Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183725.9562 | 117730.5363 | 65995.4198 | 319544.0363 | 194542.006 | 125002.0303 |
Total P&L (%) | 183.726 | 117.7305 | 65.9954 | 319.544 | 194.542 | 125.002 |
Avg Daily Profit (%) | 0.3184 | 0.204 | 0.1144 | 0.2488 | 0.1874 | 0.1406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27634 | -25829 | -19579 | -52697 | -52099 | -37730 |
Profit Factor | 2.4763 | 2.6185 | 2.2763 | 2.1913 | 2.2215 | 2.1472 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 45.614 | 44.8276 | 46.4286 | 45.614 | 44.8276 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.9525 | 3.2227 | 2.6265 | 2.6127 | 2.7341 | 2.4775 |
Largest Winning Trade | 51924 | 51924 | 27523 | 123091 | 123091 | 92322 |
Largest Losing Trade | -13771 | -13771 | -9946 | -27439 | -27439 | -23057 |
Avg Bars in Trades | 231 | 216 | 247 | 231 | 216 | 247 |
Avg Bars in Winners | 364 | 302 | 425 | 364 | 302 | 425 |
Avg Bars in Losers | 120 | 146 | 92 | 120 | 146 | 92 |
Bars Traded | 13209 | 6283 | 6926 | 13209 | 6283 | 6926 |
Profit Streak | 0 | 0 | 505.9774 | 0 | 0 | 505.9774 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168243 | 366923 | -58508 | -169388 | 334221 | -23475 |
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{ "first_band": { "type": "rma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 90, "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": [ [ 183725.9561630234, 117730.5363375792, 65995.4198254442, 319544.0363226393, 194542.0060090553, 125002.0303135841 ], [ 183.725956, 117.730536, 65.99542, 319.544036, 194.542006, 125.00203 ], [ 0.318372, 0.204011, 0.114361, 0.248801, 0.187368, 0.140623 ], [ 10, 10, 10, 10, 10, 10 ], [ -27634, -25829, -19579, -52697, -52099, -37730 ], [ 2.476301, 2.618474, 2.276297, 2.191288, 2.221479, 2.147161 ], [ 57, 29, 28, 57, 29, 28 ], [ 26, 13, 13, 26, 13, 13 ], [ 31, 16, 15, 31, 16, 15 ], [ 45.614035, 44.827586, 46.428571, 45.614035, 44.827586, 46.428571 ], [ 2.952513, 3.222737, 2.626496, 2.61269, 2.734128, 2.477494 ], [ 51924, 51924, 27523, 123091, 123091, 92322 ], [ -13771, -13771, -9946, -27439, -27439, -23057 ], [ 231, 216, 247, 231, 216, 247 ], [ 364, 302, 425, 364, 302, 425 ], [ 120, 146, 92, 120, 146, 92 ], [ 13209, 6283, 6926, 13209, 6283, 6926 ], [ 0, 0, 505.977371, 0, 0, 505.977371 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168243, 366923, -58508, -169388, 334221, -23475 ] ] }
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{ "first_band": { "type": "rma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 90, "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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