Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99506.8412 | 53829.0728 | 45677.7684 | 78279.7095 | 35353.715 | 42925.9945 |
Total P&L (%) | 99.5068 | 53.8291 | 45.6778 | 78.2797 | 35.3537 | 42.926 |
Avg Daily Profit (%) | 0.1911 | 0.1034 | 0.0877 | 0.1111 | 0.0581 | 0.0686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53036 | -44578 | -59985 | -80225 | -65044 | -78987 |
Profit Factor | 1.3751 | 1.398 | 1.3514 | 1.2186 | 1.1862 | 1.2552 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 57.2519 | 57.5758 | 56.9231 | 57.2519 | 57.5758 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.0268 | 1.0301 | 1.0227 | 0.9099 | 0.8741 | 0.9499 |
Largest Winning Trade | 21589 | 21589 | 18268 | 18581 | 18059 | 18581 |
Largest Losing Trade | -38936 | -25230 | -38936 | -55432 | -38239 | -55432 |
Avg Bars in Trades | 181 | 191 | 170 | 181 | 191 | 170 |
Avg Bars in Winners | 145 | 153 | 137 | 145 | 153 | 137 |
Avg Bars in Losers | 229 | 243 | 215 | 229 | 243 | 215 |
Bars Traded | 23775 | 12664 | 11111 | 23775 | 12664 | 11111 |
Profit Streak | 19.2221 | 19.2221 | 31.7221 | 19.2221 | 19.2221 | 31.7221 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355365 | -178607 | -207040 | -45004 | -258487 | -235011 |
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{ "first_band": { "type": "alma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 132, "offset": 249 } } }
{ "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": [ [ 99506.8411682269, 53829.0727653348, 45677.7684028922, 78279.7094628978, 35353.7149937474, 42925.9944691503 ], [ 99.506841, 53.829073, 45.677768, 78.279709, 35.353715, 42.925994 ], [ 0.191054, 0.103352, 0.087702, 0.111074, 0.05814, 0.068598 ], [ 10, 10, 10, 10, 10, 10 ], [ -53036, -44578, -59985, -80225, -65044, -78987 ], [ 1.375133, 1.397985, 1.351358, 1.218616, 1.186215, 1.255185 ], [ 131, 66, 65, 131, 66, 65 ], [ 75, 38, 37, 75, 38, 37 ], [ 56, 28, 28, 56, 28, 28 ], [ 57.251908, 57.575758, 56.923077, 57.251908, 57.575758, 56.923077 ], [ 1.026766, 1.030094, 1.02265, 0.9099, 0.874053, 0.94987 ], [ 21589, 21589, 18268, 18581, 18059, 18581 ], [ -38936, -25230, -38936, -55432, -38239, -55432 ], [ 181, 191, 170, 181, 191, 170 ], [ 145, 153, 137, 145, 153, 137 ], [ 229, 243, 215, 229, 243, 215 ], [ 23775, 12664, 11111, 23775, 12664, 11111 ], [ 19.222107, 19.222107, 31.722107, 19.222107, 19.222107, 31.722107 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355365, -178607, -207040, -45004, -258487, -235011 ] ] }
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{ "first_band": { "type": "alma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 132, "offset": 249 } } }
# | 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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