Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76891.8041 | 52804.6714 | 24087.1328 | 97822.7323 | 68657.046 | 29165.6862 |
Total P&L (%) | 76.8918 | 52.8047 | 24.0871 | 97.8227 | 68.657 | 29.1657 |
Avg Daily Profit (%) | 0.8857 | 0.6083 | 0.2775 | 0.789 | 0.6039 | 0.2952 |
Buy And Hold Return (%) | 33.8849 | 33.8849 | 33.8849 | 33.8849 | 33.8849 | 33.8849 |
Max Trade Drawdown | -17044 | -10626 | -10914 | -38766 | -23300 | -24802 |
Profit Factor | 1.904 | 2.2735 | 1.5526 | 1.6126 | 1.9221 | 1.3423 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 46.2264 | 45.283 | 47.1698 | 46.2264 | 45.283 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.2149 | 2.7471 | 1.7389 | 1.8759 | 2.3225 | 1.5033 |
Largest Winning Trade | 21002 | 21002 | 11116 | 28983 | 28983 | 18055 |
Largest Losing Trade | -8684 | -3779 | -8684 | -19024 | -8419 | -19024 |
Avg Bars in Trades | 228 | 238 | 218 | 228 | 238 | 218 |
Avg Bars in Winners | 356 | 387 | 325 | 356 | 387 | 325 |
Avg Bars in Losers | 118 | 115 | 122 | 118 | 115 | 122 |
Bars Traded | 24225 | 12657 | 11568 | 24225 | 12657 | 11568 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295644 | -177953 | -337858 | 337092 | -175827 | -338992 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 135, "offset": 8 } }, "second_band": { "type": "t3", "factors": { "length": 92, "offset": 0, "a": 0.61229 } } }
{ "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": [ [ 76891.8041393559, 52804.6713879948, 24087.1327513611, 97822.7322556228, 68657.04602043, 29165.6862351928 ], [ 76.891804, 52.804671, 24.087133, 97.822732, 68.657046, 29.165686 ], [ 0.885748, 0.608279, 0.27747, 0.788951, 0.603933, 0.295246 ], [ 33.884859, 33.884859, 33.884859, 33.884859, 33.884859, 33.884859 ], [ -17044, -10626, -10914, -38766, -23300, -24802 ], [ 1.904019, 2.273474, 1.552579, 1.612642, 1.922081, 1.342261 ], [ 106, 53, 53, 106, 53, 53 ], [ 49, 24, 25, 49, 24, 25 ], [ 57, 29, 28, 57, 29, 28 ], [ 46.226415, 45.283019, 47.169811, 46.226415, 45.283019, 47.169811 ], [ 2.21488, 2.747114, 1.738888, 1.87593, 2.322515, 1.503332 ], [ 21002, 21002, 11116, 28983, 28983, 18055 ], [ -8684, -3779, -8684, -19024, -8419, -19024 ], [ 228, 238, 218, 228, 238, 218 ], [ 356, 387, 325, 356, 387, 325 ], [ 118, 115, 122, 118, 115, 122 ], [ 24225, 12657, 11568, 24225, 12657, 11568 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 295644, -177953, -337858, 337092, -175827, -338992 ] ] }
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{ "first_band": { "type": "sinwma", "factors": { "length": 135, "offset": 8 } }, "second_band": { "type": "t3", "factors": { "length": 92, "offset": 0, "a": 0.61229 } } }
# | 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) |
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