Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479185.2049 | 1712782.0188 | -233596.8139 | -96796.2157 | 96481.5054 | -193277.7212 |
Total P&L (%) | 1479.1852 | 1712.782 | -233.5968 | -96.7962 | 96.4815 | -193.2777 |
Avg Daily Profit (%) | 0.6558 | 0.7594 | -0.1036 | -0.1524 | 0.0299 | 0 |
Buy And Hold Return (%) | 511.5234 | 511.5234 | 511.5234 | 511.5234 | 511.5234 | 511.5234 |
Max Trade Drawdown | -321113 | -204825 | -285323 | -237758 | -80626 | -191777 |
Profit Factor | 2.2981 | 3.8619 | 0.5682 | 0.8244 | 1.3705 | 0.335 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Losing Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Profitability (%) | 38.7931 | 44.8276 | 32.7586 | 38.7931 | 44.8276 | 32.7586 |
Ratio Avg Win / Avg Loss | 3.6259 | 4.7531 | 1.1664 | 1.3006 | 1.6867 | 0.6876 |
Largest Winning Trade | 1609370 | 1609370 | 36443 | 199474 | 199474 | 52569 |
Largest Losing Trade | -85653 | -49265 | -85653 | -70032 | -67154 | -70032 |
Avg Bars in Trades | 35 | 43 | 27 | 35 | 43 | 27 |
Avg Bars in Winners | 46 | 49 | 41 | 46 | 49 | 41 |
Avg Bars in Losers | 29 | 38 | 21 | 29 | 38 | 21 |
Bars Traded | 4134 | 2522 | 1612 | 4134 | 2522 | 1612 |
Profit Streak | 0 | 96.5381 | 0 | 0 | 96.5381 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325853 | -164529 | -765871 | -583161 | -498533 | -767538 |
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{ "first_band": { "type": "bbm", "factors": { "length": 179, "offset": 0, "std": 4.11502 } }, "second_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 3.04891 } } }
{ "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": [ [ 1479185.2048870714, 1712782.018817452, -233596.8139303806, -96796.2157345799, 96481.5054352685, -193277.7211698485 ], [ 1479.185205, 1712.782019, -233.596814, -96.796216, 96.481505, -193.277721 ], [ 0.655813, 0.75938, -0.103568, -0.152437, 0.029949, 0 ], [ 511.523352, 511.523352, 511.523352, 511.523352, 511.523352, 511.523352 ], [ -321113, -204825, -285323, -237758, -80626, -191777 ], [ 2.298085, 3.861924, 0.568245, 0.82435, 1.370462, 0.334991 ], [ 116, 58, 58, 116, 58, 58 ], [ 45, 26, 19, 45, 26, 19 ], [ 71, 32, 39, 71, 32, 39 ], [ 38.793103, 44.827586, 32.758621, 38.793103, 44.827586, 32.758621 ], [ 3.625868, 4.753138, 1.166399, 1.300641, 1.686723, 0.687613 ], [ 1609370, 1609370, 36443, 199474, 199474, 52569 ], [ -85653, -49265, -85653, -70032, -67154, -70032 ], [ 35, 43, 27, 35, 43, 27 ], [ 46, 49, 41, 46, 49, 41 ], [ 29, 38, 21, 29, 38, 21 ], [ 4134, 2522, 1612, 4134, 2522, 1612 ], [ 0, 96.538069, 0, 0, 96.538069, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325853, -164529, -765871, -583161, -498533, -767538 ] ] }
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{ "first_band": { "type": "bbm", "factors": { "length": 179, "offset": 0, "std": 4.11502 } }, "second_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 3.04891 } } }
# | 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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