| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 457486.2016 | 261592.9267 | 195893.2749 | 630655.8462 | 564582.0748 | 66073.7714 |
| Total P&L (%) | 457.4862 | 261.5929 | 195.8933 | 630.6558 | 564.5821 | 66.0738 |
| Avg Daily Profit (%) | 0.4433 | 0.2535 | 0.1898 | 0.1929 | 0.1837 | 0.0492 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100380 | -91923 | -59368 | -1167391 | -546120 | -1004209 |
| Profit Factor | 1.5062 | 1.5106 | 1.5005 | 1.1451 | 1.2579 | 1.0306 |
| Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
| Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
| Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
| Profitability (%) | 55.665 | 53.9216 | 57.4257 | 55.665 | 53.9216 | 57.4257 |
| Ratio Avg Win / Avg Loss | 1.1997 | 1.2909 | 1.1125 | 0.912 | 1.075 | 0.7641 |
| Largest Winning Trade | 135822 | 135822 | 27979 | 520534 | 520534 | 186913 |
| Largest Losing Trade | -59368 | -31943 | -59368 | -1004209 | -213046 | -1004209 |
| Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
| Avg Bars in Winners | 29 | 28 | 29 | 29 | 28 | 29 |
| Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
| Bars Traded | 5926 | 2968 | 2958 | 5926 | 2968 | 2958 |
| Profit Streak | 7.3335 | 12.1669 | 0 | 7.3335 | 12.1669 | 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 | 496806 | 380646 | 352755 | -51859 | 318590 | -315069 |
{
"trading_pair": "MAGIC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6192,
"evaluation_days": 1032,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1674316800000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759996817439,
"expiration_time": 1762657344000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.02951,
"nc": 0.42905
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 243,
"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": [
[
457486.2016367111,
261592.9267406683,
195893.2748960423,
630655.8462339366,
564582.0748286039,
66073.7714053331
],
[
457.486202,
261.592927,
195.893275,
630.655846,
564.582075,
66.073771
],
[
0.443301,
0.253482,
0.189819,
0.192896,
0.183695,
0.049165
],
[
10,
10,
10,
10,
10,
10
],
[
-100380,
-91923,
-59368,
-1167391,
-546120,
-1004209
],
[
1.506232,
1.510588,
1.50053,
1.145093,
1.257938,
1.030622
],
[
203,
102,
101,
203,
102,
101
],
[
113,
55,
58,
113,
55,
58
],
[
90,
47,
43,
90,
47,
43
],
[
55.665025,
53.921569,
57.425743,
55.665025,
53.921569,
57.425743
],
[
1.199654,
1.290866,
1.112462,
0.912021,
1.074965,
0.764082
],
[
135822,
135822,
27979,
520534,
520534,
186913
],
[
-59368,
-31943,
-59368,
-1004209,
-213046,
-1004209
],
[
29,
29,
29,
29,
29,
29
],
[
29,
28,
29,
29,
28,
29
],
[
29,
29,
29,
29,
29,
29
],
[
5926,
2968,
2958,
5926,
2968,
2958
],
[
7.333535,
12.166868,
0,
7.333535,
12.166868,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
496806,
380646,
352755,
-51859,
318590,
-315069
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6192,
"evaluation_days": 1032,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1674316800000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759996817439,
"expiration_time": 1762657344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.02951,
"nc": 0.42905
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 243,
"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) |
|---|