Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589336.3486 | 388290.919 | 201045.4296 | 1552113.5496 | 1338661.9686 | 213451.581 |
Total P&L (%) | 589.3363 | 388.2909 | 201.0454 | 1552.1136 | 1338.662 | 213.4516 |
Avg Daily Profit (%) | 0.573 | 0.3775 | 0.1955 | 0.2731 | 0.2596 | 0.1111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102041 | -110181 | -100417 | -3274746 | -1227480 | -2225168 |
Profit Factor | 1.4797 | 1.6035 | 1.3435 | 1.1581 | 1.275 | 1.0431 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 170 | 78 | 92 | 170 | 78 | 92 |
Losing Trades | 202 | 108 | 94 | 202 | 108 | 94 |
Profitability (%) | 45.6989 | 41.9355 | 49.4624 | 45.6989 | 41.9355 | 49.4624 |
Ratio Avg Win / Avg Loss | 1.7582 | 2.2203 | 1.3727 | 1.3761 | 1.7653 | 1.0658 |
Largest Winning Trade | 216720 | 216720 | 32675 | 1450624 | 1450624 | 488203 |
Largest Losing Trade | -33281 | -25234 | -33281 | -1275280 | -417871 | -1275280 |
Avg Bars in Trades | 65 | 69 | 62 | 65 | 69 | 62 |
Avg Bars in Winners | 86 | 92 | 82 | 86 | 92 | 82 |
Avg Bars in Losers | 47 | 51 | 42 | 47 | 51 | 42 |
Bars Traded | 24408 | 12845 | 11564 | 24408 | 12845 | 11564 |
Profit Streak | 4.2472 | 5.5389 | 0 | 4.2472 | 5.5389 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496849 | 365820 | 293093 | -37641 | 272772 | -217466 |
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24683, "evaluation_days": 1028.46, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671559200000, "last_datapoint_time": 1759690800000, "evaluation_time": 1759694159723, "expiration_time": 1766088633600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 51, "offset": 0, "poles": 2 } } }
{ "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": [ [ 589336.3486446848, 388290.9190211995, 201045.4296234855, 1552113.5496445403, 1338661.9686449796, 213451.5809995603 ], [ 589.336349, 388.290919, 201.04543, 1552.11355, 1338.661969, 213.451581 ], [ 0.573028, 0.377546, 0.195482, 0.273075, 0.259588, 0.111148 ], [ 10, 10, 10, 10, 10, 10 ], [ -102041, -110181, -100417, -3274746, -1227480, -2225168 ], [ 1.479663, 1.603539, 1.343498, 1.158128, 1.27497, 1.043146 ], [ 372, 186, 186, 372, 186, 186 ], [ 170, 78, 92, 170, 78, 92 ], [ 202, 108, 94, 202, 108, 94 ], [ 45.698925, 41.935484, 49.462366, 45.698925, 41.935484, 49.462366 ], [ 1.758188, 2.220284, 1.372704, 1.376129, 1.765343, 1.065824 ], [ 216720, 216720, 32675, 1450624, 1450624, 488203 ], [ -33281, -25234, -33281, -1275280, -417871, -1275280 ], [ 65, 69, 62, 65, 69, 62 ], [ 86, 92, 82, 86, 92, 82 ], [ 47, 51, 42, 47, 51, 42 ], [ 24408, 12845, 11564, 24408, 12845, 11564 ], [ 4.247219, 5.538886, 0, 4.247219, 5.538886, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 496849, 365820, 293093, -37641, 272772, -217466 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24683, "evaluation_days": 1028.46, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671559200000, "last_datapoint_time": 1759690800000, "evaluation_time": 1759694159723, "expiration_time": 1766088633600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 51, "offset": 0, "poles": 2 } } }
# | 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) |
---|