| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 146687.6599 | 99101.8993 | 47585.7607 | 113606.805 | 95193.1148 | 18413.6902 |
| Total P&L (%) | 146.6877 | 99.1019 | 47.5858 | 113.6068 | 95.1931 | 18.4137 |
| Avg Daily Profit (%) | 1.6898 | 1.1416 | 0.5482 | 0.8781 | 0.7734 | 0.1949 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97484 | -71332 | -28714 | -119142 | -84808 | -36092 |
| Profit Factor | 1.5895 | 1.5639 | 1.651 | 1.4089 | 1.4832 | 1.2278 |
| Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
| Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
| Losing Trades | 190 | 97 | 93 | 190 | 97 | 93 |
| Profitability (%) | 36.8771 | 35.3333 | 38.4106 | 36.8771 | 35.3333 | 38.4106 |
| Ratio Avg Win / Avg Loss | 2.7208 | 2.8623 | 2.6473 | 2.4116 | 2.7145 | 1.9687 |
| Largest Winning Trade | 99948 | 99948 | 64189 | 105881 | 105881 | 41415 |
| Largest Losing Trade | -13051 | -13051 | -6359 | -22446 | -22446 | -11679 |
| Avg Bars in Trades | 80 | 143 | 18 | 80 | 143 | 18 |
| Avg Bars in Winners | 130 | 245 | 24 | 130 | 245 | 24 |
| Avg Bars in Losers | 51 | 87 | 15 | 51 | 87 | 15 |
| Bars Traded | 24326 | 21477 | 2849 | 24326 | 21477 | 2849 |
| Profit Streak | 1.2819 | 1.2819 | 2.5597 | 1.2819 | 1.2819 | 2.5597 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326231 | 206625 | 185547 | 261128 | 170005 | -6636 |
{
"trading_pair": "MAGIC_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752730200000,
"first_datapoint_time": 1752798600000,
"last_datapoint_time": 1760229900000,
"evaluation_time": 1760230258691,
"expiration_time": 1766709900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 33,
"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": [
[
146687.6599354319,
99101.8992600059,
47585.760675426,
113606.8049886039,
95193.1148237659,
18413.690164838
],
[
146.68766,
99.101899,
47.585761,
113.606805,
95.193115,
18.41369
],
[
1.689755,
1.141595,
0.54816,
0.878118,
0.773416,
0.194884
],
[
10,
10,
10,
10,
10,
10
],
[
-97484,
-71332,
-28714,
-119142,
-84808,
-36092
],
[
1.589519,
1.563947,
1.650997,
1.408885,
1.483197,
1.227785
],
[
301,
150,
151,
301,
150,
151
],
[
111,
53,
58,
111,
53,
58
],
[
190,
97,
93,
190,
97,
93
],
[
36.877076,
35.333333,
38.410596,
36.877076,
35.333333,
38.410596
],
[
2.720799,
2.862318,
2.647289,
2.411606,
2.71453,
1.968689
],
[
99948,
99948,
64189,
105881,
105881,
41415
],
[
-13051,
-13051,
-6359,
-22446,
-22446,
-11679
],
[
80,
143,
18,
80,
143,
18
],
[
130,
245,
24,
130,
245,
24
],
[
51,
87,
15,
51,
87,
15
],
[
24326,
21477,
2849,
24326,
21477,
2849
],
[
1.281929,
1.281929,
2.559707,
1.281929,
1.281929,
2.559707
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326231,
206625,
185547,
261128,
170005,
-6636
]
]
}
{
"trading_pair": "MAGIC_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752730200000,
"first_datapoint_time": 1752798600000,
"last_datapoint_time": 1760229900000,
"evaluation_time": 1760230258691,
"expiration_time": 1766709900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 33,
"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) |
|---|