Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52748.0462 | 9847.5169 | 42900.5292 | 42916.9603 | 10700.5478 | 32216.4125 |
Total P&L (%) | 52.748 | 9.8475 | 42.9005 | 42.917 | 10.7005 | 32.2164 |
Avg Daily Profit (%) | 0.6076 | 0.1134 | 0.4942 | 0.4122 | 0.1172 | 0.3222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64769 | -19291 | -58889 | -61770 | -16342 | -59357 |
Profit Factor | 1.2276 | 1.0881 | 1.3574 | 1.203 | 1.1097 | 1.2831 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 109 | 47 | 62 | 109 | 47 | 62 |
Losing Trades | 113 | 64 | 49 | 113 | 64 | 49 |
Profitability (%) | 49.0991 | 42.3423 | 55.8559 | 49.0991 | 42.3423 | 55.8559 |
Ratio Avg Win / Avg Loss | 1.2726 | 1.4817 | 1.0728 | 1.2472 | 1.511 | 1.014 |
Largest Winning Trade | 33205 | 14939 | 33205 | 35626 | 15856 | 35626 |
Largest Losing Trade | -15821 | -7582 | -15821 | -18201 | -7582 | -18201 |
Avg Bars in Trades | 109 | 118 | 100 | 109 | 118 | 100 |
Avg Bars in Winners | 119 | 135 | 106 | 119 | 135 | 106 |
Avg Bars in Losers | 99 | 105 | 92 | 99 | 105 | 92 |
Bars Traded | 24246 | 13124 | 11122 | 24246 | 13124 | 11122 |
Profit Streak | 4.1607 | 4.1607 | 8.1642 | 4.1607 | 4.1607 | 8.1642 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336934 | -335303 | 319806 | 242145 | -283694 | 216348 |
{ "trading_pair": "MAGIC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752718500000, "first_datapoint_time": 1752789000000, "last_datapoint_time": 1760218200000, "evaluation_time": 1760218288529, "expiration_time": 1766698200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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": [ [ 52748.0461848446, 9847.5169425338, 42900.5292423108, 42916.9603106768, 10700.5478365055, 32216.4124741713 ], [ 52.748046, 9.847517, 42.900529, 42.91696, 10.700548, 32.216412 ], [ 0.607626, 0.113438, 0.494189, 0.412198, 0.117173, 0.32222 ], [ 10, 10, 10, 10, 10, 10 ], [ -64769, -19291, -58889, -61770, -16342, -59357 ], [ 1.227557, 1.088102, 1.357424, 1.203032, 1.109668, 1.283076 ], [ 222, 111, 111, 222, 111, 111 ], [ 109, 47, 62, 109, 47, 62 ], [ 113, 64, 49, 113, 64, 49 ], [ 49.099099, 42.342342, 55.855856, 49.099099, 42.342342, 55.855856 ], [ 1.272605, 1.48167, 1.072803, 1.24718, 1.511037, 1.014044 ], [ 33205, 14939, 33205, 35626, 15856, 35626 ], [ -15821, -7582, -15821, -18201, -7582, -18201 ], [ 109, 118, 100, 109, 118, 100 ], [ 119, 135, 106, 119, 135, 106 ], [ 99, 105, 92, 99, 105, 92 ], [ 24246, 13124, 11122, 24246, 13124, 11122 ], [ 4.160747, 4.160747, 8.164219, 4.160747, 4.160747, 8.164219 ], [ 7, 3, 7, 7, 3, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336934, -335303, 319806, 242145, -283694, 216348 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752718500000, "first_datapoint_time": 1752789000000, "last_datapoint_time": 1760218200000, "evaluation_time": 1760218288529, "expiration_time": 1766698200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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) |
---|