Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422288.1286 | 451682.1905 | -29394.0619 | -69778.9273 | 90038.6171 | -159817.5445 |
Total P&L (%) | 422.2881 | 451.6822 | -29.3941 | -69.7789 | 90.0386 | -159.8175 |
Avg Daily Profit (%) | 0.2256 | 0.2413 | -0.0157 | -0.0639 | 0.0343 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163961 | -63707 | -188666 | -101195 | -12834 | -151765 |
Profit Factor | 1.6224 | 3.0299 | 0.9355 | 0.7356 | 3.0504 | 0.2734 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 58.3333 | 58.3333 | 58.3333 | 58.3333 | 58.3333 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1588 | 2.1642 | 0.6682 | 0.5254 | 2.1788 | 0.1953 |
Largest Winning Trade | 264240 | 264240 | 71781 | 43201 | 43201 | 15244 |
Largest Losing Trade | -88817 | -38649 | -88817 | -58170 | -10016 | -58170 |
Avg Bars in Trades | 49 | 52 | 47 | 49 | 52 | 47 |
Avg Bars in Winners | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Losers | 41 | 50 | 32 | 41 | 50 | 32 |
Bars Traded | 3573 | 1875 | 1698 | 3573 | 1875 | 1698 |
Profit Streak | 75.6926 | 114.1926 | 0 | 75.6926 | 114.1926 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72061 | 582949 | -579699 | -662639 | -138797 | -579699 |
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{ "first_band": { "type": "bbm", "factors": { "length": 33, "offset": 122, "std": 4.11995 } }, "second_band": { "type": "jma", "factors": { "length": 79, "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": [ [ 422288.1286208712, 451682.1905435469, -29394.0619226759, -69778.9273466991, 90038.6171225614, -159817.5444692605 ], [ 422.288129, 451.682191, -29.394062, -69.778927, 90.038617, -159.817544 ], [ 0.225642, 0.241348, -0.015706, -0.063919, 0.034313, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -163961, -63707, -188666, -101195, -12834, -151765 ], [ 1.622363, 3.029894, 0.935541, 0.735563, 3.050361, 0.273437 ], [ 72, 36, 36, 72, 36, 36 ], [ 42, 21, 21, 42, 21, 21 ], [ 30, 15, 15, 30, 15, 15 ], [ 58.333333, 58.333333, 58.333333, 58.333333, 58.333333, 58.333333 ], [ 1.15883, 2.16421, 0.668243, 0.525402, 2.178829, 0.195312 ], [ 264240, 264240, 71781, 43201, 43201, 15244 ], [ -88817, -38649, -88817, -58170, -10016, -58170 ], [ 49, 52, 47, 49, 52, 47 ], [ 55, 52, 57, 55, 52, 57 ], [ 41, 50, 32, 41, 50, 32 ], [ 3573, 1875, 1698, 3573, 1875, 1698 ], [ 75.692609, 114.192609, 0, 75.692609, 114.192609, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -72061, 582949, -579699, -662639, -138797, -579699 ] ] }
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{ "first_band": { "type": "bbm", "factors": { "length": 33, "offset": 122, "std": 4.11995 } }, "second_band": { "type": "jma", "factors": { "length": 79, "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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