Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187196.412 | 87591.6584 | 99604.7536 | 332661.7296 | 159763.9468 | 172897.7828 |
Total P&L (%) | 187.1964 | 87.5917 | 99.6048 | 332.6617 | 159.7639 | 172.8978 |
Avg Daily Profit (%) | 0.7188 | 0.3363 | 0.3825 | 0.5641 | 0.3672 | 0.3862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48313 | -61070 | -22224 | -62371 | -54866 | -48257 |
Profit Factor | 1.3474 | 1.3092 | 1.3899 | 1.4073 | 1.3727 | 1.4455 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 278 | 142 | 136 | 278 | 142 | 136 |
Losing Trades | 264 | 129 | 135 | 264 | 129 | 135 |
Profitability (%) | 51.2915 | 52.3985 | 50.1845 | 51.2915 | 52.3985 | 50.1845 |
Ratio Avg Win / Avg Loss | 1.2796 | 1.1893 | 1.3797 | 1.3364 | 1.247 | 1.4349 |
Largest Winning Trade | 25651 | 24962 | 25651 | 44824 | 44824 | 30846 |
Largest Losing Trade | -12699 | -12699 | -7612 | -28217 | -28217 | -16420 |
Avg Bars in Trades | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Winners | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Losers | 40 | 45 | 36 | 40 | 45 | 36 |
Bars Traded | 24581 | 12925 | 11656 | 24581 | 12925 | 11656 |
Profit Streak | 3.2874 | 0 | 8.0999 | 3.2874 | 0 | 8.0999 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473629 | 313335 | 397014 | 439176 | 336819 | 410407 |
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{ "first_band": { "type": "dema", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 46, "offset": 3 } } }
{ "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": [ [ 187196.4119580123, 87591.6583834546, 99604.7535745576, 332661.7295712974, 159763.9468197449, 172897.7827515524 ], [ 187.196412, 87.591658, 99.604754, 332.66173, 159.763947, 172.897783 ], [ 0.718825, 0.336348, 0.382477, 0.564055, 0.367236, 0.386247 ], [ 10, 10, 10, 10, 10, 10 ], [ -48313, -61070, -22224, -62371, -54866, -48257 ], [ 1.347435, 1.309158, 1.389885, 1.407289, 1.372703, 1.44549 ], [ 542, 271, 271, 542, 271, 271 ], [ 278, 142, 136, 278, 142, 136 ], [ 264, 129, 135, 264, 129, 135 ], [ 51.291513, 52.398524, 50.184502, 51.291513, 52.398524, 50.184502 ], [ 1.279579, 1.189305, 1.379665, 1.336418, 1.247033, 1.434861 ], [ 25651, 24962, 25651, 44824, 44824, 30846 ], [ -12699, -12699, -7612, -28217, -28217, -16420 ], [ 45, 47, 43, 45, 47, 43 ], [ 49, 49, 49, 49, 49, 49 ], [ 40, 45, 36, 40, 45, 36 ], [ 24581, 12925, 11656, 24581, 12925, 11656 ], [ 3.28743, 0, 8.09993, 3.28743, 0, 8.09993 ], [ 1, 0, 7, 1, 0, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 473629, 313335, 397014, 439176, 336819, 410407 ] ] }
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{ "first_band": { "type": "dema", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 46, "offset": 3 } } }
# | 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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