Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48265.5941 | 29319.1978 | 18946.3963 | 39709.7986 | 23924.6515 | 15785.1471 |
Total P&L (%) | 48.2656 | 29.3192 | 18.9464 | 39.7098 | 23.9247 | 15.7851 |
Avg Daily Profit (%) | 0.9268 | 0.563 | 0.3638 | 0.6442 | 0.4127 | 0.2818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30529 | -10938 | -28092 | -38586 | -14498 | -36418 |
Profit Factor | 1.3979 | 2.0207 | 1.2047 | 1.2721 | 1.6821 | 1.1424 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 44.7761 | 46.2687 | 43.2836 | 44.7761 | 46.2687 | 43.2836 |
Ratio Avg Win / Avg Loss | 1.7241 | 2.3467 | 1.5785 | 1.5689 | 1.9534 | 1.4969 |
Largest Winning Trade | 29130 | 29130 | 17184 | 25322 | 25322 | 19289 |
Largest Losing Trade | -27740 | -3167 | -27740 | -35952 | -3818 | -35952 |
Avg Bars in Trades | 183 | 38 | 328 | 183 | 38 | 328 |
Avg Bars in Winners | 236 | 39 | 447 | 236 | 39 | 447 |
Avg Bars in Losers | 140 | 37 | 237 | 140 | 37 | 237 |
Bars Traded | 24600 | 2592 | 22008 | 24600 | 2592 | 22008 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339543 | -108796 | -119584 | 232560 | -111834 | -186939 |
{ "trading_pair": "MAGIC_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754227260000, "first_datapoint_time": 1754241120000, "last_datapoint_time": 1758727080000, "evaluation_time": 1758868283366, "expiration_time": 1765207080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 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": [ [ 48265.5940805369, 29319.1977627743, 18946.3963177627, 39709.7986079959, 23924.6515368268, 15785.1470711692 ], [ 48.265594, 29.319198, 18.946396, 39.709799, 23.924652, 15.785147 ], [ 0.926759, 0.562965, 0.363794, 0.64415, 0.412723, 0.281821 ], [ 10, 10, 10, 10, 10, 10 ], [ -30529, -10938, -28092, -38586, -14498, -36418 ], [ 1.397918, 2.020727, 1.204668, 1.27206, 1.682101, 1.142357 ], [ 134, 67, 67, 134, 67, 67 ], [ 60, 31, 29, 60, 31, 29 ], [ 74, 36, 38, 74, 36, 38 ], [ 44.776119, 46.268657, 43.283582, 44.776119, 46.268657, 43.283582 ], [ 1.724099, 2.346651, 1.57853, 1.568874, 1.953408, 1.496881 ], [ 29130, 29130, 17184, 25322, 25322, 19289 ], [ -27740, -3167, -27740, -35952, -3818, -35952 ], [ 183, 38, 328, 183, 38, 328 ], [ 236, 39, 447, 236, 39, 447 ], [ 140, 37, 237, 140, 37, 237 ], [ 24600, 2592, 22008, 24600, 2592, 22008 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339543, -108796, -119584, 232560, -111834, -186939 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754227260000, "first_datapoint_time": 1754241120000, "last_datapoint_time": 1758727080000, "evaluation_time": 1758868283366, "expiration_time": 1765207080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 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) |
---|