Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398049.6285 | 222733.1438 | 175316.4848 | -290466.921 | -76409.0383 | -214057.8827 |
Total P&L (%) | 398.0496 | 222.7331 | 175.3165 | -290.4669 | -76.409 | -214.0579 |
Avg Daily Profit (%) | 0.3872 | 0.2167 | 0.1705 | 0 | -0.1404 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58514 | -99384 | -29345 | -185266 | -92008 | -108857 |
Profit Factor | 1.8695 | 1.8319 | 1.9223 | 0.2398 | 0.4769 | 0.0931 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 68 | 29 | 39 | 32 | 21 | 11 |
Losing Trades | 33 | 21 | 12 | 69 | 29 | 40 |
Profitability (%) | 67.3267 | 58 | 76.4706 | 31.6832 | 42 | 21.5686 |
Ratio Avg Win / Avg Loss | 0.9072 | 1.3266 | 0.5915 | 0.5171 | 0.6586 | 0.3386 |
Largest Winning Trade | 71509 | 71509 | 34376 | 12029 | 12029 | 8921 |
Largest Losing Trade | -105200 | -36946 | -105200 | -105200 | -48283 | -105200 |
Avg Bars in Trades | 38 | 44 | 33 | 38 | 44 | 33 |
Avg Bars in Winners | 33 | 35 | 31 | 47 | 55 | 32 |
Avg Bars in Losers | 50 | 55 | 40 | 34 | 35 | 34 |
Bars Traded | 3933 | 2213 | 1720 | 3933 | 2213 | 1720 |
Profit Streak | 41.9563 | 41.9563 | 290.7063 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 12 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511494 | -168339 | -166851 | -587632 | -763944 | -806049 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4112, "evaluation_days": 1028, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1672768800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759640225307, "expiration_time": 1762286976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 22, "offset": 66 } } }
{ "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": [ [ 398049.6285345992, 222733.1437503768, 175316.4847842226, -290466.9209975661, -76409.0382686707, -214057.8827288954 ], [ 398.049629, 222.733144, 175.316485, -290.466921, -76.409038, -214.057883 ], [ 0.387208, 0.216666, 0.170541, 0, -0.140398, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -58514, -99384, -29345, -185266, -92008, -108857 ], [ 1.869465, 1.831936, 1.922325, 0.23983, 0.476913, 0.093108 ], [ 101, 50, 51, 101, 50, 51 ], [ 68, 29, 39, 32, 21, 11 ], [ 33, 21, 12, 69, 29, 40 ], [ 67.326733, 58, 76.470588, 31.683168, 42, 21.568627 ], [ 0.907241, 1.326575, 0.591485, 0.517134, 0.658595, 0.338573 ], [ 71509, 71509, 34376, 12029, 12029, 8921 ], [ -105200, -36946, -105200, -105200, -48283, -105200 ], [ 38, 44, 33, 38, 44, 33 ], [ 33, 35, 31, 47, 55, 32 ], [ 50, 55, 40, 34, 35, 34 ], [ 3933, 2213, 1720, 3933, 2213, 1720 ], [ 41.956311, 41.956311, 290.706311, 0, 0, 0 ], [ 3, 1, 12, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 511494, -168339, -166851, -587632, -763944, -806049 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4112, "evaluation_days": 1028, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1672768800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759640225307, "expiration_time": 1762286976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 22, "offset": 66 } } }
# | 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) |
---|