Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1988426.8666 | 1918211.3698 | 70215.4969 | 3339224.7603 | -1713949.6417 | 5053174.402 |
Total P&L (%) | 1988.4269 | 1918.2114 | 70.2155 | 3339.2248 | -1713.9496 | 5053.1744 |
Avg Daily Profit (%) | 0.7948 | 0.7667 | 0.0281 | 0.1415 | 0 | 0.1577 |
Buy And Hold Return (%) | 313.6038 | 313.6038 | 313.6038 | 313.6038 | 313.6038 | 313.6038 |
Max Trade Drawdown | -120027 | -99854 | -83801 | -10694904 | -10030156 | -4913464 |
Profit Factor | 4.6144 | 8.3038 | 1.2442 | 1.1234 | 0.8876 | 1.4279 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 34.2857 | 31.4286 | 37.1429 | 34.2857 | 31.4286 | 37.1429 |
Ratio Avg Win / Avg Loss | 8.8443 | 18.1174 | 2.1056 | 2.1532 | 1.9366 | 2.4164 |
Largest Winning Trade | 1461856 | 1461856 | 59561 | 4349457 | 4349457 | 4141899 |
Largest Losing Trade | -37025 | -32058 | -37025 | -3691512 | -3486612 | -3691512 |
Avg Bars in Trades | 209 | 192 | 225 | 209 | 192 | 225 |
Avg Bars in Winners | 378 | 375 | 380 | 378 | 375 | 380 |
Avg Bars in Losers | 120 | 109 | 133 | 120 | 109 | 133 |
Bars Traded | 14645 | 6749 | 7896 | 14645 | 6749 | 7896 |
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 | -84694 | 489205 | -325318 | -192256 | -585232 | 167149 |
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{ "first_band": { "type": "alma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 74, "offset": 57, "std": 4.39906 } } }
{ "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": [ [ 1988426.8666335857, 1918211.3697578597, 70215.4968757252, 3339224.7602566243, -1713949.6417028478, 5053174.401959473 ], [ 1988.426867, 1918.21137, 70.215497, 3339.22476, -1713.949642, 5053.174402 ], [ 0.794789, 0.766723, 0.028066, 0.14151, 0, 0.157697 ], [ 313.603819, 313.603819, 313.603819, 313.603819, 313.603819, 313.603819 ], [ -120027, -99854, -83801, -10694904, -10030156, -4913464 ], [ 4.614399, 8.303792, 1.244221, 1.123416, 0.887589, 1.427896 ], [ 70, 35, 35, 70, 35, 35 ], [ 24, 11, 13, 24, 11, 13 ], [ 46, 24, 22, 46, 24, 22 ], [ 34.285714, 31.428571, 37.142857, 34.285714, 31.428571, 37.142857 ], [ 8.844264, 18.117365, 2.105605, 2.153215, 1.936559, 2.41644 ], [ 1461856, 1461856, 59561, 4349457, 4349457, 4141899 ], [ -37025, -32058, -37025, -3691512, -3486612, -3691512 ], [ 209, 192, 225, 209, 192, 225 ], [ 378, 375, 380, 378, 375, 380 ], [ 120, 109, 133, 120, 109, 133 ], [ 14645, 6749, 7896, 14645, 6749, 7896 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -84694, 489205, -325318, -192256, -585232, 167149 ] ] }
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{ "first_band": { "type": "alma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 74, "offset": 57, "std": 4.39906 } } }
# | 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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