Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135515.9049 | 37666.5677 | 97849.3372 | 216366.515 | 72776.8168 | 143589.6982 |
Total P&L (%) | 135.5159 | 37.6666 | 97.8493 | 216.3665 | 72.7768 | 143.5897 |
Avg Daily Profit (%) | 0.5204 | 0.1446 | 0.3757 | 0.4432 | 0.2102 | 0.3425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20775 | -16489 | -12256 | -49394 | -42416 | -26956 |
Profit Factor | 1.9006 | 1.4276 | 2.5684 | 1.7798 | 1.4636 | 2.1919 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 57.1429 | 56.4103 | 57.8947 | 57.1429 | 56.4103 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.4255 | 1.1032 | 1.8679 | 1.3349 | 1.1309 | 1.5941 |
Largest Winning Trade | 27463 | 14506 | 27463 | 36608 | 19777 | 36608 |
Largest Losing Trade | -16489 | -16489 | -12256 | -42416 | -42416 | -21244 |
Avg Bars in Trades | 317 | 362 | 271 | 317 | 362 | 271 |
Avg Bars in Winners | 276 | 358 | 194 | 276 | 358 | 194 |
Avg Bars in Losers | 372 | 368 | 377 | 372 | 368 | 377 |
Bars Traded | 24474 | 14146 | 10328 | 24474 | 14146 | 10328 |
Profit Streak | 3.3345 | 3.5011 | 0 | 3.3345 | 3.5011 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34445 | -2745 | 491798 | -35337 | 272434 | 455408 |
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{ "first_band": { "type": "dema", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 50, "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": [ [ 135515.9048696188, 37666.5677049106, 97849.3371647083, 216366.5150184458, 72776.8168174901, 143589.6982009556 ], [ 135.515905, 37.666568, 97.849337, 216.366515, 72.776817, 143.589698 ], [ 0.520374, 0.144638, 0.375737, 0.443239, 0.210201, 0.342462 ], [ 10, 10, 10, 10, 10, 10 ], [ -20775, -16489, -12256, -49394, -42416, -26956 ], [ 1.900605, 1.42763, 2.568352, 1.779815, 1.463572, 2.191938 ], [ 77, 39, 38, 77, 39, 38 ], [ 44, 22, 22, 44, 22, 22 ], [ 33, 17, 16, 33, 17, 16 ], [ 57.142857, 56.410256, 57.894737, 57.142857, 56.410256, 57.894737 ], [ 1.425453, 1.103168, 1.867892, 1.334861, 1.130942, 1.594136 ], [ 27463, 14506, 27463, 36608, 19777, 36608 ], [ -16489, -16489, -12256, -42416, -42416, -21244 ], [ 317, 362, 271, 317, 362, 271 ], [ 276, 358, 194, 276, 358, 194 ], [ 372, 368, 377, 372, 368, 377 ], [ 24474, 14146, 10328, 24474, 14146, 10328 ], [ 3.334471, 3.501137, 0, 3.334471, 3.501137, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -34445, -2745, 491798, -35337, 272434, 455408 ] ] }
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{ "first_band": { "type": "dema", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 50, "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) |
---|