Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -112926.1522 | 18347.4656 | -131273.6178 | -36887.7424 | 451390.6135 | -488278.3559 |
Total P&L (%) | -112.9262 | 18.3475 | -131.2736 | -36.8877 | 451.3906 | -488.2784 |
Avg Daily Profit (%) | -0.111 | 0.018 | -0.129 | -0.0452 | 0.168 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285851 | -164616 | -179361 | -1005058 | -359030 | -841700 |
Profit Factor | 0.8538 | 1.0592 | 0.7164 | 0.9789 | 1.6828 | 0.5493 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 27 | 30 | 39 | 21 | 18 |
Losing Trades | 36 | 19 | 17 | 54 | 25 | 29 |
Profitability (%) | 61.2903 | 58.6957 | 63.8298 | 41.9355 | 45.6522 | 38.2979 |
Ratio Avg Win / Avg Loss | 0.5393 | 0.7454 | 0.406 | 1.3553 | 2.0034 | 0.885 |
Largest Winning Trade | 42951 | 42951 | 26157 | 225534 | 225534 | 222873 |
Largest Losing Trade | -177223 | -44746 | -177223 | -169251 | -118299 | -169251 |
Avg Bars in Trades | 258 | 273 | 243 | 258 | 273 | 243 |
Avg Bars in Winners | 181 | 187 | 175 | 334 | 376 | 286 |
Avg Bars in Losers | 379 | 394 | 363 | 202 | 185 | 217 |
Bars Traded | 24017 | 12563 | 11454 | 24017 | 12563 | 11454 |
Profit Streak | 20.7541 | 20.7541 | 34.9625 | 20.7541 | 20.7541 | 34.9625 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577597 | -332036 | -577912 | -580531 | 340954 | -584255 |
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24415, "evaluation_days": 1017.29, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671606000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758917157201, "expiration_time": 1765054368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 216, "offset": 0, "a": 0.48349 } } }
{ "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": [ [ -112926.1522351367, 18347.4655896346, -131273.6178247713, -36887.7423646693, 451390.6135331, -488278.3558977695 ], [ -112.926152, 18.347466, -131.273618, -36.887742, 451.390614, -488.278356 ], [ -0.111007, 0.018036, -0.129042, -0.045233, 0.167967, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -285851, -164616, -179361, -1005058, -359030, -841700 ], [ 0.853844, 1.05923, 0.716396, 0.978855, 1.682827, 0.549326 ], [ 93, 46, 47, 93, 46, 47 ], [ 57, 27, 30, 39, 21, 18 ], [ 36, 19, 17, 54, 25, 29 ], [ 61.290323, 58.695652, 63.829787, 41.935484, 45.652174, 38.297872 ], [ 0.53927, 0.745384, 0.405958, 1.355337, 2.003366, 0.885025 ], [ 42951, 42951, 26157, 225534, 225534, 222873 ], [ -177223, -44746, -177223, -169251, -118299, -169251 ], [ 258, 273, 243, 258, 273, 243 ], [ 181, 187, 175, 334, 376, 286 ], [ 379, 394, 363, 202, 185, 217 ], [ 24017, 12563, 11454, 24017, 12563, 11454 ], [ 20.754134, 20.754134, 34.962468, 20.754134, 20.754134, 34.962468 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577597, -332036, -577912, -580531, 340954, -584255 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24415, "evaluation_days": 1017.29, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671606000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758917157201, "expiration_time": 1765054368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 216, "offset": 0, "a": 0.48349 } } }
# | 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) |
---|