Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1602329.2626 | -46125.0453 | -1556204.2173 | 575588.1713 | -7449712.376 | 8025300.5473 |
Total P&L (%) | -1602.3293 | -46.125 | -1556.2042 | 575.5882 | -7449.7124 | 8025.3005 |
Avg Daily Profit (%) | -0.8943 | -0.0257 | -0.8686 | 0.1067 | 0 | 0.2457 |
Buy And Hold Return (%) | 179.8124 | 179.8124 | 179.8124 | 179.8124 | 179.8124 | 179.8124 |
Max Trade Drawdown | -1748117 | -213654 | -1637927 | -14061437 | -15924310 | -3006616 |
Profit Factor | 0.2374 | 0.8656 | 0.1148 | 1.0233 | 0.5859 | 2.1976 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 24 | 25 | 51 | 25 | 26 |
Losing Trades | 27 | 14 | 13 | 25 | 13 | 12 |
Profitability (%) | 64.4737 | 63.1579 | 65.7895 | 67.1053 | 65.7895 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.1308 | 0.5049 | 0.0597 | 0.5016 | 0.3047 | 1.0143 |
Largest Winning Trade | 80915 | 80915 | 28955 | 8959231 | 6446882 | 8959231 |
Largest Losing Trade | -903359 | -65480 | -903359 | -6705234 | -6705234 | -3006616 |
Avg Bars in Trades | 136 | 176 | 96 | 136 | 176 | 96 |
Avg Bars in Winners | 45 | 50 | 40 | 59 | 60 | 57 |
Avg Bars in Losers | 301 | 391 | 205 | 294 | 398 | 182 |
Bars Traded | 10378 | 6695 | 3683 | 10378 | 6695 | 3683 |
Profit Streak | 142.9396 | 142.9396 | 280.4396 | 142.9396 | 142.9396 | 280.4396 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630804 | -577645 | -577281 | -299314 | -577304 | 552117 |
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{ "first_band": { "type": "dcl", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 244, "offset": 30 } } }
{ "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": [ [ -1602329.2626273881, -46125.0452804863, -1556204.2173469013, 575588.1713240013, -7449712.37601426, 8025300.54733826 ], [ -1602.329263, -46.125045, -1556.204217, 575.588171, -7449.712376, 8025.300547 ], [ -0.894322, -0.025744, -0.868577, 0.106684, 0, 0.245747 ], [ 179.812383, 179.812383, 179.812383, 179.812383, 179.812383, 179.812383 ], [ -1748117, -213654, -1637927, -14061437, -15924310, -3006616 ], [ 0.237445, 0.865585, 0.114843, 1.023311, 0.585906, 2.197631 ], [ 76, 38, 38, 76, 38, 38 ], [ 49, 24, 25, 51, 25, 26 ], [ 27, 14, 13, 25, 13, 12 ], [ 64.473684, 63.157895, 65.789474, 67.105263, 65.789474, 68.421053 ], [ 0.130837, 0.504924, 0.059718, 0.501623, 0.304671, 1.014291 ], [ 80915, 80915, 28955, 8959231, 6446882, 8959231 ], [ -903359, -65480, -903359, -6705234, -6705234, -3006616 ], [ 136, 176, 96, 136, 176, 96 ], [ 45, 50, 40, 59, 60, 57 ], [ 301, 391, 205, 294, 398, 182 ], [ 10378, 6695, 3683, 10378, 6695, 3683 ], [ 142.939643, 142.939643, 280.439643, 142.939643, 142.939643, 280.439643 ], [ 11, 5, 7, 11, 5, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -630804, -577645, -577281, -299314, -577304, 552117 ] ] }
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# | 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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