| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 242813.8637 | 63860.5702 | 178953.2935 | 274196.2749 | 62483.9824 | 211712.2926 |
| Total P&L (%) | 242.8139 | 63.8606 | 178.9533 | 274.1963 | 62.484 | 211.7123 |
| Avg Daily Profit (%) | 0.2349 | 0.0618 | 0.1731 | 0.1277 | 0.047 | 0.11 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94985 | -84902 | -50567 | -105648 | -99141 | -65212 |
| Profit Factor | 1.671 | 1.2625 | 2.5091 | 1.6224 | 1.2098 | 2.4825 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
| Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
| Profitability (%) | 59.2105 | 50 | 68.4211 | 59.2105 | 50 | 68.4211 |
| Ratio Avg Win / Avg Loss | 1.1511 | 1.2625 | 1.158 | 1.1176 | 1.2098 | 1.1458 |
| Largest Winning Trade | 65897 | 65897 | 33409 | 101160 | 101160 | 52103 |
| Largest Losing Trade | -45298 | -45298 | -40738 | -49557 | -40971 | -49557 |
| Avg Bars in Trades | 37 | 47 | 28 | 37 | 47 | 28 |
| Avg Bars in Winners | 23 | 27 | 20 | 23 | 27 | 20 |
| Avg Bars in Losers | 58 | 66 | 44 | 58 | 66 | 44 |
| Bars Traded | 2858 | 1787 | 1071 | 2858 | 1787 | 1071 |
| Profit Streak | 43.7904 | 43.7904 | 141.4571 | 43.7904 | 43.7904 | 141.4571 |
| Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -40790 | -109987 | 550154 | -71284 | -130146 | -38236 |
{
"trading_pair": "MAGIC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3101,
"evaluation_days": 1033.67,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1674518400000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760122692253,
"expiration_time": 1762791264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 23,
"offset": 22
}
}
} {
"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": [
[
242813.863673821,
63860.5701678914,
178953.2935059295,
274196.2749356834,
62483.9823506957,
211712.2925849877
],
[
242.813864,
63.86057,
178.953294,
274.196275,
62.483982,
211.712293
],
[
0.234905,
0.06178,
0.173124,
0.127744,
0.046971,
0.110048
],
[
10,
10,
10,
10,
10,
10
],
[
-94985,
-84902,
-50567,
-105648,
-99141,
-65212
],
[
1.670961,
1.262472,
2.509068,
1.622363,
1.209845,
2.482479
],
[
76,
38,
38,
76,
38,
38
],
[
45,
19,
26,
45,
19,
26
],
[
31,
19,
12,
31,
19,
12
],
[
59.210526,
50,
68.421053,
59.210526,
50,
68.421053
],
[
1.151107,
1.262472,
1.158031,
1.117628,
1.209845,
1.14576
],
[
65897,
65897,
33409,
101160,
101160,
52103
],
[
-45298,
-45298,
-40738,
-49557,
-40971,
-49557
],
[
37,
47,
28,
37,
47,
28
],
[
23,
27,
20,
23,
27,
20
],
[
58,
66,
44,
58,
66,
44
],
[
2858,
1787,
1071,
2858,
1787,
1071
],
[
43.790419,
43.79042,
141.457086,
43.79042,
43.79042,
141.457086
],
[
5,
2,
9,
5,
2,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-40790,
-109987,
550154,
-71284,
-130146,
-38236
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3101,
"evaluation_days": 1033.67,
"actual_first_datapoint_time": 1670832000000,
"first_datapoint_time": 1674518400000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760122692253,
"expiration_time": 1762791264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 23,
"offset": 22
}
}
}
| # | 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) |
|---|