| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 605693.1378 | 300754.8 | 304938.3377 | 5238757.4809 | 2771820.0128 | 2466937.4681 |
| Total P&L (%) | 605.6931 | 300.7548 | 304.9383 | 5238.7575 | 2771.82 | 2466.9375 |
| Avg Daily Profit (%) | 0.5904 | 0.2932 | 0.2973 | 0.3885 | 0.3278 | 0.3169 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73539 | -67307 | -71351 | -1147074 | -523772 | -1147074 |
| Profit Factor | 2.616 | 2.2763 | 3.1914 | 3.1281 | 3.7904 | 2.68 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
| Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
| Profitability (%) | 61.6279 | 53.4884 | 69.7674 | 61.6279 | 53.4884 | 69.7674 |
| Ratio Avg Win / Avg Loss | 1.6288 | 1.9794 | 1.3829 | 1.9477 | 3.296 | 1.1613 |
| Largest Winning Trade | 176772 | 176772 | 33658 | 1169491 | 1169491 | 934100 |
| Largest Losing Trade | -40567 | -40567 | -32504 | -1147074 | -356888 | -1147074 |
| Avg Bars in Trades | 65 | 60 | 71 | 65 | 60 | 71 |
| Avg Bars in Winners | 59 | 49 | 66 | 59 | 49 | 66 |
| Avg Bars in Losers | 76 | 73 | 81 | 76 | 73 | 81 |
| Bars Traded | 5663 | 2600 | 3063 | 5663 | 2600 | 3063 |
| Profit Streak | 61.9212 | 132.9212 | 61.9212 | 61.9212 | 132.9212 | 61.9212 |
| Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 713723 | 528143 | 613037 | 687160 | 646489 | 598543 |
{
"trading_pair": "MAGIC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6155,
"evaluation_days": 1025.83,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1673697600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759457191454,
"expiration_time": 1762108560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 69,
"offset": 126,
"poles": 2
}
}
} {
"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": [
[
605693.1377767242,
300754.8000469095,
304938.3377298147,
5238757.480894493,
2771820.0127528915,
2466937.4681416024
],
[
605.693138,
300.7548,
304.938338,
5238.757481,
2771.820013,
2466.937468
],
[
0.590442,
0.293182,
0.29726,
0.388495,
0.327835,
0.316859
],
[
10,
10,
10,
10,
10,
10
],
[
-73539,
-67307,
-71351,
-1147074,
-523772,
-1147074
],
[
2.616023,
2.276274,
3.191368,
3.128085,
3.790417,
2.68003
],
[
86,
43,
43,
86,
43,
43
],
[
53,
23,
30,
53,
23,
30
],
[
33,
20,
13,
33,
20,
13
],
[
61.627907,
53.488372,
69.767442,
61.627907,
53.488372,
69.767442
],
[
1.628844,
1.979369,
1.382926,
1.947675,
3.296015,
1.161346
],
[
176772,
176772,
33658,
1169491,
1169491,
934100
],
[
-40567,
-40567,
-32504,
-1147074,
-356888,
-1147074
],
[
65,
60,
71,
65,
60,
71
],
[
59,
49,
66,
59,
49,
66
],
[
76,
73,
81,
76,
73,
81
],
[
5663,
2600,
3063,
5663,
2600,
3063
],
[
61.921197,
132.921197,
61.921197,
61.921197,
132.921197,
61.921197
],
[
4,
5,
2,
4,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
713723,
528143,
613037,
687160,
646489,
598543
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 6155,
"evaluation_days": 1025.83,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1673697600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759457191454,
"expiration_time": 1762108560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 69,
"offset": 126,
"poles": 2
}
}
}
| # | 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) |
|---|