Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437976.6169 | 281006.4296 | 156970.1873 | 198881.492 | 161025.619 | 37855.8731 |
Total P&L (%) | 437.9766 | 281.0064 | 156.9702 | 198.8815 | 161.0256 | 37.8559 |
Avg Daily Profit (%) | 0.242 | 0.1553 | 0.0867 | 0.0605 | 0.053 | 0.0177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130180 | -64812 | -110657 | -1986094 | -536733 | -2110581 |
Profit Factor | 1.999 | 2.7527 | 1.5645 | 1.0379 | 1.1235 | 1.0096 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 53.2258 | 51.6129 | 54.8387 | 53.2258 | 51.6129 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.7567 | 2.5806 | 1.2884 | 0.9121 | 1.0533 | 0.8314 |
Largest Winning Trade | 240123 | 240123 | 67519 | 821958 | 394883 | 821958 |
Largest Losing Trade | -66154 | -29467 | -66154 | -1451232 | -344288 | -1451232 |
Avg Bars in Trades | 167 | 140 | 194 | 167 | 140 | 194 |
Avg Bars in Winners | 211 | 154 | 264 | 211 | 154 | 264 |
Avg Bars in Losers | 118 | 125 | 110 | 118 | 125 | 110 |
Bars Traded | 10409 | 4365 | 6044 | 10409 | 4365 | 6044 |
Profit Streak | 29.6426 | 0 | 68.8093 | 29.6426 | 0 | 68.8093 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145762 | 455785 | -73896 | -450205 | -206562 | -381658 |
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{ "first_band": { "type": "t3", "factors": { "length": 182, "offset": 0, "a": 0.51263 } }, "second_band": { "type": "swma", "factors": { "length": 76, "offset": 47 } } }
{ "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": [ [ 437976.616854894, 281006.4296001733, 156970.1872547212, 198881.4920455625, 161025.6189525076, 37855.8730930552 ], [ 437.976617, 281.00643, 156.970187, 198.881492, 161.025619, 37.855873 ], [ 0.24202, 0.15528, 0.08674, 0.06052, 0.053032, 0.017742 ], [ 10, 10, 10, 10, 10, 10 ], [ -130180, -64812, -110657, -1986094, -536733, -2110581 ], [ 1.999042, 2.752656, 1.564509, 1.037857, 1.123539, 1.009584 ], [ 62, 31, 31, 62, 31, 31 ], [ 33, 16, 17, 33, 16, 17 ], [ 29, 15, 14, 29, 15, 14 ], [ 53.225806, 51.612903, 54.83871, 53.225806, 51.612903, 54.83871 ], [ 1.756734, 2.580615, 1.28842, 0.912056, 1.053318, 0.831422 ], [ 240123, 240123, 67519, 821958, 394883, 821958 ], [ -66154, -29467, -66154, -1451232, -344288, -1451232 ], [ 167, 140, 194, 167, 140, 194 ], [ 211, 154, 264, 211, 154, 264 ], [ 118, 125, 110, 118, 125, 110 ], [ 10409, 4365, 6044, 10409, 4365, 6044 ], [ 29.642618, 0, 68.809285, 29.642618, 0, 68.809285 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145762, 455785, -73896, -450205, -206562, -381658 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 182, "offset": 0, "a": 0.51263 } }, "second_band": { "type": "swma", "factors": { "length": 76, "offset": 47 } } }
# | 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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