Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100717.3994 | 17214.5787 | 83502.8207 | 141816.7541 | 23740.5449 | 118076.2093 |
Total P&L (%) | 100.7174 | 17.2146 | 83.5028 | 141.8168 | 23.7405 | 118.0762 |
Avg Daily Profit (%) | 0.3868 | 0.0661 | 0.3206 | 0.3396 | 0.0818 | 0.2998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19729 | -14830 | -17870 | -46644 | -28548 | -42168 |
Profit Factor | 2.0065 | 1.2957 | 2.9956 | 1.6817 | 1.2029 | 2.2972 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 62.9032 | 61.2903 | 64.5161 | 62.9032 | 61.2903 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.1833 | 0.8183 | 1.6476 | 0.9918 | 0.7597 | 1.2635 |
Largest Winning Trade | 24871 | 11736 | 24871 | 28919 | 19851 | 28919 |
Largest Losing Trade | -12962 | -11475 | -12962 | -31908 | -28548 | -31908 |
Avg Bars in Trades | 373 | 377 | 369 | 373 | 377 | 369 |
Avg Bars in Winners | 263 | 275 | 253 | 263 | 275 | 253 |
Avg Bars in Losers | 560 | 540 | 582 | 560 | 540 | 582 |
Bars Traded | 23175 | 11708 | 11467 | 23175 | 11708 | 11467 |
Profit Streak | 0 | 0 | 16.5607 | 0 | 0 | 16.5607 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146303 | -114995 | 554178 | -148999 | -90241 | 459257 |
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{ "first_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.6263 } }, "second_band": { "type": "sma", "factors": { "length": 241, "offset": 226 } } }
{ "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": [ [ 100717.3994308505, 17214.5787455528, 83502.8206852977, 141816.7541429023, 23740.5448526705, 118076.209290232 ], [ 100.717399, 17.214579, 83.502821, 141.816754, 23.740545, 118.076209 ], [ 0.38675, 0.066103, 0.320647, 0.339647, 0.081831, 0.29984 ], [ 10, 10, 10, 10, 10, 10 ], [ -19729, -14830, -17870, -46644, -28548, -42168 ], [ 2.006509, 1.295668, 2.995599, 1.68172, 1.202903, 2.297208 ], [ 62, 31, 31, 62, 31, 31 ], [ 39, 19, 20, 39, 19, 20 ], [ 23, 12, 11, 23, 12, 11 ], [ 62.903226, 61.290323, 64.516129, 62.903226, 61.290323, 64.516129 ], [ 1.183326, 0.818317, 1.647579, 0.991784, 0.759728, 1.263464 ], [ 24871, 11736, 24871, 28919, 19851, 28919 ], [ -12962, -11475, -12962, -31908, -28548, -31908 ], [ 373, 377, 369, 373, 377, 369 ], [ 263, 275, 253, 263, 275, 253 ], [ 560, 540, 582, 560, 540, 582 ], [ 23175, 11708, 11467, 23175, 11708, 11467 ], [ 0, 0, 16.560674, 0, 0, 16.560674 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146303, -114995, 554178, -148999, -90241, 459257 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.6263 } }, "second_band": { "type": "sma", "factors": { "length": 241, "offset": 226 } } }
# | 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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