Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141978.1411 | 61528.9412 | 80449.1999 | 203045.0963 | 123375.9896 | 79669.1067 |
Total P&L (%) | 141.9781 | 61.5289 | 80.4492 | 203.0451 | 123.376 | 79.6691 |
Avg Daily Profit (%) | 0.5452 | 0.2363 | 0.3089 | 0.4266 | 0.3091 | 0.2253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36838 | -47716 | -20047 | -55771 | -44669 | -67967 |
Profit Factor | 1.5932 | 1.5426 | 1.6387 | 1.4699 | 1.6772 | 1.3188 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 46.5517 | 46.5517 | 46.5517 | 46.5517 | 46.5517 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.8292 | 1.7711 | 1.8815 | 1.6877 | 1.9257 | 1.5142 |
Largest Winning Trade | 38916 | 38916 | 23719 | 44140 | 44140 | 38390 |
Largest Losing Trade | -11655 | -11655 | -10633 | -32722 | -23677 | -32722 |
Avg Bars in Trades | 213 | 220 | 206 | 213 | 220 | 206 |
Avg Bars in Winners | 298 | 302 | 295 | 298 | 302 | 295 |
Avg Bars in Losers | 138 | 148 | 128 | 138 | 148 | 128 |
Bars Traded | 24739 | 12778 | 11961 | 24739 | 12778 | 11961 |
Profit Streak | 0 | 6.3691 | 0 | 0 | 6.3691 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400661 | -172056 | -171136 | 337074 | -170369 | -173644 |
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{ "first_band": { "type": "t3", "factors": { "length": 193, "offset": 0, "a": 0.88079 } }, "second_band": { "type": "tema", "factors": { "length": 146, "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": [ [ 141978.1410947831, 61528.9412395195, 80449.1998552635, 203045.0963230029, 123375.9895916164, 79669.1067313867 ], [ 141.978141, 61.528941, 80.4492, 203.045096, 123.37599, 79.669107 ], [ 0.545189, 0.236268, 0.308921, 0.426647, 0.309088, 0.225254 ], [ 10, 10, 10, 10, 10, 10 ], [ -36838, -47716, -20047, -55771, -44669, -67967 ], [ 1.593168, 1.542551, 1.638745, 1.469934, 1.67721, 1.318818 ], [ 116, 58, 58, 116, 58, 58 ], [ 54, 27, 27, 54, 27, 27 ], [ 62, 31, 31, 62, 31, 31 ], [ 46.551724, 46.551724, 46.551724, 46.551724, 46.551724, 46.551724 ], [ 1.829193, 1.771077, 1.881522, 1.687702, 1.925685, 1.514199 ], [ 38916, 38916, 23719, 44140, 44140, 38390 ], [ -11655, -11655, -10633, -32722, -23677, -32722 ], [ 213, 220, 206, 213, 220, 206 ], [ 298, 302, 295, 298, 302, 295 ], [ 138, 148, 128, 138, 148, 128 ], [ 24739, 12778, 11961, 24739, 12778, 11961 ], [ 0, 6.369112, 0, 0, 6.369112, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400661, -172056, -171136, 337074, -170369, -173644 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 193, "offset": 0, "a": 0.88079 } }, "second_band": { "type": "tema", "factors": { "length": 146, "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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