Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57686.7819 | 37912.8774 | 19773.9045 | 66152.3119 | 40574.9303 | 25577.3816 |
Total P&L (%) | 57.6868 | 37.9129 | 19.7739 | 66.1523 | 40.5749 | 25.5774 |
Avg Daily Profit (%) | 0.6645 | 0.4367 | 0.2278 | 0.5866 | 0.3931 | 0.2627 |
Buy And Hold Return (%) | 13.8024 | 13.8024 | 13.8024 | 13.8024 | 13.8024 | 13.8024 |
Max Trade Drawdown | -23865 | -11269 | -20385 | -31494 | -17282 | -26460 |
Profit Factor | 1.7535 | 2.1389 | 1.4569 | 1.6083 | 1.8458 | 1.4208 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.0317 | 50 | 41.9355 | 46.0317 | 50 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.0558 | 2.1389 | 2.0173 | 1.8856 | 1.8458 | 1.9673 |
Largest Winning Trade | 15858 | 15858 | 12699 | 20011 | 20011 | 17293 |
Largest Losing Trade | -8054 | -4630 | -8054 | -11845 | -6742 | -11845 |
Avg Bars in Trades | 381 | 381 | 382 | 381 | 381 | 382 |
Avg Bars in Winners | 555 | 537 | 578 | 555 | 537 | 578 |
Avg Bars in Losers | 233 | 224 | 241 | 233 | 224 | 241 |
Bars Traded | 24064 | 12200 | 11864 | 24064 | 12200 | 11864 |
Profit Streak | 0 | 0 | 8.0528 | 0 | 0 | 8.0528 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141636 | 312313 | -25155 | -142037 | 274693 | -1769 |
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{ "first_band": { "type": "t3", "factors": { "length": 149, "offset": 0, "a": 0.29386 } }, "second_band": { "type": "sinwma", "factors": { "length": 229, "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": [ [ 57686.781868106, 37912.8774074472, 19773.9044606588, 66152.311863548, 40574.9302765175, 25577.3815870307 ], [ 57.686782, 37.912877, 19.773904, 66.152312, 40.57493, 25.577382 ], [ 0.664518, 0.436734, 0.227784, 0.586594, 0.393088, 0.262701 ], [ 13.802363, 13.802363, 13.802363, 13.802363, 13.802363, 13.802363 ], [ -23865, -11269, -20385, -31494, -17282, -26460 ], [ 1.753453, 2.13891, 1.456942, 1.608285, 1.845823, 1.420811 ], [ 63, 32, 31, 63, 32, 31 ], [ 29, 16, 13, 29, 16, 13 ], [ 34, 16, 18, 34, 16, 18 ], [ 46.031746, 50, 41.935484, 46.031746, 50, 41.935484 ], [ 2.055773, 2.13891, 2.017304, 1.885576, 1.845823, 1.967276 ], [ 15858, 15858, 12699, 20011, 20011, 17293 ], [ -8054, -4630, -8054, -11845, -6742, -11845 ], [ 381, 381, 382, 381, 381, 382 ], [ 555, 537, 578, 555, 537, 578 ], [ 233, 224, 241, 233, 224, 241 ], [ 24064, 12200, 11864, 24064, 12200, 11864 ], [ 0, 0, 8.052798, 0, 0, 8.052798 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -141636, 312313, -25155, -142037, 274693, -1769 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 149, "offset": 0, "a": 0.29386 } }, "second_band": { "type": "sinwma", "factors": { "length": 229, "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) |
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