Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1325386.8434 | 1180743.333 | 144643.5104 | 13906460.3039 | 19702007.7904 | -5795547.4866 |
Total P&L (%) | 1325.3868 | 1180.7433 | 144.6435 | 13906.4603 | 19702.0078 | -5795.5475 |
Avg Daily Profit (%) | 0.601 | 0.5354 | 0.0656 | 0.2244 | 0.2401 | 0 |
Buy And Hold Return (%) | 336.2632 | 336.2632 | 336.2632 | 336.2632 | 336.2632 | 336.2632 |
Max Trade Drawdown | -84635 | -61926 | -71265 | -23939208 | -11088140 | -13084635 |
Profit Factor | 4.4755 | 7.3386 | 1.7415 | 1.3853 | 2.1365 | 0.691 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 45.3125 | 37.5 | 53.125 | 45.3125 | 37.5 | 53.125 |
Ratio Avg Win / Avg Loss | 5.4014 | 12.231 | 1.5366 | 1.6719 | 3.5608 | 0.6097 |
Largest Winning Trade | 504065 | 504065 | 63301 | 27724463 | 27724463 | 3211740 |
Largest Losing Trade | -60653 | -32175 | -60653 | -13084635 | -7802366 | -13084635 |
Avg Bars in Trades | 134 | 119 | 148 | 134 | 119 | 148 |
Avg Bars in Winners | 190 | 194 | 187 | 190 | 194 | 187 |
Avg Bars in Losers | 88 | 75 | 105 | 88 | 75 | 105 |
Bars Traded | 8606 | 3839 | 4767 | 8606 | 3839 | 4767 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128999 | 427783 | -267455 | -135638 | 271821 | -580405 |
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{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 24, "offset": 0, "a": 0.80418 } } }
{ "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": [ [ 1325386.8433643677, 1180743.3330135425, 144643.5103508252, 13906460.303872041, 19702007.79043904, -5795547.486566992 ], [ 1325.386843, 1180.743333, 144.64351, 13906.460304, 19702.00779, -5795.547487 ], [ 0.601014, 0.535424, 0.065591, 0.224358, 0.240096, 0 ], [ 336.263158, 336.263158, 336.263158, 336.263158, 336.263158, 336.263158 ], [ -84635, -61926, -71265, -23939208, -11088140, -13084635 ], [ 4.475477, 7.338621, 1.741471, 1.385316, 2.136492, 0.690991 ], [ 64, 32, 32, 64, 32, 32 ], [ 29, 12, 17, 29, 12, 17 ], [ 35, 20, 15, 35, 20, 15 ], [ 45.3125, 37.5, 53.125, 45.3125, 37.5, 53.125 ], [ 5.401438, 12.231035, 1.536592, 1.671933, 3.56082, 0.609698 ], [ 504065, 504065, 63301, 27724463, 27724463, 3211740 ], [ -60653, -32175, -60653, -13084635, -7802366, -13084635 ], [ 134, 119, 148, 134, 119, 148 ], [ 190, 194, 187, 190, 194, 187 ], [ 88, 75, 105, 88, 75, 105 ], [ 8606, 3839, 4767, 8606, 3839, 4767 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -128999, 427783, -267455, -135638, 271821, -580405 ] ] }
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{ "first_band": { "type": "alma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 24, "offset": 0, "a": 0.80418 } } }
# | 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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