Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819359.866 | 763840.3496 | 55519.5165 | 1970629.9495 | 3234068.1357 | -1263438.1863 |
Total P&L (%) | 819.3599 | 763.8404 | 55.5195 | 1970.6299 | 3234.0681 | -1263.4382 |
Avg Daily Profit (%) | 0.4492 | 0.4187 | 0.0304 | 0.1663 | 0.1924 | 0 |
Buy And Hold Return (%) | 839.4913 | 839.4913 | 839.4913 | 839.4913 | 839.4913 | 839.4913 |
Max Trade Drawdown | -120518 | -60540 | -72367 | -3595083 | -1741379 | -1853704 |
Profit Factor | 3.194 | 6.5085 | 1.2365 | 1.269 | 2.206 | 0.7279 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 45.3125 | 43.75 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 3.8548 | 8.3681 | 1.4013 | 1.5316 | 2.8363 | 0.825 |
Largest Winning Trade | 388253 | 388253 | 68597 | 3346842 | 3346842 | 785511 |
Largest Losing Trade | -39019 | -18396 | -39019 | -837193 | -485043 | -837193 |
Avg Bars in Trades | 159 | 89 | 230 | 159 | 89 | 230 |
Avg Bars in Winners | 241 | 146 | 329 | 241 | 146 | 329 |
Avg Bars in Losers | 92 | 45 | 142 | 92 | 45 | 142 |
Bars Traded | 10236 | 2873 | 7363 | 10236 | 2873 | 7363 |
Profit Streak | 9.7096 | 35.5429 | 9.7096 | 9.7096 | 35.5429 | 9.7096 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -293999 | -148813 | -318891 | -140311 | 300447 | -581360 |
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{ "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": [ [ 819359.8660424108, 763840.3495597803, 55519.5164826309, 1970629.9494556582, 3234068.135733225, -1263438.1862775655 ], [ 819.359866, 763.84035, 55.519516, 1970.629949, 3234.068136, -1263.438186 ], [ 0.449169, 0.418733, 0.030435, 0.166265, 0.192425, 0 ], [ 839.491328, 839.491328, 839.491328, 839.491328, 839.491328, 839.491328 ], [ -120518, -60540, -72367, -3595083, -1741379, -1853704 ], [ 3.19398, 6.508534, 1.236461, 1.269011, 2.205996, 0.72793 ], [ 64, 32, 32, 64, 32, 32 ], [ 29, 14, 15, 29, 14, 15 ], [ 35, 18, 17, 35, 18, 17 ], [ 45.3125, 43.75, 46.875, 45.3125, 43.75, 46.875 ], [ 3.854804, 8.368115, 1.401323, 1.531566, 2.836281, 0.824987 ], [ 388253, 388253, 68597, 3346842, 3346842, 785511 ], [ -39019, -18396, -39019, -837193, -485043, -837193 ], [ 159, 89, 230, 159, 89, 230 ], [ 241, 146, 329, 241, 146, 329 ], [ 92, 45, 142, 92, 45, 142 ], [ 10236, 2873, 7363, 10236, 2873, 7363 ], [ 9.709571, 35.542904, 9.709571, 9.709571, 35.542904, 9.709571 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -293999, -148813, -318891, -140311, 300447, -581360 ] ] }
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{ "first_band": { "type": "midprice", "factors": { "length": 158, "offset": 70 } }, "second_band": { "type": "dcl", "factors": { "length": 33, "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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