Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9609.3169 | 59383.8783 | -68993.1952 | -107037.6325 | 283813.1463 | -390850.7788 |
Total P&L (%) | -9.6093 | 59.3839 | -68.9932 | -107.0376 | 283.8131 | -390.8508 |
Avg Daily Profit (%) | -0.0185 | 0.114 | -0.1325 | 0 | 0.2586 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243476 | -107459 | -188217 | -533005 | -113759 | -575611 |
Profit Factor | 0.9902 | 1.1378 | 0.8734 | 0.9156 | 1.6665 | 0.5362 |
Total Trades | 457 | 228 | 229 | 457 | 228 | 229 |
Winning Trades | 228 | 106 | 122 | 232 | 116 | 116 |
Losing Trades | 229 | 122 | 107 | 225 | 112 | 113 |
Profitability (%) | 49.8906 | 46.4912 | 53.2751 | 50.7659 | 50.8772 | 50.655 |
Ratio Avg Win / Avg Loss | 0.9945 | 1.3096 | 0.766 | 0.888 | 1.609 | 0.5224 |
Largest Winning Trade | 46498 | 46498 | 19230 | 74269 | 74269 | 59920 |
Largest Losing Trade | -106659 | -19106 | -106659 | -364632 | -30005 | -364632 |
Avg Bars in Trades | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Winners | 56 | 50 | 61 | 54 | 55 | 53 |
Avg Bars in Losers | 51 | 46 | 56 | 52 | 41 | 63 |
Bars Traded | 24548 | 11068 | 13480 | 24548 | 11068 | 13480 |
Profit Streak | 0 | 14.3435 | 0 | 5.031 | 0 | 5.0518 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579000 | -111087 | -580279 | -578142 | 412592 | -579902 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 222, "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": [ [ -9609.3169450328, 59383.878274972, -68993.1952200049, -107037.6325254658, 283813.1463028385, -390850.7788283037 ], [ -9.609317, 59.383878, -68.993195, -107.037633, 283.813146, -390.850779 ], [ -0.01845, 0.114018, -0.132468, 0, 0.258573, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -243476, -107459, -188217, -533005, -113759, -575611 ], [ 0.990153, 1.137848, 0.873427, 0.915625, 1.666505, 0.536234 ], [ 457, 228, 229, 457, 228, 229 ], [ 228, 106, 122, 232, 116, 116 ], [ 229, 122, 107, 225, 112, 113 ], [ 49.890591, 46.491228, 53.275109, 50.765864, 50.877193, 50.655022 ], [ 0.994496, 1.309599, 0.766039, 0.887999, 1.609039, 0.522366 ], [ 46498, 46498, 19230, 74269, 74269, 59920 ], [ -106659, -19106, -106659, -364632, -30005, -364632 ], [ 53, 48, 58, 53, 48, 58 ], [ 56, 50, 61, 54, 55, 53 ], [ 51, 46, 56, 52, 41, 63 ], [ 24548, 11068, 13480, 24548, 11068, 13480 ], [ 0, 14.343453, 0, 5.030954, 0, 5.051787 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579000, -111087, -580279, -578142, 412592, -579902 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 222, "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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