 | 68 |
Avg Bars in Losers | 128 | 129 | 126 | 128 | 129 | 126 |
Bars Traded | 5675 | 3148 | 2527 | 5675 | 3148 | 2527 |
Profit Streak | 21.9934 | 0 | 133.1601 | 21.9934 | 0 | 133.1601 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123911 | 482543 | 629477 | -128337 | 509200 | 535615 |
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6185, "evaluation_days": 1030.83, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1674230400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759895431135, "expiration_time": 1762553520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 237, "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": [ [ 629019.753967458, 320994.0318491077, 308025.7221183504, 1879156.4500702473, 1096421.8517174816, 782734.5983527659 ], [ 629.019754, 320.994032, 308.025722, 1879.15645, 1096.421852, 782.734598 ], [ 0.610207, 0.311394, 0.298813, 0.290017, 0.241059, 0.211495 ], [ 10, 10, 10, 10, 10, 10 ], [ -135538, -74739, -118769, -655318, -196355, -641644 ], [ 2.865461, 2.550803, 3.365664, 2.565478, 3.030114, 2.185434 ], [ 64, 32, 32, 64, 32, 32 ], [ 42, 16, 26, 42, 16, 26 ], [ 22, 16, 6, 22, 16, 6 ], [ 65.625, 50, 81.25, 65.625, 50, 81.25 ], [ 1.500956, 2.550803, 0.776692, 1.343822, 3.030114, 0.504331 ], [ 154323, 154323, 38819, 611623, 611623, 267738 ], [ -88105, -43978, -88105, -620243, -105556, -620243 ], [ 88, 98, 78, 88, 98, 78 ], [ 67, 67, 68, 67, 67, 68 ], [ 128, 129, 126, 128, 129, 126 ], [ 5675, 3148, 2527, 5675, 3148, 2527 ], [ 21.993416, 0, 133.160082, 21.993416, 0, 133.160083 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -123911, 482543, 629477, -128337, 509200, 535615 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 6185, "evaluation_days": 1030.83, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1674230400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759895431135, "expiration_time": 1762553520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 237, "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) |
---|