Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137906.7803 | 43057.2129 | 94849.5674 | 227640.4529 | 83398.0767 | 144242.3762 |
Total P&L (%) | 137.9068 | 43.0572 | 94.8496 | 227.6405 | 83.3981 | 144.2424 |
Avg Daily Profit (%) | 0.5296 | 0.1653 | 0.3642 | 0.4567 | 0.2332 | 0.3435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22433 | -12096 | -16012 | -71331 | -45280 | -45109 |
Profit Factor | 1.8981 | 1.6074 | 2.1475 | 1.602 | 1.4913 | 1.6921 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 54.4554 | 54 | 54.902 | 54.4554 | 54 | 54.902 |
Ratio Avg Win / Avg Loss | 1.5875 | 1.3693 | 1.764 | 1.3398 | 1.2704 | 1.3899 |
Largest Winning Trade | 39275 | 12943 | 39275 | 41705 | 35580 | 41705 |
Largest Losing Trade | -10584 | -10584 | -9572 | -40201 | -40201 | -27239 |
Avg Bars in Trades | 243 | 240 | 245 | 243 | 240 | 245 |
Avg Bars in Winners | 236 | 245 | 227 | 236 | 245 | 227 |
Avg Bars in Losers | 251 | 234 | 267 | 251 | 234 | 267 |
Bars Traded | 24570 | 12036 | 12534 | 24570 | 12036 | 12534 |
Profit Streak | 8.6649 | 10.394 | 8.6649 | 8.6649 | 10.394 | 8.6649 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543176 | -172527 | -166585 | 460198 | -170675 | -168752 |
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{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.78653 } }, "second_band": { "type": "sinwma", "factors": { "length": 158, "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": [ [ 137906.7802784465, 43057.2129232227, 94849.5673552238, 227640.452916233, 83398.0767027267, 144242.3762135063 ], [ 137.90678, 43.057213, 94.849567, 227.640453, 83.398077, 144.242376 ], [ 0.529555, 0.165338, 0.364218, 0.456745, 0.23316, 0.343493 ], [ 10, 10, 10, 10, 10, 10 ], [ -22433, -12096, -16012, -71331, -45280, -45109 ], [ 1.898128, 1.607397, 2.147451, 1.601972, 1.491342, 1.692067 ], [ 101, 50, 51, 101, 50, 51 ], [ 55, 27, 28, 55, 27, 28 ], [ 46, 23, 23, 46, 23, 23 ], [ 54.455446, 54, 54.901961, 54.455446, 54, 54.901961 ], [ 1.587525, 1.369264, 1.763977, 1.339831, 1.270402, 1.389912 ], [ 39275, 12943, 39275, 41705, 35580, 41705 ], [ -10584, -10584, -9572, -40201, -40201, -27239 ], [ 243, 240, 245, 243, 240, 245 ], [ 236, 245, 227, 236, 245, 227 ], [ 251, 234, 267, 251, 234, 267 ], [ 24570, 12036, 12534, 24570, 12036, 12534 ], [ 8.664857, 10.394024, 8.664857, 8.664857, 10.394024, 8.664858 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 543176, -172527, -166585, 460198, -170675, -168752 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.78653 } }, "second_band": { "type": "sinwma", "factors": { "length": 158, "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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