Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95393.7567 | 91618.5629 | 3775.1938 | 120997.3909 | 115225.5683 | 5771.8227 |
Total P&L (%) | 95.3938 | 91.6186 | 3.7752 | 120.9974 | 115.2256 | 5.7718 |
Avg Daily Profit (%) | 0.3802 | 0.3651 | 0.015 | 0.3165 | 0.306 | 0.0224 |
Buy And Hold Return (%) | 22.9627 | 22.9627 | 22.9627 | 22.9627 | 22.9627 | 22.9627 |
Max Trade Drawdown | -29691 | -30641 | -3715 | -77116 | -79477 | -8690 |
Profit Factor | 2.1595 | 2.3355 | 1.2763 | 1.679 | 1.7617 | 1.2144 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 55.3846 | 59.375 | 51.5152 | 55.3846 | 59.375 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.7396 | 1.598 | 1.2012 | 1.3525 | 1.2053 | 1.1429 |
Largest Winning Trade | 35479 | 35479 | 4407 | 41639 | 41639 | 8550 |
Largest Losing Trade | -20951 | -20951 | -2491 | -52568 | -52568 | -5780 |
Avg Bars in Trades | 328 | 661 | 5 | 328 | 661 | 5 |
Avg Bars in Winners | 397 | 748 | 5 | 397 | 748 | 5 |
Avg Bars in Losers | 242 | 533 | 6 | 242 | 533 | 6 |
Bars Traded | 21354 | 21165 | 189 | 21354 | 21165 | 189 |
Profit Streak | 0 | 16.5355 | 0 | 0 | 16.5355 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125543 | 434696 | -339004 | -127194 | 369375 | -330177 |
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{ "first_band": { "type": "alma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 178, "offset": 0, "std": 1.32804 } } }
{ "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": [ [ 95393.7567183382, 91618.5629121955, 3775.1938061427, 120997.390941721, 115225.568291212, 5771.822650509 ], [ 95.393757, 91.618563, 3.775194, 120.997391, 115.225568, 5.771823 ], [ 0.380191, 0.365145, 0.015046, 0.316542, 0.305962, 0.022367 ], [ 22.962712, 22.962712, 22.962712, 22.962712, 22.962712, 22.962712 ], [ -29691, -30641, -3715, -77116, -79477, -8690 ], [ 2.159542, 2.335486, 1.27626, 1.678965, 1.761658, 1.21436 ], [ 65, 32, 33, 65, 32, 33 ], [ 36, 19, 17, 36, 19, 17 ], [ 29, 13, 16, 29, 13, 16 ], [ 55.384615, 59.375, 51.515152, 55.384615, 59.375, 51.515152 ], [ 1.739631, 1.597964, 1.201186, 1.3525, 1.205345, 1.142927 ], [ 35479, 35479, 4407, 41639, 41639, 8550 ], [ -20951, -20951, -2491, -52568, -52568, -5780 ], [ 328, 661, 5, 328, 661, 5 ], [ 397, 748, 5, 397, 748, 5 ], [ 242, 533, 6, 242, 533, 6 ], [ 21354, 21165, 189, 21354, 21165, 189 ], [ 0, 16.535505, 0, 0, 16.535506, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125543, 434696, -339004, -127194, 369375, -330177 ] ] }
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{ "first_band": { "type": "alma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 178, "offset": 0, "std": 1.32804 } } }
# | 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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