Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265483.6013 | 1224614.0194 | 40869.5819 | 9998206.5742 | 7518975.3607 | 2479231.2136 |
Total P&L (%) | 1265.4836 | 1224.614 | 40.8696 | 9998.2066 | 7518.9754 | 2479.2312 |
Avg Daily Profit (%) | 0.6768 | 0.6549 | 0.0219 | 0.2471 | 0.232 | 0.174 |
Buy And Hold Return (%) | 4860.59 | 4860.59 | 4860.59 | 4860.59 | 4860.59 | 4860.59 |
Max Trade Drawdown | -91277 | -114407 | -125514 | -1120550 | -863953 | -868925 |
Profit Factor | 3.5885 | 5.9911 | 1.1678 | 3.1816 | 5.5751 | 1.8434 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 54.6875 | 56.25 | 53.125 | 54.6875 | 56.25 | 53.125 |
Ratio Avg Win / Avg Loss | 2.9733 | 4.6598 | 1.0304 | 2.6362 | 4.3362 | 1.6265 |
Largest Winning Trade | 502907 | 502907 | 62396 | 1740134 | 1740134 | 1729070 |
Largest Losing Trade | -53193 | -53193 | -35107 | -868925 | -382230 | -868925 |
Avg Bars in Trades | 339 | 374 | 305 | 339 | 374 | 305 |
Avg Bars in Winners | 444 | 477 | 410 | 444 | 477 | 410 |
Avg Bars in Losers | 213 | 241 | 187 | 213 | 241 | 187 |
Bars Traded | 21756 | 11974 | 9782 | 21756 | 11974 | 9782 |
Profit Streak | 0 | 232.0083 | 0 | 0 | 232.0083 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -289797 | -143197 | -364994 | -134880 | 315064 | -154091 |
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{ "first_band": { "type": "t3", "factors": { "length": 239, "offset": 0, "a": 0.79276 } }, "second_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.72835 } } }
{ "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": [ [ 1265483.6012893245, 1224614.019414669, 40869.5818746549, 9998206.574245557, 7518975.360694662, 2479231.213550892 ], [ 1265.483601, 1224.614019, 40.869582, 9998.206574, 7518.975361, 2479.231214 ], [ 0.676758, 0.654902, 0.021856, 0.247104, 0.232002, 0.173959 ], [ 4860.589998, 4860.589998, 4860.589998, 4860.589998, 4860.589998, 4860.589998 ], [ -91277, -114407, -125514, -1120550, -863953, -868925 ], [ 3.588491, 5.99113, 1.167821, 3.181604, 5.575137, 1.843414 ], [ 64, 32, 32, 64, 32, 32 ], [ 35, 18, 17, 35, 18, 17 ], [ 29, 14, 15, 29, 14, 15 ], [ 54.6875, 56.25, 53.125, 54.6875, 56.25, 53.125 ], [ 2.973321, 4.659768, 1.03043, 2.636187, 4.336218, 1.626542 ], [ 502907, 502907, 62396, 1740134, 1740134, 1729070 ], [ -53193, -53193, -35107, -868925, -382230, -868925 ], [ 339, 374, 305, 339, 374, 305 ], [ 444, 477, 410, 444, 477, 410 ], [ 213, 241, 187, 213, 241, 187 ], [ 21756, 11974, 9782, 21756, 11974, 9782 ], [ 0, 232.008263, 0, 0, 232.008263, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -289797, -143197, -364994, -134880, 315064, -154091 ] ] }
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# | 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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