Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144213.3873 | -8668.2441 | 152881.6314 | 3899.2212 | -18177.297 | 22076.5182 |
Total P&L (%) | 144.2134 | -8.6682 | 152.8816 | 3.8992 | -18.1773 | 22.0765 |
Avg Daily Profit (%) | 0.1405 | -0.0084 | 0.149 | 0.0037 | -0.0195 | 0.0194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89514 | -33387 | -87441 | -162731 | -32571 | -162248 |
Profit Factor | 1.7965 | 0.9054 | 2.7091 | 1.016 | 0.7733 | 1.135 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 15 | 12 | 3 | 15 | 12 | 3 |
Profitability (%) | 81.0127 | 70 | 92.3077 | 81.0127 | 70 | 92.3077 |
Ratio Avg Win / Avg Loss | 0.421 | 0.388 | 0.2258 | 0.2381 | 0.3314 | 0.0946 |
Largest Winning Trade | 25006 | 7892 | 25006 | 24085 | 6623 | 24085 |
Largest Losing Trade | -87441 | -16472 | -87441 | -162248 | -25164 | -162248 |
Avg Bars in Trades | 38 | 16 | 61 | 38 | 16 | 61 |
Avg Bars in Winners | 19 | 4 | 31 | 19 | 4 | 31 |
Avg Bars in Losers | 120 | 44 | 424 | 120 | 44 | 424 |
Bars Traded | 3070 | 656 | 2414 | 3070 | 656 | 2414 |
Profit Streak | 166.8483 | 166.8483 | 249.0983 | 166.8483 | 166.8483 | 249.0983 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30855 | -577299 | 533154 | -584251 | -577299 | -239458 |
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4105, "evaluation_days": 1026.25, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1674475200000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759479695335, "expiration_time": 1762131240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 170, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 144213.3872926114, -8668.2441244599, 152881.6314170714, 3899.2212007714, -18177.2970342003, 22076.5182349716 ], [ 144.213387, -8.668244, 152.881631, 3.899221, -18.177297, 22.076518 ], [ 0.140525, -0.008447, 0.148971, 0.003727, -0.019546, 0.019439 ], [ 10, 10, 10, 10, 10, 10 ], [ -89514, -33387, -87441, -162731, -32571, -162248 ], [ 1.796453, 0.905386, 2.709071, 1.016002, 0.773278, 1.135028 ], [ 79, 40, 39, 79, 40, 39 ], [ 64, 28, 36, 64, 28, 36 ], [ 15, 12, 3, 15, 12, 3 ], [ 81.012658, 70, 92.307692, 81.012658, 70, 92.307692 ], [ 0.421044, 0.388022, 0.225756, 0.238125, 0.331405, 0.094586 ], [ 25006, 7892, 25006, 24085, 6623, 24085 ], [ -87441, -16472, -87441, -162248, -25164, -162248 ], [ 38, 16, 61, 38, 16, 61 ], [ 19, 4, 31, 19, 4, 31 ], [ 120, 44, 424, 120, 44, 424 ], [ 3070, 656, 2414, 3070, 656, 2414 ], [ 166.848326, 166.848326, 249.098326, 166.848326, 166.848326, 249.098326 ], [ 2, 1, 9, 2, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -30855, -577299, 533154, -584251, -577299, -239458 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4105, "evaluation_days": 1026.25, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1674475200000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759479695335, "expiration_time": 1762131240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 170, "offset": 0, "scalar": 5 } } }
# | 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) |
---|