Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181469.0538 | 70863.0361 | 110606.0177 | 257670.1329 | 151909.5915 | 105760.5414 |
Total P&L (%) | 181.4691 | 70.863 | 110.606 | 257.6701 | 151.9096 | 105.7605 |
Avg Daily Profit (%) | 0.3484 | 0.1361 | 0.2124 | 0.245 | 0.1775 | 0.1386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59288 | -38291 | -55429 | -211710 | -55373 | -197464 |
Profit Factor | 1.5294 | 1.4061 | 1.6573 | 1.3594 | 1.5087 | 1.2528 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 61.7284 | 60.4938 | 62.963 | 61.7284 | 60.4938 | 62.963 |
Ratio Avg Win / Avg Loss | 0.9482 | 0.9183 | 0.9749 | 0.8428 | 0.9853 | 0.737 |
Largest Winning Trade | 27043 | 27043 | 21707 | 47925 | 39748 | 47925 |
Largest Losing Trade | -33514 | -18940 | -33514 | -108241 | -36618 | -108241 |
Avg Bars in Trades | 152 | 111 | 192 | 152 | 111 | 192 |
Avg Bars in Winners | 126 | 98 | 154 | 126 | 98 | 154 |
Avg Bars in Losers | 193 | 133 | 257 | 193 | 133 | 257 |
Bars Traded | 24663 | 9068 | 15595 | 24663 | 9068 | 15595 |
Profit Streak | 18.4055 | 24.4264 | 18.4055 | 18.4055 | 24.4264 | 18.4055 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433178 | -21713 | -1415 | 363952 | -2261 | -19336 |
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{ "first_band": { "type": "bbu", "factors": { "length": 136, "offset": 0, "std": 1.267 } }, "second_band": { "type": "alma", "factors": { "length": 45, "offset": 193 } } }
{ "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": [ [ 181469.0537764658, 70863.0361100513, 110606.0176664146, 257670.1329263654, 151909.5914854298, 105760.5414409357 ], [ 181.469054, 70.863036, 110.606018, 257.670133, 151.909591, 105.760541 ], [ 0.348423, 0.136058, 0.212365, 0.244994, 0.177547, 0.138633 ], [ 10, 10, 10, 10, 10, 10 ], [ -59288, -38291, -55429, -211710, -55373, -197464 ], [ 1.529408, 1.406107, 1.657259, 1.3594, 1.508717, 1.252815 ], [ 162, 81, 81, 162, 81, 81 ], [ 100, 49, 51, 100, 49, 51 ], [ 62, 32, 30, 62, 32, 30 ], [ 61.728395, 60.493827, 62.962963, 61.728395, 60.493827, 62.962963 ], [ 0.948233, 0.918274, 0.974858, 0.842828, 0.985284, 0.73695 ], [ 27043, 27043, 21707, 47925, 39748, 47925 ], [ -33514, -18940, -33514, -108241, -36618, -108241 ], [ 152, 111, 192, 152, 111, 192 ], [ 126, 98, 154, 126, 98, 154 ], [ 193, 133, 257, 193, 133, 257 ], [ 24663, 9068, 15595, 24663, 9068, 15595 ], [ 18.405528, 24.426361, 18.405528, 18.405528, 24.426361, 18.405528 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 433178, -21713, -1415, 363952, -2261, -19336 ] ] }
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{ "first_band": { "type": "bbu", "factors": { "length": 136, "offset": 0, "std": 1.267 } }, "second_band": { "type": "alma", "factors": { "length": 45, "offset": 193 } } }
# | 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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