Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870974.8186 | 704643.9513 | 166330.8673 | 26279647.959 | 29633547.8095 | -3353899.8504 |
Total P&L (%) | 870.9748 | 704.644 | 166.3309 | 26279.648 | 29633.5478 | -3353.8999 |
Avg Daily Profit (%) | 0.3483 | 0.2818 | 0.0665 | 0.2232 | 0.228 | 0 |
Buy And Hold Return (%) | 798.2319 | 798.2319 | 798.2319 | 798.2319 | 798.2319 | 798.2319 |
Max Trade Drawdown | -110141 | -88000 | -52812 | -11929589 | -4305717 | -12114536 |
Profit Factor | 3.1502 | 4.081 | 1.9432 | 1.8932 | 3.2599 | 0.7944 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 64.557 | 69.2308 | 60 | 64.557 | 69.2308 | 60 |
Ratio Avg Win / Avg Loss | 1.7295 | 1.8138 | 1.2955 | 1.0394 | 1.4489 | 0.5296 |
Largest Winning Trade | 172914 | 172914 | 48988 | 16132692 | 16132692 | 4317764 |
Largest Losing Trade | -52411 | -52411 | -36566 | -5096171 | -2996860 | -5096171 |
Avg Bars in Trades | 88 | 108 | 69 | 88 | 108 | 69 |
Avg Bars in Winners | 94 | 98 | 89 | 94 | 98 | 89 |
Avg Bars in Losers | 78 | 130 | 38 | 78 | 130 | 38 |
Bars Traded | 6995 | 4229 | 2766 | 6995 | 4229 | 2766 |
Profit Streak | 101.9791 | 139.3124 | 101.9791 | 101.9791 | 139.3124 | 101.9791 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150255 | -146836 | -265432 | -17435 | 593338 | -578892 |
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{ "first_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 195, "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": [ [ 870974.8186031497, 704643.9513290246, 166330.8672741249, 26279647.95903399, 29633547.809477065, -3353899.8504430875 ], [ 870.974819, 704.643951, 166.330867, 26279.647959, 29633.547809, -3353.89985 ], [ 0.348297, 0.281782, 0.066515, 0.223196, 0.227993, 0 ], [ 798.231889, 798.231889, 798.231889, 798.231889, 798.231889, 798.231889 ], [ -110141, -88000, -52812, -11929589, -4305717, -12114536 ], [ 3.15024, 4.080972, 1.94318, 1.893189, 3.259937, 0.794362 ], [ 79, 39, 40, 79, 39, 40 ], [ 51, 27, 24, 51, 27, 24 ], [ 28, 12, 16, 28, 12, 16 ], [ 64.556962, 69.230769, 60, 64.556962, 69.230769, 60 ], [ 1.729543, 1.813765, 1.295454, 1.039398, 1.448861, 0.529575 ], [ 172914, 172914, 48988, 16132692, 16132692, 4317764 ], [ -52411, -52411, -36566, -5096171, -2996860, -5096171 ], [ 88, 108, 69, 88, 108, 69 ], [ 94, 98, 89, 94, 98, 89 ], [ 78, 130, 38, 78, 130, 38 ], [ 6995, 4229, 2766, 6995, 4229, 2766 ], [ 101.979109, 139.312443, 101.979109, 101.979109, 139.312443, 101.979109 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150255, -146836, -265432, -17435, 593338, -578892 ] ] }
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{ "first_band": { "type": "sma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 195, "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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