Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1522766.0135 | 1477236.7942 | 45529.2193 | 2136613.0311 | 1979011.9412 | 157601.0899 |
Total P&L (%) | 1522.766 | 1477.2368 | 45.5292 | 2136.613 | 1979.0119 | 157.6011 |
Avg Daily Profit (%) | 0.8251 | 0.8005 | 0.0247 | 0.1685 | 0.1646 | 0.0513 |
Buy And Hold Return (%) | 461.7566 | 461.7566 | 461.7566 | 461.7566 | 461.7566 | 461.7566 |
Max Trade Drawdown | -180724 | -106540 | -135773 | -914236 | -598076 | -955167 |
Profit Factor | 3.4219 | 5.7056 | 1.1446 | 1.6344 | 2.2343 | 1.0893 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 41.7582 | 41.3043 | 42.2222 | 41.7582 | 41.3043 | 42.2222 |
Ratio Avg Win / Avg Loss | 4.7726 | 8.1079 | 1.5663 | 2.2796 | 3.1751 | 1.4906 |
Largest Winning Trade | 979295 | 979295 | 73296 | 883896 | 883896 | 583422 |
Largest Losing Trade | -44616 | -42632 | -44616 | -419091 | -418410 | -419091 |
Avg Bars in Trades | 79 | 69 | 90 | 79 | 69 | 90 |
Avg Bars in Winners | 124 | 107 | 141 | 124 | 107 | 141 |
Avg Bars in Losers | 47 | 42 | 52 | 47 | 42 | 52 |
Bars Traded | 7239 | 3184 | 4055 | 7239 | 3184 | 4055 |
Profit Streak | 49.2695 | 53.5195 | 49.2695 | 49.2695 | 53.5195 | 49.2695 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557048 | 599181 | -387994 | 280323 | 292263 | -414448 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 22, "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": [ [ 1522766.0135304045, 1477236.7942404042, 45529.2192900005, 2136613.031141408, 1979011.9412097982, 157601.0899316103 ], [ 1522.766014, 1477.236794, 45.529219, 2136.613031, 1979.011941, 157.60109 ], [ 0.825124, 0.800453, 0.02467, 0.168527, 0.164561, 0.051286 ], [ 461.756588, 461.756588, 461.756588, 461.756588, 461.756588, 461.756588 ], [ -180724, -106540, -135773, -914236, -598076, -955167 ], [ 3.421881, 5.705592, 1.144619, 1.634424, 2.234336, 1.089318 ], [ 91, 46, 45, 91, 46, 45 ], [ 38, 19, 19, 38, 19, 19 ], [ 53, 27, 26, 53, 27, 26 ], [ 41.758242, 41.304348, 42.222222, 41.758242, 41.304348, 42.222222 ], [ 4.772623, 8.107947, 1.566321, 2.279591, 3.175109, 1.490645 ], [ 979295, 979295, 73296, 883896, 883896, 583422 ], [ -44616, -42632, -44616, -419091, -418410, -419091 ], [ 79, 69, 90, 79, 69, 90 ], [ 124, 107, 141, 124, 107, 141 ], [ 47, 42, 52, 47, 42, 52 ], [ 7239, 3184, 4055, 7239, 3184, 4055 ], [ 49.269506, 53.519506, 49.269506, 49.269506, 53.519506, 49.269506 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 557048, 599181, -387994, 280323, 292263, -414448 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 22, "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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