| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 702228.9821 | 371794.76 | 330434.2222 | 10691340.9521 | 5738458.8748 | 4952882.0773 |
| Total P&L (%) | 702.229 | 371.7948 | 330.4342 | 10691.341 | 5738.4589 | 4952.8821 |
| Avg Daily Profit (%) | 0.6833 | 0.3618 | 0.3215 | 0.4565 | 0.3965 | 0.3824 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76287 | -71869 | -63343 | -509772 | -510952 | -368676 |
| Profit Factor | 3.0046 | 2.895 | 3.1441 | 5.232 | 4.8626 | 5.7594 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
| Profitability (%) | 59.7561 | 51.2195 | 68.2927 | 59.7561 | 51.2195 | 68.2927 |
| Ratio Avg Win / Avg Loss | 2.0235 | 2.7572 | 1.4597 | 3.5236 | 4.631 | 2.674 |
| Largest Winning Trade | 195752 | 195752 | 52647 | 3329590 | 3329590 | 1984798 |
| Largest Losing Trade | -40818 | -29972 | -40818 | -509772 | -509772 | -347792 |
| Avg Bars in Trades | 46 | 44 | 49 | 46 | 44 | 49 |
| Avg Bars in Winners | 51 | 45 | 56 | 51 | 45 | 56 |
| Avg Bars in Losers | 39 | 43 | 34 | 39 | 43 | 34 |
| Bars Traded | 3847 | 1815 | 2031 | 3847 | 1815 | 2031 |
| Profit Streak | 21.12 | 0 | 115.87 | 21.12 | 0 | 115.87 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 404051 | 530097 | 624669 | 414430 | 633790 | 782778 |
{
"trading_pair": "MAGIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4111,
"evaluation_days": 1027.75,
"actual_first_datapoint_time": 1670824800000,
"first_datapoint_time": 1674691200000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759611165271,
"expiration_time": 1762264728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 168,
"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": [
[
702228.9821440997,
371794.7599682445,
330434.2221758551,
10691340.952095961,
5738458.87484566,
4952882.0772503
],
[
702.228982,
371.79476,
330.434222,
10691.340952,
5738.458875,
4952.882077
],
[
0.683268,
0.361756,
0.321512,
0.456532,
0.396508,
0.382392
],
[
10,
10,
10,
10,
10,
10
],
[
-76287,
-71869,
-63343,
-509772,
-510952,
-368676
],
[
3.004593,
2.89503,
3.144071,
5.231991,
4.862552,
5.759413
],
[
82,
41,
41,
82,
41,
41
],
[
49,
21,
28,
49,
21,
28
],
[
33,
20,
13,
33,
20,
13
],
[
59.756098,
51.219512,
68.292683,
59.756098,
51.219512,
68.292683
],
[
2.023501,
2.757171,
1.459747,
3.523586,
4.631002,
2.674013
],
[
195752,
195752,
52647,
3329590,
3329590,
1984798
],
[
-40818,
-29972,
-40818,
-509772,
-509772,
-347792
],
[
46,
44,
49,
46,
44,
49
],
[
51,
45,
56,
51,
45,
56
],
[
39,
43,
34,
39,
43,
34
],
[
3847,
1815,
2031,
3847,
1815,
2031
],
[
21.119968,
0,
115.869968,
21.119968,
0,
115.869968
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
404051,
530097,
624669,
414430,
633790,
782778
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4111,
"evaluation_days": 1027.75,
"actual_first_datapoint_time": 1670824800000,
"first_datapoint_time": 1674691200000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759611165271,
"expiration_time": 1762264728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 168,
"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) |
|---|