Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1913612.1113 | 1908305.6259 | 5306.4854 | 560720.9633 | 964132.9072 | -403411.9439 |
Total P&L (%) | 1913.6121 | 1908.3056 | 5.3065 | 560.721 | 964.1329 | -403.4119 |
Avg Daily Profit (%) | 1.0495 | 1.0466 | 0.0029 | 0.1036 | 0.1298 | 0 |
Buy And Hold Return (%) | 731.0338 | 731.0338 | 731.0338 | 731.0338 | 731.0338 | 731.0338 |
Max Trade Drawdown | -171378 | -159447 | -42339 | -3901256 | -3472834 | -815270 |
Profit Factor | 3.3509 | 3.9678 | 1.031 | 1.0566 | 1.122 | 0.7992 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 45.3416 | 43.75 | 46.9136 | 45.3416 | 43.75 | 46.9136 |
Ratio Avg Win / Avg Loss | 4.0394 | 5.1015 | 1.1667 | 1.2737 | 1.4426 | 0.9044 |
Largest Winning Trade | 1336933 | 1336933 | 13575 | 2234432 | 2234432 | 312124 |
Largest Losing Trade | -51271 | -51271 | -14539 | -1333769 | -1333769 | -354601 |
Avg Bars in Trades | 129 | 239 | 20 | 129 | 239 | 20 |
Avg Bars in Winners | 181 | 356 | 20 | 181 | 356 | 20 |
Avg Bars in Losers | 86 | 149 | 20 | 86 | 149 | 20 |
Bars Traded | 20845 | 19187 | 1658 | 20845 | 19187 | 1658 |
Profit Streak | 0 | 95.3218 | 0 | 0 | 95.3218 | 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 | 553343 | -4368 | -553978 | -379299 | -193603 | -593658 |
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{ "first_band": { "type": "alma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 230, "offset": 0, "std": 3.90613 } } }
{ "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": [ [ 1913612.1112981106, 1908305.6259279263, 5306.4853701842, 560720.9633002606, 964132.9071735444, -403411.9438732829 ], [ 1913.612111, 1908.305626, 5.306485, 560.720963, 964.132907, -403.411944 ], [ 1.049463, 1.046553, 0.00291, 0.103604, 0.129771, 0 ], [ 731.033803, 731.033803, 731.033803, 731.033803, 731.033803, 731.033803 ], [ -171378, -159447, -42339, -3901256, -3472834, -815270 ], [ 3.35086, 3.967841, 1.03103, 1.056568, 1.121992, 0.799203 ], [ 161, 80, 81, 161, 80, 81 ], [ 73, 35, 38, 73, 35, 38 ], [ 88, 45, 43, 88, 45, 43 ], [ 45.341615, 43.75, 46.91358, 45.341615, 43.75, 46.91358 ], [ 4.039393, 5.10151, 1.166692, 1.273671, 1.442561, 0.904361 ], [ 1336933, 1336933, 13575, 2234432, 2234432, 312124 ], [ -51271, -51271, -14539, -1333769, -1333769, -354601 ], [ 129, 239, 20, 129, 239, 20 ], [ 181, 356, 20, 181, 356, 20 ], [ 86, 149, 20, 86, 149, 20 ], [ 20845, 19187, 1658, 20845, 19187, 1658 ], [ 0, 95.321778, 0, 0, 95.321778, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 553343, -4368, -553978, -379299, -193603, -593658 ] ] }
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{ "first_band": { "type": "alma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 230, "offset": 0, "std": 3.90613 } } }
# | 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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