Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746817.6585 | 573151.8988 | 173665.7597 | 739448.1008 | -751242.0294 | 1490690.1302 |
Total P&L (%) | 746.8177 | 573.1519 | 173.6658 | 739.4481 | -751.242 | 1490.6901 |
Avg Daily Profit (%) | 0.5072 | 0.3893 | 0.1179 | 0.1446 | 0 | 0.1881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137413 | -119936 | -66005 | -3880320 | -3109123 | -1209258 |
Profit Factor | 2.2828 | 2.5333 | 1.8334 | 1.0717 | 0.8901 | 1.4289 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 40.5405 | 32.4324 | 48.6486 | 40.5405 | 32.4324 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.3481 | 5.2777 | 1.9353 | 1.5719 | 1.8543 | 1.5083 |
Largest Winning Trade | 365621 | 365621 | 62320 | 2250035 | 2250035 | 986071 |
Largest Losing Trade | -38255 | -38255 | -32174 | -1243513 | -1243513 | -565364 |
Avg Bars in Trades | 233 | 246 | 220 | 233 | 246 | 220 |
Avg Bars in Winners | 328 | 300 | 347 | 328 | 300 | 347 |
Avg Bars in Losers | 169 | 221 | 100 | 169 | 221 | 100 |
Bars Traded | 17305 | 9134 | 8171 | 17305 | 9134 | 8171 |
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 | -57446 | 275701 | -32586 | -212559 | -584826 | 338347 |
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{ "first_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.9896 } }, "second_band": { "type": "dema", "factors": { "length": 107, "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": [ [ 746817.658488566, 573151.8987859763, 173665.7597025898, 739448.10079137, -751242.0293988495, 1490690.1301902207 ], [ 746.817658, 573.151899, 173.66576, 739.448101, -751.242029, 1490.69013 ], [ 0.507204, 0.389258, 0.117946, 0.1446, 0, 0.188082 ], [ 10, 10, 10, 10, 10, 10 ], [ -137413, -119936, -66005, -3880320, -3109123, -1209258 ], [ 2.282792, 2.533296, 1.833418, 1.07173, 0.89006, 1.428904 ], [ 74, 37, 37, 74, 37, 37 ], [ 30, 12, 18, 30, 12, 18 ], [ 44, 25, 19, 44, 25, 19 ], [ 40.540541, 32.432432, 48.648649, 40.540541, 32.432432, 48.648649 ], [ 3.348094, 5.2777, 1.935275, 1.57187, 1.854292, 1.508287 ], [ 365621, 365621, 62320, 2250035, 2250035, 986071 ], [ -38255, -38255, -32174, -1243513, -1243513, -565364 ], [ 233, 246, 220, 233, 246, 220 ], [ 328, 300, 347, 328, 300, 347 ], [ 169, 221, 100, 169, 221, 100 ], [ 17305, 9134, 8171, 17305, 9134, 8171 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -57446, 275701, -32586, -212559, -584826, 338347 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.9896 } }, "second_band": { "type": "dema", "factors": { "length": 107, "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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