Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1911413.0295 | 1955890.1627 | -44477.1332 | -78257.562 | 805050.1144 | -883307.6764 |
Total P&L (%) | 1911.413 | 1955.8902 | -44.4771 | -78.2576 | 805.0501 | -883.3077 |
Avg Daily Profit (%) | 0.8116 | 0.8305 | -0.0189 | -0.0648 | 0.0936 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -327994 | -255728 | -93256 | -2431179 | -1715698 | -1220339 |
Profit Factor | 3.8407 | 6.0846 | 0.8457 | 0.9796 | 1.3921 | 0.5038 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40.8451 | 34.2857 | 47.2222 | 40.8451 | 34.2857 | 47.2222 |
Ratio Avg Win / Avg Loss | 5.5623 | 11.6622 | 0.9452 | 1.4187 | 2.6682 | 0.5631 |
Largest Winning Trade | 2214108 | 2214108 | 36885 | 2035810 | 2035810 | 314612 |
Largest Losing Trade | -57301 | -57301 | -54923 | -714382 | -714382 | -514875 |
Avg Bars in Trades | 92 | 158 | 29 | 92 | 158 | 29 |
Avg Bars in Winners | 146 | 302 | 36 | 146 | 302 | 36 |
Avg Bars in Losers | 55 | 82 | 21 | 55 | 82 | 21 |
Bars Traded | 6580 | 5535 | 1045 | 6580 | 5535 | 1045 |
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 | -74717 | 561598 | -581582 | -673949 | -71976 | -581582 |
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{ "first_band": { "type": "ema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 4.10441 } } }
{ "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": [ [ 1911413.0294703976, 1955890.1627074652, -44477.1332370674, -78257.562025547, 805050.1143745213, -883307.6764000684 ], [ 1911.413029, 1955.890163, -44.477133, -78.257562, 805.050114, -883.307676 ], [ 0.81164, 0.830527, -0.018886, -0.064773, 0.093582, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -327994, -255728, -93256, -2431179, -1715698, -1220339 ], [ 3.840662, 6.084616, 0.845677, 0.979585, 1.392106, 0.503811 ], [ 71, 35, 36, 71, 35, 36 ], [ 29, 12, 17, 29, 12, 17 ], [ 42, 23, 19, 42, 23, 19 ], [ 40.84507, 34.285714, 47.222222, 40.84507, 34.285714, 47.222222 ], [ 5.562339, 11.662181, 0.945168, 1.418709, 2.668203, 0.563083 ], [ 2214108, 2214108, 36885, 2035810, 2035810, 314612 ], [ -57301, -57301, -54923, -714382, -714382, -514875 ], [ 92, 158, 29, 92, 158, 29 ], [ 146, 302, 36, 146, 302, 36 ], [ 55, 82, 21, 55, 82, 21 ], [ 6580, 5535, 1045, 6580, 5535, 1045 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74717, 561598, -581582, -673949, -71976, -581582 ] ] }
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{ "first_band": { "type": "ema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 4.10441 } } }
# | 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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