Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304542.1565 | 415484.9745 | -110942.818 | -110390.0487 | 36668.7605 | -147058.8093 |
Total P&L (%) | 304.5422 | 415.485 | -110.9428 | -110.39 | 36.6688 | -147.0588 |
Avg Daily Profit (%) | 0.126 | 0.1719 | -0.0459 | 0 | 0.0129 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198441 | -100638 | -243070 | -165758 | -84171 | -202304 |
Profit Factor | 1.4169 | 2.2931 | 0.7289 | 0.7241 | 1.2707 | 0.4445 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 21 | 23 | 57 | 29 | 28 |
Losing Trades | 52 | 27 | 25 | 39 | 19 | 20 |
Profitability (%) | 45.8333 | 43.75 | 47.9167 | 59.375 | 60.4167 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.6745 | 2.9483 | 0.7923 | 0.4955 | 0.8325 | 0.3175 |
Largest Winning Trade | 395156 | 395156 | 52102 | 71979 | 71979 | 46651 |
Largest Losing Trade | -131187 | -67254 | -131187 | -124386 | -29591 | -124386 |
Avg Bars in Trades | 72 | 61 | 83 | 72 | 61 | 83 |
Avg Bars in Winners | 94 | 82 | 105 | 50 | 60 | 39 |
Avg Bars in Losers | 54 | 45 | 63 | 106 | 64 | 145 |
Bars Traded | 6989 | 2974 | 4015 | 6989 | 2974 | 4015 |
Profit Streak | 0 | 0 | 0 | 122.3752 | 122.3752 | 125.0418 |
Trades During Streak | 0 | 0 | 0 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24284 | 338573 | -581499 | -577713 | -176994 | -578189 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 6, "offset": 211 } }, "second_band": { "type": "sma", "factors": { "length": 47, "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": [ [ 304542.1564836313, 415484.9744963282, -110942.8180126965, -110390.0487413376, 36668.7605329046, -147058.8092742422 ], [ 304.542156, 415.484974, -110.942818, -110.390049, 36.668761, -147.058809 ], [ 0.125983, 0.171878, -0.045895, 0, 0.012924, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -198441, -100638, -243070, -165758, -84171, -202304 ], [ 1.416873, 2.293145, 0.728906, 0.724149, 1.270678, 0.444452 ], [ 96, 48, 48, 96, 48, 48 ], [ 44, 21, 23, 57, 29, 28 ], [ 52, 27, 25, 39, 19, 20 ], [ 45.833333, 43.75, 47.916667, 59.375, 60.416667, 58.333333 ], [ 1.674487, 2.948329, 0.792289, 0.49547, 0.832513, 0.317466 ], [ 395156, 395156, 52102, 71979, 71979, 46651 ], [ -131187, -67254, -131187, -124386, -29591, -124386 ], [ 72, 61, 83, 72, 61, 83 ], [ 94, 82, 105, 50, 60, 39 ], [ 54, 45, 63, 106, 64, 145 ], [ 6989, 2974, 4015, 6989, 2974, 4015 ], [ 0, 0, 0, 122.375181, 122.375181, 125.041847 ], [ 0, 0, 0, 10, 5, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -24284, 338573, -581499, -577713, -176994, -578189 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 6, "offset": 211 } }, "second_band": { "type": "sma", "factors": { "length": 47, "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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