Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1639525.9418 | -136946.437 | -1502579.5048 | -285349.4331 | 1970834.9975 | -2256184.4307 |
Total P&L (%) | -1639.5259 | -136.9464 | -1502.5795 | -285.3494 | 1970.835 | -2256.1844 |
Avg Daily Profit (%) | -0.9146 | -0.0764 | -0.8382 | 0 | 0.1692 | 0 |
Buy And Hold Return (%) | 285.0026 | 285.0026 | 285.0026 | 285.0026 | 285.0026 | 285.0026 |
Max Trade Drawdown | -1731967 | -197571 | -82657 | -2038998 | -179509 | -1058586 |
Profit Factor | 0.2088 | 0.5337 | 0.1552 | 0.9324 | 4.4672 | 0.3819 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 13 | 21 | 31 | 21 | 10 |
Losing Trades | 31 | 20 | 11 | 34 | 12 | 22 |
Profitability (%) | 52.3077 | 39.3939 | 65.625 | 47.6923 | 63.6364 | 31.25 |
Ratio Avg Win / Avg Loss | 0.1904 | 0.8211 | 0.0813 | 1.0226 | 2.5527 | 0.8402 |
Largest Winning Trade | 39041 | 30046 | 39041 | 700900 | 523019 | 700900 |
Largest Losing Trade | -1588029 | -31388 | -1588029 | -2038998 | -179509 | -2038998 |
Avg Bars in Trades | 69 | 47 | 91 | 69 | 47 | 91 |
Avg Bars in Winners | 59 | 51 | 64 | 65 | 47 | 104 |
Avg Bars in Losers | 79 | 45 | 142 | 72 | 48 | 85 |
Bars Traded | 4498 | 1572 | 2926 | 4498 | 1572 | 2926 |
Profit Streak | 98.3469 | 101.3469 | 0 | 0 | 0 | 108.3469 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715918 | -584366 | -578784 | -716008 | 607139 | -587540 |
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{ "first_band": { "type": "bbu", "factors": { "length": 199, "offset": 0, "std": 2.96329 } }, "second_band": { "type": "midprice", "factors": { "length": 178, "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": [ [ -1639525.9418321277, -136946.4370454701, -1502579.5047866579, -285349.4331497144, 1970834.9975040064, -2256184.4306537197 ], [ -1639.525942, -136.946437, -1502.579505, -285.349433, 1970.834998, -2256.184431 ], [ -0.914572, -0.076392, -0.83818, 0, 0.169195, 0 ], [ 285.002604, 285.002604, 285.002604, 285.002604, 285.002604, 285.002604 ], [ -1731967, -197571, -82657, -2038998, -179509, -1058586 ], [ 0.208817, 0.533689, 0.155173, 0.932361, 4.467202, 0.38192 ], [ 65, 33, 32, 65, 33, 32 ], [ 34, 13, 21, 31, 21, 10 ], [ 31, 20, 11, 34, 12, 22 ], [ 52.307692, 39.393939, 65.625, 47.692308, 63.636364, 31.25 ], [ 0.190392, 0.82106, 0.081281, 1.02259, 2.552687, 0.840224 ], [ 39041, 30046, 39041, 700900, 523019, 700900 ], [ -1588029, -31388, -1588029, -2038998, -179509, -2038998 ], [ 69, 47, 91, 69, 47, 91 ], [ 59, 51, 64, 65, 47, 104 ], [ 79, 45, 142, 72, 48, 85 ], [ 4498, 1572, 2926, 4498, 1572, 2926 ], [ 98.346903, 101.346903, 0, 0, 0, 108.346903 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -715918, -584366, -578784, -716008, 607139, -587540 ] ] }
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{ "first_band": { "type": "bbu", "factors": { "length": 199, "offset": 0, "std": 2.96329 } }, "second_band": { "type": "midprice", "factors": { "length": 178, "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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