Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85249.7976 | 32515.6564 | 52734.1412 | 86427.2543 | 30471.2499 | 55956.0044 |
Total P&L (%) | 85.2498 | 32.5157 | 52.7341 | 86.4273 | 30.4713 | 55.956 |
Avg Daily Profit (%) | 0.3274 | 0.1249 | 0.2025 | 0.2395 | 0.1022 | 0.1708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27864 | -40771 | -24854 | -46082 | -51204 | -44777 |
Profit Factor | 1.389 | 1.2585 | 1.5648 | 1.2636 | 1.167 | 1.3846 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 45.1613 | 45.6522 | 44.6809 | 45.1613 | 45.6522 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.6867 | 1.4982 | 1.9374 | 1.5343 | 1.3893 | 1.7143 |
Largest Winning Trade | 26264 | 26264 | 19183 | 30723 | 30723 | 26461 |
Largest Losing Trade | -8883 | -8883 | -8596 | -16592 | -16105 | -16592 |
Avg Bars in Trades | 263 | 285 | 242 | 263 | 285 | 242 |
Avg Bars in Winners | 339 | 361 | 318 | 339 | 361 | 318 |
Avg Bars in Losers | 200 | 221 | 180 | 200 | 221 | 180 |
Bars Traded | 24505 | 13115 | 11390 | 24505 | 13115 | 11390 |
Profit Streak | 7.0824 | 7.3637 | 7.0824 | 7.0824 | 7.3637 | 7.0824 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308557 | -31717 | 237780 | 253911 | -98746 | 196103 |
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{ "first_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.84679 } }, "second_band": { "type": "bbm", "factors": { "length": 130, "offset": 247, "std": 4.98114 } } }
{ "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": [ [ 85249.7976286471, 32515.6564219351, 52734.1412067121, 86427.2542614049, 30471.2499100689, 55956.0043513359 ], [ 85.249798, 32.515656, 52.734141, 86.427254, 30.47125, 55.956004 ], [ 0.327355, 0.124859, 0.202497, 0.239466, 0.102188, 0.170795 ], [ 10, 10, 10, 10, 10, 10 ], [ -27864, -40771, -24854, -46082, -51204, -44777 ], [ 1.38903, 1.258527, 1.564836, 1.263562, 1.167035, 1.384592 ], [ 93, 46, 47, 93, 46, 47 ], [ 42, 21, 21, 42, 21, 21 ], [ 51, 25, 26, 51, 25, 26 ], [ 45.16129, 45.652174, 44.680851, 45.16129, 45.652174, 44.680851 ], [ 1.686679, 1.498247, 1.937416, 1.534326, 1.389327, 1.714256 ], [ 26264, 26264, 19183, 30723, 30723, 26461 ], [ -8883, -8883, -8596, -16592, -16105, -16592 ], [ 263, 285, 242, 263, 285, 242 ], [ 339, 361, 318, 339, 361, 318 ], [ 200, 221, 180, 200, 221, 180 ], [ 24505, 13115, 11390, 24505, 13115, 11390 ], [ 7.082408, 7.363658, 7.082408, 7.082408, 7.363658, 7.082408 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308557, -31717, 237780, 253911, -98746, 196103 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.84679 } }, "second_band": { "type": "bbm", "factors": { "length": 130, "offset": 247, "std": 4.98114 } } }
# | 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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