Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819308.6041 | 734370.4556 | 84938.1486 | 6506328.7687 | 4757888.02 | 1748440.7488 |
Total P&L (%) | 819.3086 | 734.3705 | 84.9381 | 6506.3288 | 4757.888 | 1748.4407 |
Avg Daily Profit (%) | 0.4509 | 0.4041 | 0.0467 | 0.2309 | 0.2139 | 0.1606 |
Buy And Hold Return (%) | 647.2687 | 647.2687 | 647.2687 | 647.2687 | 647.2687 | 647.2687 |
Max Trade Drawdown | -100021 | -110064 | -93123 | -7464392 | -5392926 | -5946514 |
Profit Factor | 1.6683 | 2.1832 | 1.1403 | 1.1512 | 1.2058 | 1.0878 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 213 | 109 | 104 | 213 | 109 | 104 |
Losing Trades | 196 | 95 | 101 | 196 | 95 | 101 |
Profitability (%) | 52.0782 | 53.4314 | 50.7317 | 52.0782 | 53.4314 | 50.7317 |
Ratio Avg Win / Avg Loss | 1.5352 | 1.9028 | 1.1074 | 1.0593 | 1.0509 | 1.0564 |
Largest Winning Trade | 218846 | 218846 | 69389 | 2993819 | 2993819 | 1557069 |
Largest Losing Trade | -34294 | -34294 | -31237 | -2971097 | -1301218 | -2971097 |
Avg Bars in Trades | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Winners | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Losers | 47 | 40 | 53 | 47 | 40 | 53 |
Bars Traded | 21607 | 9951 | 11656 | 21607 | 9951 | 11656 |
Profit Streak | 0 | 4.7717 | 0 | 0 | 4.7717 | 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 | -67337 | -108050 | -361819 | -43513 | 345263 | -119029 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 151, "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": [ [ 819308.6041226754, 734370.4555646233, 84938.148558051, 6506328.76874372, 4757888.019977956, 1748440.748765761 ], [ 819.308604, 734.370456, 84.938149, 6506.328769, 4757.88802, 1748.440749 ], [ 0.450851, 0.404111, 0.04674, 0.230868, 0.213913, 0.160642 ], [ 647.268682, 647.268682, 647.268682, 647.268682, 647.268682, 647.268682 ], [ -100021, -110064, -93123, -7464392, -5392926, -5946514 ], [ 1.668304, 2.183201, 1.140327, 1.151186, 1.205816, 1.087782 ], [ 409, 204, 205, 409, 204, 205 ], [ 213, 109, 104, 213, 109, 104 ], [ 196, 95, 101, 196, 95, 101 ], [ 52.07824, 53.431373, 50.731707, 52.07824, 53.431373, 50.731707 ], [ 1.535153, 1.90279, 1.107433, 1.059307, 1.05094, 1.056403 ], [ 218846, 218846, 69389, 2993819, 2993819, 1557069 ], [ -34294, -34294, -31237, -2971097, -1301218, -2971097 ], [ 52, 48, 56, 52, 48, 56 ], [ 57, 55, 59, 57, 55, 59 ], [ 47, 40, 53, 47, 40, 53 ], [ 21607, 9951, 11656, 21607, 9951, 11656 ], [ 0, 4.771653, 0, 0, 4.771654, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -67337, -108050, -361819, -43513, 345263, -119029 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 151, "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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