Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1581229.4216 | 1624212.2686 | -42982.8471 | -89809.1745 | 20770.2157 | -110579.3902 |
Total P&L (%) | 1581.2294 | 1624.2123 | -42.9828 | -89.8092 | 20.7702 | -110.5794 |
Avg Daily Profit (%) | 0.6682 | 0.6864 | -0.0182 | -0.0965 | 0.008 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173942 | -175341 | -229006 | -401078 | -314573 | -353497 |
Profit Factor | 2.2061 | 3.2483 | 0.927 | 0.9386 | 1.0255 | 0.8294 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 42.5 | 37 | 48 | 42.5 | 37 | 48 |
Ratio Avg Win / Avg Loss | 2.9848 | 5.5309 | 1.0042 | 1.2698 | 1.7462 | 0.8985 |
Largest Winning Trade | 1697904 | 1697904 | 32276 | 388393 | 388393 | 66345 |
Largest Losing Trade | -79203 | -52886 | -79203 | -159307 | -129666 | -159307 |
Avg Bars in Trades | 46 | 61 | 30 | 46 | 61 | 30 |
Avg Bars in Winners | 65 | 104 | 34 | 65 | 104 | 34 |
Avg Bars in Losers | 32 | 36 | 26 | 32 | 36 | 26 |
Bars Traded | 9218 | 6162 | 3056 | 9218 | 6162 | 3056 |
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 | 517257 | 470200 | -580176 | -580980 | -385225 | -581843 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 2.40466 } } }
{ "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": [ [ 1581229.4215818234, 1624212.2686318865, -42982.8470500627, -89809.1744530705, 20770.215729133, -110579.3901822033 ], [ 1581.229422, 1624.212269, -42.982847, -89.809174, 20.770216, -110.57939 ], [ 0.668243, 0.686408, -0.018165, -0.096464, 0.007976, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -173942, -175341, -229006, -401078, -314573, -353497 ], [ 2.206139, 3.248283, 0.92697, 0.938555, 1.025528, 0.829351 ], [ 200, 100, 100, 200, 100, 100 ], [ 85, 37, 48, 85, 37, 48 ], [ 115, 63, 52, 115, 63, 52 ], [ 42.5, 37, 48, 42.5, 37, 48 ], [ 2.984776, 5.530861, 1.004217, 1.26981, 1.746169, 0.898463 ], [ 1697904, 1697904, 32276, 388393, 388393, 66345 ], [ -79203, -52886, -79203, -159307, -129666, -159307 ], [ 46, 61, 30, 46, 61, 30 ], [ 65, 104, 34, 65, 104, 34 ], [ 32, 36, 26, 32, 36, 26 ], [ 9218, 6162, 3056, 9218, 6162, 3056 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 517257, 470200, -580176, -580980, -385225, -581843 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 2.40466 } } }
# | 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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