Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95674.6057 | 53638.8781 | 42035.7277 | 101695.0003 | 57248.039 | 44446.9613 |
Total P&L (%) | 95.6746 | 53.6389 | 42.0357 | 101.695 | 57.248 | 44.447 |
Avg Daily Profit (%) | 0.3674 | 0.206 | 0.1614 | 0.2698 | 0.174 | 0.1413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50801 | -39295 | -43852 | -97249 | -76691 | -73790 |
Profit Factor | 1.4061 | 1.4409 | 1.369 | 1.2561 | 1.2783 | 1.2323 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 59.2 | 58.0645 | 60.3175 | 59.2 | 58.0645 | 60.3175 |
Ratio Avg Win / Avg Loss | 0.9691 | 1.0406 | 0.9007 | 0.8657 | 0.9232 | 0.8107 |
Largest Winning Trade | 24227 | 24227 | 21182 | 41421 | 41421 | 29886 |
Largest Losing Trade | -20399 | -14285 | -20399 | -33427 | -32054 | -33427 |
Avg Bars in Trades | 192 | 191 | 192 | 192 | 191 | 192 |
Avg Bars in Winners | 145 | 144 | 146 | 145 | 144 | 146 |
Avg Bars in Losers | 259 | 257 | 262 | 259 | 257 | 262 |
Bars Traded | 24006 | 11870 | 12136 | 24006 | 11870 | 12136 |
Profit Streak | 6.6316 | 6.9336 | 6.6316 | 6.6316 | 6.9336 | 6.6316 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338726 | -146319 | -141960 | 275691 | -149012 | -154264 |
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{ "first_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 1.60395 } }, "second_band": { "type": "pwma", "factors": { "length": 249, "offset": 127 } } }
{ "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": [ [ 95674.6057211064, 53638.878055798, 42035.7276653085, 101695.0003346423, 57248.0389998108, 44446.9613348316 ], [ 95.674606, 53.638878, 42.035728, 101.695, 57.248039, 44.446961 ], [ 0.367386, 0.205971, 0.161415, 0.269769, 0.173968, 0.141311 ], [ 10, 10, 10, 10, 10, 10 ], [ -50801, -39295, -43852, -97249, -76691, -73790 ], [ 1.406145, 1.440897, 1.369028, 1.256149, 1.278321, 1.232312 ], [ 125, 62, 63, 125, 62, 63 ], [ 74, 36, 38, 74, 36, 38 ], [ 51, 26, 25, 51, 26, 25 ], [ 59.2, 58.064516, 60.31746, 59.2, 58.064516, 60.31746 ], [ 0.9691, 1.040648, 0.900676, 0.865725, 0.923232, 0.810732 ], [ 24227, 24227, 21182, 41421, 41421, 29886 ], [ -20399, -14285, -20399, -33427, -32054, -33427 ], [ 192, 191, 192, 192, 191, 192 ], [ 145, 144, 146, 145, 144, 146 ], [ 259, 257, 262, 259, 257, 262 ], [ 24006, 11870, 12136, 24006, 11870, 12136 ], [ 6.631558, 6.933641, 6.631558, 6.631558, 6.933641, 6.631558 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338726, -146319, -141960, 275691, -149012, -154264 ] ] }
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{ "first_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 1.60395 } }, "second_band": { "type": "pwma", "factors": { "length": 249, "offset": 127 } } }
# | 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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