Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394333.7888 | 172617.1902 | 221716.5986 | 775880.1464 | 303447.9866 | 472432.1598 |
Total P&L (%) | 394.3338 | 172.6172 | 221.7166 | 775.8801 | 303.448 | 472.4322 |
Avg Daily Profit (%) | 0.3845 | 0.1683 | 0.2162 | 0.2118 | 0.1361 | 0.1703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95202 | -106043 | -76701 | -458344 | -375177 | -378170 |
Profit Factor | 1.7685 | 1.5591 | 2.0849 | 1.4794 | 1.3382 | 1.6551 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 54 | 45.3333 | 62.6667 | 54 | 45.3333 | 62.6667 |
Ratio Avg Win / Avg Loss | 1.5065 | 1.8801 | 1.242 | 1.2603 | 1.6137 | 0.986 |
Largest Winning Trade | 67551 | 67551 | 38338 | 228528 | 228528 | 137407 |
Largest Losing Trade | -67666 | -27245 | -67666 | -329612 | -112020 | -329612 |
Avg Bars in Trades | 19 | 13 | 24 | 19 | 13 | 24 |
Avg Bars in Winners | 21 | 16 | 25 | 21 | 16 | 25 |
Avg Bars in Losers | 16 | 10 | 23 | 16 | 10 | 23 |
Bars Traded | 2876 | 1006 | 1869 | 2876 | 1006 | 1869 |
Profit Streak | 26.2598 | 26.5931 | 26.2598 | 26.2598 | 26.5931 | 26.2598 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545455 | -47825 | -43606 | 429092 | -67879 | -46495 |
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3077, "evaluation_days": 1025.67, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1674633600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759443247983, "expiration_time": 1762079328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 53 } } }
{ "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": [ [ 394333.788820422, 172617.1902116982, 221716.598608724, 775880.1464098723, 303447.9866247331, 472432.1597851395 ], [ 394.333789, 172.61719, 221.716599, 775.880146, 303.447987, 472.43216 ], [ 0.384465, 0.168297, 0.216168, 0.211799, 0.136089, 0.170251 ], [ 10, 10, 10, 10, 10, 10 ], [ -95202, -106043, -76701, -458344, -375177, -378170 ], [ 1.768531, 1.559127, 2.084856, 1.479424, 1.338226, 1.65508 ], [ 150, 75, 75, 150, 75, 75 ], [ 81, 34, 47, 81, 34, 47 ], [ 69, 41, 28, 69, 41, 28 ], [ 54, 45.333333, 62.666667, 54, 45.333333, 62.666667 ], [ 1.506526, 1.880124, 1.242042, 1.26025, 1.613743, 0.986005 ], [ 67551, 67551, 38338, 228528, 228528, 137407 ], [ -67666, -27245, -67666, -329612, -112020, -329612 ], [ 19, 13, 24, 19, 13, 24 ], [ 21, 16, 25, 21, 16, 25 ], [ 16, 10, 23, 16, 10, 23 ], [ 2876, 1006, 1869, 2876, 1006, 1869 ], [ 26.259815, 26.593148, 26.259815, 26.259815, 26.593148, 26.259815 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 545455, -47825, -43606, 429092, -67879, -46495 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3077, "evaluation_days": 1025.67, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1674633600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759443247983, "expiration_time": 1762079328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 53 } } }
# | 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) |
---|