Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935366.3687 | 932442.1207 | 2924.248 | 553554.3953 | 644134.1105 | -90579.7152 |
Total P&L (%) | 935.3664 | 932.4421 | 2.9242 | 553.5544 | 644.1341 | -90.5797 |
Avg Daily Profit (%) | 0.449 | 0.4476 | 0.0014 | 0.0901 | 0.0964 | -0.1133 |
Buy And Hold Return (%) | 236.8651 | 236.8651 | 236.8651 | 236.8651 | 236.8651 | 236.8651 |
Max Trade Drawdown | -131950 | -139013 | -44312 | -2752594 | -2694425 | -580009 |
Profit Factor | 3.5248 | 4.4608 | 1.0289 | 1.0975 | 1.1509 | 0.9356 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 43.8202 | 43.1818 | 44.4444 | 43.8202 | 43.1818 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.519 | 5.8695 | 1.2862 | 1.4071 | 1.5144 | 1.1695 |
Largest Winning Trade | 782111 | 782111 | 17049 | 2925100 | 2925100 | 316800 |
Largest Losing Trade | -31107 | -31107 | -14647 | -755332 | -755332 | -233276 |
Avg Bars in Trades | 259 | 505 | 18 | 259 | 505 | 18 |
Avg Bars in Winners | 377 | 755 | 18 | 377 | 755 | 18 |
Avg Bars in Losers | 167 | 315 | 18 | 167 | 315 | 18 |
Bars Traded | 23084 | 22249 | 836 | 23084 | 22249 | 836 |
Profit Streak | 96.9701 | 97.0534 | 96.9701 | 96.9701 | 97.0534 | 96.9701 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482553 | 476686 | -546662 | -191264 | -122670 | -580368 |
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{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 235 } }, "second_band": { "type": "dcu", "factors": { "length": 143, "offset": 177 } } }
{ "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": [ [ 935366.3686616606, 932442.1206600986, 2924.2480015615, 553554.3953287929, 644134.11048926, -90579.7151604685 ], [ 935.366369, 932.442121, 2.924248, 553.554395, 644.13411, -90.579715 ], [ 0.448977, 0.447573, 0.001404, 0.090149, 0.096385, -0.113327 ], [ 236.865067, 236.865067, 236.865067, 236.865067, 236.865067, 236.865067 ], [ -131950, -139013, -44312, -2752594, -2694425, -580009 ], [ 3.524788, 4.460841, 1.02894, 1.097548, 1.150924, 0.935611 ], [ 89, 44, 45, 89, 44, 45 ], [ 39, 19, 20, 39, 19, 20 ], [ 50, 25, 25, 50, 25, 25 ], [ 43.820225, 43.181818, 44.444444, 43.820225, 43.181818, 44.444444 ], [ 4.518959, 5.869528, 1.286174, 1.407112, 1.514374, 1.169514 ], [ 782111, 782111, 17049, 2925100, 2925100, 316800 ], [ -31107, -31107, -14647, -755332, -755332, -233276 ], [ 259, 505, 18, 259, 505, 18 ], [ 377, 755, 18, 377, 755, 18 ], [ 167, 315, 18, 167, 315, 18 ], [ 23084, 22249, 836, 23084, 22249, 836 ], [ 96.970106, 97.053439, 96.970106, 96.970106, 97.053439, 96.970106 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 482553, 476686, -546662, -191264, -122670, -580368 ] ] }
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{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 235 } }, "second_band": { "type": "dcu", "factors": { "length": 143, "offset": 177 } } }
# | 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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