Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946576.0489 | 753377.4025 | 193198.6464 | 5201964.5578 | -212770.7752 | 5414735.333 |
Total P&L (%) | 946.576 | 753.3774 | 193.1986 | 5201.9646 | -212.7708 | 5414.7353 |
Avg Daily Profit (%) | 0.3929 | 0.3127 | 0.0802 | 0.1649 | 0 | 0.1666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103212 | -72043 | -74507 | -5863133 | -4194353 | -2496012 |
Profit Factor | 2.656 | 3.3598 | 1.7657 | 1.3074 | 0.9797 | 1.8408 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 41.8605 | 34.8837 | 48.8372 | 41.8605 | 34.8837 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.6889 | 6.2716 | 1.8497 | 1.8159 | 1.8288 | 1.9285 |
Largest Winning Trade | 345118 | 345118 | 71868 | 2725671 | 2725671 | 2403933 |
Largest Losing Trade | -32591 | -25911 | -32591 | -1647796 | -1647796 | -958942 |
Avg Bars in Trades | 109 | 89 | 129 | 109 | 89 | 129 |
Avg Bars in Winners | 187 | 168 | 201 | 187 | 168 | 201 |
Avg Bars in Losers | 53 | 46 | 61 | 53 | 46 | 61 |
Bars Traded | 9417 | 3837 | 5580 | 9417 | 3837 | 5580 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425413 | 345515 | -82939 | 217542 | -583827 | 390378 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 44, "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": [ [ 946576.0488955483, 753377.4025034567, 193198.6463920916, 5201964.557804673, -212770.775238836, 5414735.333043507 ], [ 946.576049, 753.377403, 193.198646, 5201.964558, -212.770775, 5414.735333 ], [ 0.392892, 0.312702, 0.08019, 0.164945, 0, 0.166581 ], [ 10, 10, 10, 10, 10, 10 ], [ -103212, -72043, -74507, -5863133, -4194353, -2496012 ], [ 2.65604, 3.359764, 1.765657, 1.307429, 0.979699, 1.840822 ], [ 86, 43, 43, 86, 43, 43 ], [ 36, 15, 21, 36, 15, 21 ], [ 50, 28, 22, 50, 28, 22 ], [ 41.860465, 34.883721, 48.837209, 41.860465, 34.883721, 48.837209 ], [ 3.688944, 6.271559, 1.849736, 1.815874, 1.828772, 1.92848 ], [ 345118, 345118, 71868, 2725671, 2725671, 2403933 ], [ -32591, -25911, -32591, -1647796, -1647796, -958942 ], [ 109, 89, 129, 109, 89, 129 ], [ 187, 168, 201, 187, 168, 201 ], [ 53, 46, 61, 53, 46, 61 ], [ 9417, 3837, 5580, 9417, 3837, 5580 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 425413, 345515, -82939, 217542, -583827, 390378 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 44, "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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