Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782894.826 | 744628.4977 | 38266.3283 | 590509.3782 | 419637.8498 | 170871.5284 |
Total P&L (%) | 782.8948 | 744.6285 | 38.2663 | 590.5094 | 419.6379 | 170.8715 |
Avg Daily Profit (%) | 0.427 | 0.4061 | 0.0209 | 0.1054 | 0.0899 | 0.0544 |
Buy And Hold Return (%) | 173.0533 | 173.0533 | 173.0533 | 173.0533 | 173.0533 | 173.0533 |
Max Trade Drawdown | -127882 | -127266 | -37848 | -1526440 | -1330784 | -503222 |
Profit Factor | 3.1166 | 4.1118 | 1.293 | 1.1822 | 1.1923 | 1.1614 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 49.2958 | 42.8571 | 55.5556 | 49.2958 | 42.8571 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.2057 | 5.4824 | 1.0344 | 1.216 | 1.5897 | 0.9291 |
Largest Winning Trade | 687171 | 687171 | 24689 | 922403 | 922403 | 276529 |
Largest Losing Trade | -46682 | -46682 | -26580 | -556532 | -556532 | -431601 |
Avg Bars in Trades | 151 | 257 | 48 | 151 | 257 | 48 |
Avg Bars in Winners | 205 | 411 | 50 | 205 | 411 | 50 |
Avg Bars in Losers | 98 | 141 | 46 | 98 | 141 | 46 |
Bars Traded | 10740 | 8997 | 1743 | 10740 | 8997 | 1743 |
Profit Streak | 0 | 161.8507 | 0 | 0 | 161.8507 | 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 | -77375 | 460099 | -329999 | -166218 | -87092 | -330032 |
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{ "first_band": { "type": "dcl", "factors": { "length": 76, "offset": 142 } }, "second_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.31266 } } }
{ "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": [ [ 782894.825990433, 744628.4977082331, 38266.3282821999, 590509.3781929327, 419637.8498363965, 170871.5283565362 ], [ 782.894826, 744.628498, 38.266328, 590.509378, 419.63785, 170.871528 ], [ 0.426955, 0.406086, 0.020869, 0.105432, 0.089913, 0.054358 ], [ 173.05333, 173.05333, 173.05333, 173.05333, 173.05333, 173.05333 ], [ -127882, -127266, -37848, -1526440, -1330784, -503222 ], [ 3.116637, 4.11181, 1.293036, 1.182199, 1.192283, 1.161409 ], [ 71, 35, 36, 71, 35, 36 ], [ 35, 15, 20, 35, 15, 20 ], [ 36, 20, 16, 36, 20, 16 ], [ 49.295775, 42.857143, 55.555556, 49.295775, 42.857143, 55.555556 ], [ 3.205684, 5.482413, 1.034429, 1.215976, 1.589711, 0.929127 ], [ 687171, 687171, 24689, 922403, 922403, 276529 ], [ -46682, -46682, -26580, -556532, -556532, -431601 ], [ 151, 257, 48, 151, 257, 48 ], [ 205, 411, 50, 205, 411, 50 ], [ 98, 141, 46, 98, 141, 46 ], [ 10740, 8997, 1743, 10740, 8997, 1743 ], [ 0, 161.850745, 0, 0, 161.850745, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77375, 460099, -329999, -166218, -87092, -330032 ] ] }
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{ "first_band": { "type": "dcl", "factors": { "length": 76, "offset": 142 } }, "second_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.31266 } } }
# | 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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