Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1570511.8335 | 1529030.1235 | 41481.71 | 1074804.0204 | 504901.1016 | 569902.9188 |
Total P&L (%) | 1570.5118 | 1529.0301 | 41.4817 | 1074.804 | 504.9011 | 569.9029 |
Avg Daily Profit (%) | 0.6911 | 0.6729 | 0.0183 | 0.1085 | 0.0792 | 0.0837 |
Buy And Hold Return (%) | 228.1553 | 228.1553 | 228.1553 | 228.1553 | 228.1553 | 228.1553 |
Max Trade Drawdown | -120515 | -107238 | -36670 | -1136189 | -771136 | -614986 |
Profit Factor | 4.0341 | 6.733 | 1.1653 | 1.313 | 1.3037 | 1.3217 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 51.2195 | 51.2195 | 51.2195 | 51.2195 | 51.2195 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.842 | 6.4123 | 1.1098 | 1.2505 | 1.2417 | 1.2588 |
Largest Winning Trade | 1272849 | 1272849 | 32426 | 933543 | 933543 | 333062 |
Largest Losing Trade | -55295 | -38648 | -55295 | -476267 | -210087 | -476267 |
Avg Bars in Trades | 151 | 200 | 102 | 151 | 200 | 102 |
Avg Bars in Winners | 207 | 278 | 135 | 207 | 278 | 135 |
Avg Bars in Losers | 93 | 119 | 68 | 93 | 119 | 68 |
Bars Traded | 12448 | 8235 | 4213 | 12448 | 8235 | 4213 |
Profit Streak | 14.5428 | 0 | 31.7095 | 14.5428 | 0 | 31.7095 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403770 | 741701 | -372182 | -57205 | -91903 | -83360 |
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{ "first_band": { "type": "t3", "factors": { "length": 237, "offset": 0, "a": 0.06727 } }, "second_band": { "type": "bbu", "factors": { "length": 38, "offset": 0, "std": 4.30705 } } }
{ "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": [ [ 1570511.8335241291, 1529030.1235002994, 41481.7100238302, 1074804.0203983134, 504901.101622076, 569902.9187762373 ], [ 1570.511834, 1529.030124, 41.48171, 1074.80402, 504.901102, 569.902919 ], [ 0.691146, 0.672891, 0.018255, 0.10848, 0.079241, 0.083736 ], [ 228.15534, 228.15534, 228.15534, 228.15534, 228.15534, 228.15534 ], [ -120515, -107238, -36670, -1136189, -771136, -614986 ], [ 4.034082, 6.732957, 1.165322, 1.313016, 1.303744, 1.321717 ], [ 82, 41, 41, 82, 41, 41 ], [ 42, 21, 21, 42, 21, 21 ], [ 40, 20, 20, 40, 20, 20 ], [ 51.219512, 51.219512, 51.219512, 51.219512, 51.219512, 51.219512 ], [ 3.841983, 6.41234, 1.10983, 1.250492, 1.241661, 1.258778 ], [ 1272849, 1272849, 32426, 933543, 933543, 333062 ], [ -55295, -38648, -55295, -476267, -210087, -476267 ], [ 151, 200, 102, 151, 200, 102 ], [ 207, 278, 135, 207, 278, 135 ], [ 93, 119, 68, 93, 119, 68 ], [ 12448, 8235, 4213, 12448, 8235, 4213 ], [ 14.542814, 0, 31.70948, 14.542814, 0, 31.70948 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403770, 741701, -372182, -57205, -91903, -83360 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 237, "offset": 0, "a": 0.06727 } }, "second_band": { "type": "bbu", "factors": { "length": 38, "offset": 0, "std": 4.30705 } } }
# | 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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