Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117896.3413 | 50498.2388 | 67398.1025 | 144970.9429 | 93930.5006 | 51040.4423 |
Total P&L (%) | 117.8963 | 50.4982 | 67.3981 | 144.9709 | 93.9305 | 51.0404 |
Avg Daily Profit (%) | 0.4527 | 0.1939 | 0.2588 | 0.3446 | 0.2547 | 0.1585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50833 | -33644 | -29375 | -51048 | -34446 | -39239 |
Profit Factor | 1.4305 | 1.4838 | 1.3976 | 1.3746 | 1.6745 | 1.206 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 44.8276 | 42.4658 | 47.2222 | 44.8276 | 42.4658 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.7606 | 2.0102 | 1.5621 | 1.6918 | 2.2687 | 1.3479 |
Largest Winning Trade | 26120 | 12887 | 26120 | 35553 | 23774 | 35553 |
Largest Losing Trade | -15767 | -7130 | -15767 | -23354 | -7913 | -23354 |
Avg Bars in Trades | 166 | 88 | 246 | 166 | 88 | 246 |
Avg Bars in Winners | 219 | 124 | 306 | 219 | 124 | 306 |
Avg Bars in Losers | 123 | 61 | 192 | 123 | 61 | 192 |
Bars Traded | 24182 | 6450 | 17732 | 24182 | 6450 | 17732 |
Profit Streak | 8.2232 | 16.6919 | 0 | 8.2232 | 16.6919 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339230 | -66628 | -72192 | 293684 | -63954 | -76422 |
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{ "first_band": { "type": "t3", "factors": { "length": 161, "offset": 0, "a": 0.7943 } }, "second_band": { "type": "bbl", "factors": { "length": 222, "offset": 0, "std": 1.5726 } } }
{ "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": [ [ 117896.3412772441, 50498.2388077773, 67398.1024694668, 144970.9428910716, 93930.5006006077, 51040.442290464 ], [ 117.896341, 50.498239, 67.398102, 144.970943, 93.930501, 51.040442 ], [ 0.452716, 0.193911, 0.258805, 0.34464, 0.254655, 0.158476 ], [ 10, 10, 10, 10, 10, 10 ], [ -50833, -33644, -29375, -51048, -34446, -39239 ], [ 1.430465, 1.483755, 1.397645, 1.374592, 1.674537, 1.206009 ], [ 145, 73, 72, 145, 73, 72 ], [ 65, 31, 34, 65, 31, 34 ], [ 80, 42, 38, 80, 42, 38 ], [ 44.827586, 42.465753, 47.222222, 44.827586, 42.465753, 47.222222 ], [ 1.760573, 2.010248, 1.562074, 1.691806, 2.268727, 1.347892 ], [ 26120, 12887, 26120, 35553, 23774, 35553 ], [ -15767, -7130, -15767, -23354, -7913, -23354 ], [ 166, 88, 246, 166, 88, 246 ], [ 219, 124, 306, 219, 124, 306 ], [ 123, 61, 192, 123, 61, 192 ], [ 24182, 6450, 17732, 24182, 6450, 17732 ], [ 8.223185, 16.691935, 0, 8.223186, 16.691936, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339230, -66628, -72192, 293684, -63954, -76422 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 161, "offset": 0, "a": 0.7943 } }, "second_band": { "type": "bbl", "factors": { "length": 222, "offset": 0, "std": 1.5726 } } }
# | 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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