Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380075.1988 | 151910.1957 | 228165.0031 | 1176721.1723 | 600645.0776 | 576076.0947 |
Total P&L (%) | 380.0752 | 151.9102 | 228.165 | 1176.7212 | 600.6451 | 576.0761 |
Avg Daily Profit (%) | 0.3707 | 0.1482 | 0.2225 | 0.2487 | 0.1901 | 0.1866 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62428 | -55176 | -42311 | -462779 | -322135 | -280680 |
Profit Factor | 2.2703 | 1.833 | 2.9526 | 1.9211 | 1.808 | 2.0784 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 72.4138 | 72.4138 | 72.4138 | 72.4138 | 72.4138 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.8649 | 0.6983 | 1.1248 | 0.7318 | 0.6888 | 0.7918 |
Largest Winning Trade | 62248 | 62248 | 40070 | 452698 | 452698 | 150641 |
Largest Losing Trade | -49609 | -49609 | -36432 | -302853 | -302853 | -280680 |
Avg Bars in Trades | 63 | 51 | 74 | 63 | 51 | 74 |
Avg Bars in Winners | 54 | 40 | 67 | 54 | 40 | 67 |
Avg Bars in Losers | 87 | 80 | 93 | 87 | 80 | 93 |
Bars Traded | 3673 | 1500 | 2173 | 3673 | 1500 | 2173 |
Profit Streak | 131.786 | 131.786 | 133.036 | 131.786 | 131.786 | 133.036 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164487 | 347547 | 596720 | -165786 | 461025 | 479919 |
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{ "first_band": { "type": "ssf", "factors": { "length": 45, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 200, "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": [ [ 380075.1988314497, 151910.1957467217, 228165.0030847282, 1176721.1723057998, 600645.0776064845, 576076.094699315 ], [ 380.075199, 151.910196, 228.165003, 1176.721172, 600.645078, 576.076095 ], [ 0.370715, 0.148169, 0.222546, 0.248724, 0.190069, 0.186581 ], [ 10, 10, 10, 10, 10, 10 ], [ -62428, -55176, -42311, -462779, -322135, -280680 ], [ 2.270251, 1.833018, 2.952608, 1.921056, 1.80799, 2.078397 ], [ 58, 29, 29, 58, 29, 29 ], [ 42, 21, 21, 42, 21, 21 ], [ 16, 8, 8, 16, 8, 8 ], [ 72.413793, 72.413793, 72.413793, 72.413793, 72.413793, 72.413793 ], [ 0.864858, 0.698293, 1.124803, 0.731831, 0.688758, 0.79177 ], [ 62248, 62248, 40070, 452698, 452698, 150641 ], [ -49609, -49609, -36432, -302853, -302853, -280680 ], [ 63, 51, 74, 63, 51, 74 ], [ 54, 40, 67, 54, 40, 67 ], [ 87, 80, 93, 87, 80, 93 ], [ 3673, 1500, 2173, 3673, 1500, 2173 ], [ 131.786002, 131.786002, 133.036002, 131.786002, 131.786002, 133.036002 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164487, 347547, 596720, -165786, 461025, 479919 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4101, "evaluation_days": 1025.25, "actual_first_datapoint_time": 1670824800000, "first_datapoint_time": 1675123200000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759409510605, "expiration_time": 1762042248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 45, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 200, "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) |
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