Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599992.895 | 364237.9328 | 235754.9622 | 1841536.8339 | 440834.8504 | 1400701.9835 |
Total P&L (%) | 599.9929 | 364.2379 | 235.755 | 1841.5368 | 440.8349 | 1400.702 |
Avg Daily Profit (%) | 0.341 | 0.207 | 0.134 | 0.1687 | 0.096 | 0.1541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115573 | -91389 | -69186 | -837101 | -757508 | -521058 |
Profit Factor | 2.046 | 2.1012 | 1.9707 | 1.644 | 1.2479 | 2.295 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 52.1277 | 46.8085 | 57.4468 | 52.1277 | 46.8085 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.8789 | 2.3878 | 1.4598 | 1.5098 | 1.4181 | 1.7 |
Largest Winning Trade | 220512 | 220512 | 58980 | 638005 | 434434 | 638005 |
Largest Losing Trade | -32963 | -31445 | -32963 | -487485 | -487485 | -323432 |
Avg Bars in Trades | 36 | 26 | 46 | 36 | 26 | 46 |
Avg Bars in Winners | 42 | 28 | 53 | 42 | 28 | 53 |
Avg Bars in Losers | 30 | 25 | 37 | 30 | 25 | 37 |
Bars Traded | 3443 | 1249 | 2194 | 3443 | 1249 | 2194 |
Profit Streak | 18.5217 | 0 | 27.0217 | 18.5217 | 0 | 27.0217 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511930 | 388597 | -9932 | 430993 | -65950 | 489679 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 21, "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": [ [ 599992.8949602743, 364237.9327635286, 235754.9621967459, 1841536.833943347, 440834.8503971217, 1400701.9835462244 ], [ 599.992895, 364.237933, 235.754962, 1841.536834, 440.83485, 1400.701984 ], [ 0.341002, 0.207012, 0.13399, 0.168716, 0.095979, 0.154055 ], [ 10, 10, 10, 10, 10, 10 ], [ -115573, -91389, -69186, -837101, -757508, -521058 ], [ 2.045958, 2.101236, 1.970679, 1.643981, 1.247938, 2.295015 ], [ 94, 47, 47, 94, 47, 47 ], [ 49, 22, 27, 49, 22, 27 ], [ 45, 25, 20, 45, 25, 20 ], [ 52.12766, 46.808511, 57.446809, 52.12766, 46.808511, 57.446809 ], [ 1.878941, 2.387768, 1.459762, 1.509779, 1.418112, 1.700011 ], [ 220512, 220512, 58980, 638005, 434434, 638005 ], [ -32963, -31445, -32963, -487485, -487485, -323432 ], [ 36, 26, 46, 36, 26, 46 ], [ 42, 28, 53, 42, 28, 53 ], [ 30, 25, 37, 30, 25, 37 ], [ 3443, 1249, 2194, 3443, 1249, 2194 ], [ 18.521691, 0, 27.021691, 18.521691, 0, 27.021691 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 511930, 388597, -9932, 430993, -65950, 489679 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 21, "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) |
---|