Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1376771.1293 | 1272647.9636 | 104123.1657 | 1323714.4195 | 557190.2593 | 766524.1602 |
Total P&L (%) | 1376.7711 | 1272.648 | 104.1232 | 1323.7144 | 557.1903 | 766.5242 |
Avg Daily Profit (%) | 0.7454 | 0.689 | 0.0564 | 0.1439 | 0.102 | 0.117 |
Buy And Hold Return (%) | 13.9674 | 13.9674 | 13.9674 | 13.9674 | 13.9674 | 13.9674 |
Max Trade Drawdown | -118326 | -92404 | -91224 | -943835 | -692335 | -614304 |
Profit Factor | 3.4602 | 5.4058 | 1.3846 | 1.29 | 1.2252 | 1.3668 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 36.25 | 30 | 42.5 | 36.25 | 30 | 42.5 |
Ratio Avg Win / Avg Loss | 6.0851 | 12.6135 | 1.8732 | 2.2687 | 2.8588 | 1.8492 |
Largest Winning Trade | 1151712 | 1151712 | 63105 | 763976 | 763976 | 498627 |
Largest Losing Trade | -28116 | -22654 | -28116 | -278053 | -268234 | -278053 |
Avg Bars in Trades | 274 | 243 | 304 | 274 | 243 | 304 |
Avg Bars in Winners | 498 | 501 | 497 | 498 | 501 | 497 |
Avg Bars in Losers | 146 | 133 | 162 | 146 | 133 | 162 |
Bars Traded | 21933 | 9743 | 12190 | 21933 | 9743 | 12190 |
Profit Streak | 0 | 0 | 43.7386 | 0 | 0 | 43.7386 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9807 | 452167 | -118267 | -28526 | -63420 | -37157 |
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{ "first_band": { "type": "alma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 171, "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": [ [ 1376771.1292707205, 1272647.9635668406, 104123.1657038792, 1323714.4194510286, 557190.2592929192, 766524.1601581096 ], [ 1376.771129, 1272.647964, 104.123166, 1323.714419, 557.190259, 766.52416 ], [ 0.745377, 0.689005, 0.056372, 0.14389, 0.101986, 0.116973 ], [ 13.967438, 13.967438, 13.967438, 13.967438, 13.967438, 13.967438 ], [ -118326, -92404, -91224, -943835, -692335, -614304 ], [ 3.460169, 5.405789, 1.38455, 1.290041, 1.225199, 1.366814 ], [ 80, 40, 40, 80, 40, 40 ], [ 29, 12, 17, 29, 12, 17 ], [ 51, 28, 23, 51, 28, 23 ], [ 36.25, 30, 42.5, 36.25, 30, 42.5 ], [ 6.085126, 12.613508, 1.873214, 2.268692, 2.858798, 1.849219 ], [ 1151712, 1151712, 63105, 763976, 763976, 498627 ], [ -28116, -22654, -28116, -278053, -268234, -278053 ], [ 274, 243, 304, 274, 243, 304 ], [ 498, 501, 497, 498, 501, 497 ], [ 146, 133, 162, 146, 133, 162 ], [ 21933, 9743, 12190, 21933, 9743, 12190 ], [ 0, 0, 43.738628, 0, 0, 43.738628 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -9807, 452167, -118267, -28526, -63420, -37157 ] ] }
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{ "first_band": { "type": "alma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 171, "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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