Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -667675.5892 | 71669.3823 | -739344.9715 | -85746.4692 | 1730117.1586 | -1815863.6278 |
Total P&L (%) | -667.6756 | 71.6694 | -739.345 | -85.7465 | 1730.1172 | -1815.8636 |
Avg Daily Profit (%) | -0.3687 | 0.0396 | -0.4083 | -0.1075 | 0.1606 | 0 |
Buy And Hold Return (%) | 268.0556 | 268.0556 | 268.0556 | 268.0556 | 268.0556 | 268.0556 |
Max Trade Drawdown | -962127 | -137504 | -890032 | -4436219 | -973629 | -3462590 |
Profit Factor | 0.5708 | 1.1861 | 0.3683 | 0.9907 | 1.9146 | 0.7518 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 171 | 83 | 88 | 165 | 81 | 84 |
Losing Trades | 60 | 33 | 27 | 66 | 35 | 31 |
Profitability (%) | 74.026 | 71.5517 | 76.5217 | 71.4286 | 69.8276 | 73.0435 |
Ratio Avg Win / Avg Loss | 0.2003 | 0.4716 | 0.113 | 0.3963 | 0.8273 | 0.2774 |
Largest Winning Trade | 45180 | 45180 | 33308 | 3173641 | 1424252 | 3173641 |
Largest Losing Trade | -427176 | -74441 | -427176 | -2946744 | -562243 | -2946744 |
Avg Bars in Trades | 45 | 49 | 41 | 45 | 49 | 41 |
Avg Bars in Winners | 13 | 15 | 11 | 20 | 21 | 19 |
Avg Bars in Losers | 137 | 135 | 139 | 109 | 115 | 102 |
Bars Traded | 10575 | 5763 | 4812 | 10575 | 5763 | 4812 |
Profit Streak | 37.3459 | 37.3459 | 49.8459 | 37.3459 | 37.3459 | 49.8459 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574827 | -319001 | -575707 | -575163 | 432910 | -576158 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 178, "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": [ [ -667675.5891737405, 71669.3823187148, -739344.9714924551, -85746.4691922706, 1730117.158612255, -1815863.6278045233 ], [ -667.675589, 71.669382, -739.344971, -85.746469, 1730.117159, -1815.863628 ], [ -0.368678, 0.039574, -0.408252, -0.107516, 0.160646, 0 ], [ 268.055556, 268.055556, 268.055556, 268.055556, 268.055556, 268.055556 ], [ -962127, -137504, -890032, -4436219, -973629, -3462590 ], [ 0.570798, 1.186073, 0.368326, 0.990687, 1.914626, 0.751796 ], [ 231, 116, 115, 231, 116, 115 ], [ 171, 83, 88, 165, 81, 84 ], [ 60, 33, 27, 66, 35, 31 ], [ 74.025974, 71.551724, 76.521739, 71.428571, 69.827586, 73.043478 ], [ 0.20028, 0.471571, 0.113009, 0.396275, 0.827307, 0.277449 ], [ 45180, 45180, 33308, 3173641, 1424252, 3173641 ], [ -427176, -74441, -427176, -2946744, -562243, -2946744 ], [ 45, 49, 41, 45, 49, 41 ], [ 13, 15, 11, 20, 21, 19 ], [ 137, 135, 139, 109, 115, 102 ], [ 10575, 5763, 4812, 10575, 5763, 4812 ], [ 37.345939, 37.345939, 49.845939, 37.345939, 37.345939, 49.845939 ], [ 8, 4, 7, 8, 4, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574827, -319001, -575707, -575163, 432910, -576158 ] ] }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 178, "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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