Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1831975.4525 | -92921.4131 | -1739054.0395 | 56809.3392 | -13497239.041 | 13554048.3802 |
Total P&L (%) | -1831.9755 | -92.9214 | -1739.054 | 56.8093 | -13497.239 | 13554.0484 |
Avg Daily Profit (%) | -0.8093 | -0.041 | -0.7682 | 0.0199 | 0 | 0.2174 |
Buy And Hold Return (%) | 358.8997 | 358.8997 | 358.8997 | 358.8997 | 358.8997 | 358.8997 |
Max Trade Drawdown | -1948019 | -200356 | -1831515 | -16317342 | -13530754 | -3887675 |
Profit Factor | 0.212 | 0.7358 | 0.1186 | 1.002 | 0.3755 | 2.9177 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 17 | 24 | 41 | 16 | 25 |
Losing Trades | 34 | 20 | 14 | 34 | 21 | 13 |
Profitability (%) | 54.6667 | 45.9459 | 63.1579 | 54.6667 | 43.2432 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.1758 | 0.8656 | 0.0692 | 0.8309 | 0.4929 | 1.5172 |
Largest Winning Trade | 53027 | 53027 | 24086 | 13788695 | 4595025 | 13788695 |
Largest Losing Trade | -1207832 | -58735 | -1207832 | -7765391 | -7765391 | -1781878 |
Avg Bars in Trades | 170 | 167 | 174 | 170 | 167 | 174 |
Avg Bars in Winners | 96 | 92 | 99 | 112 | 107 | 115 |
Avg Bars in Losers | 260 | 230 | 302 | 241 | 213 | 288 |
Bars Traded | 12823 | 6190 | 6633 | 12823 | 6190 | 6633 |
Profit Streak | 31.7396 | 0 | 275.9063 | 31.7396 | 0 | 275.9063 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640632 | -582349 | -577665 | -611953 | -583400 | 619612 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 238, "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": [ [ -1831975.4525389755, -92921.4130541212, -1739054.039484854, 56809.3392067722, -13497239.041035937, 13554048.38024271 ], [ -1831.975453, -92.921413, -1739.054039, 56.809339, -13497.239041, 13554.04838 ], [ -0.809294, -0.041049, -0.768245, 0.019875, 0, 0.217433 ], [ 358.899676, 358.899676, 358.899676, 358.899676, 358.899676, 358.899676 ], [ -1948019, -200356, -1831515, -16317342, -13530754, -3887675 ], [ 0.211978, 0.735783, 0.118615, 1.001981, 0.375533, 2.917746 ], [ 75, 37, 38, 75, 37, 38 ], [ 41, 17, 24, 41, 16, 25 ], [ 34, 20, 14, 34, 21, 13 ], [ 54.666667, 45.945946, 63.157895, 54.666667, 43.243243, 65.789474 ], [ 0.175787, 0.865627, 0.069192, 0.830911, 0.492887, 1.517228 ], [ 53027, 53027, 24086, 13788695, 4595025, 13788695 ], [ -1207832, -58735, -1207832, -7765391, -7765391, -1781878 ], [ 170, 167, 174, 170, 167, 174 ], [ 96, 92, 99, 112, 107, 115 ], [ 260, 230, 302, 241, 213, 288 ], [ 12823, 6190, 6633, 12823, 6190, 6633 ], [ 31.739587, 0, 275.906254, 31.739587, 0, 275.906254 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -640632, -582349, -577665, -611953, -583400, 619612 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 238, "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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