Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2010366.7693 | 1931694.3681 | 78672.4012 | 2626056.693 | 244353.3658 | 2381703.3271 |
Total P&L (%) | 2010.3668 | 1931.6944 | 78.6724 | 2626.0567 | 244.3534 | 2381.7033 |
Avg Daily Profit (%) | 0.8882 | 0.8534 | 0.0348 | 0.1461 | 0.0546 | 0.142 |
Buy And Hold Return (%) | 267.9587 | 267.9587 | 267.9587 | 267.9587 | 267.9587 | 267.9587 |
Max Trade Drawdown | -115600 | -82306 | -60936 | -4127966 | -3964300 | -2227183 |
Profit Factor | 5.4534 | 7.9114 | 1.4576 | 1.2147 | 1.0287 | 1.6397 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 49.2537 | 41.1765 | 57.5758 | 49.2537 | 41.1765 | 57.5758 |
Ratio Avg Win / Avg Loss | 5.6187 | 11.302 | 1.074 | 1.2515 | 1.4696 | 1.2082 |
Largest Winning Trade | 1546197 | 1546197 | 64433 | 2952827 | 2952827 | 1315575 |
Largest Losing Trade | -66039 | -66039 | -47787 | -2203892 | -2203892 | -1733733 |
Avg Bars in Trades | 131 | 205 | 56 | 131 | 205 | 56 |
Avg Bars in Winners | 152 | 254 | 77 | 152 | 254 | 77 |
Avg Bars in Losers | 112 | 171 | 27 | 112 | 171 | 27 |
Bars Traded | 8841 | 6977 | 1864 | 8841 | 6977 | 1864 |
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 | -99920 | 658512 | -310237 | -119265 | -478113 | -126 |
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{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.98849 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "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": [ [ 2010366.7693317244, 1931694.3681225555, 78672.4012091696, 2626056.692977202, 244353.3658361941, 2381703.327141008 ], [ 2010.366769, 1931.694368, 78.672401, 2626.056693, 244.353366, 2381.703327 ], [ 0.888167, 0.85341, 0.034757, 0.146139, 0.054643, 0.141984 ], [ 267.958656, 267.958656, 267.958656, 267.958656, 267.958656, 267.958656 ], [ -115600, -82306, -60936, -4127966, -3964300, -2227183 ], [ 5.453428, 7.91138, 1.457596, 1.21469, 1.028717, 1.639737 ], [ 67, 34, 33, 67, 34, 33 ], [ 33, 14, 19, 33, 14, 19 ], [ 34, 20, 14, 34, 20, 14 ], [ 49.253731, 41.176471, 57.575758, 49.253731, 41.176471, 57.575758 ], [ 5.618684, 11.301972, 1.074018, 1.251498, 1.469596, 1.208227 ], [ 1546197, 1546197, 64433, 2952827, 2952827, 1315575 ], [ -66039, -66039, -47787, -2203892, -2203892, -1733733 ], [ 131, 205, 56, 131, 205, 56 ], [ 152, 254, 77, 152, 254, 77 ], [ 112, 171, 27, 112, 171, 27 ], [ 8841, 6977, 1864, 8841, 6977, 1864 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -99920, 658512, -310237, -119265, -478113, -126 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.98849 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "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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