Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -113404.1165 | 341997.7577 | -455401.8742 | -24537767.1292 | 18173943.1314 | -42711710.2606 |
Total P&L (%) | -113.4041 | 341.9978 | -455.4019 | -24537.7671 | 18173.9431 | -42711.7103 |
Avg Daily Profit (%) | -0.0626 | 0.1887 | -0.2513 | 0 | 0.2878 | 0 |
Buy And Hold Return (%) | 564.3071 | 564.3071 | 564.3071 | 564.3071 | 564.3071 | 564.3071 |
Max Trade Drawdown | -310581 | -58469 | -478665 | -62410959 | -6296665 | -64375394 |
Profit Factor | 0.8766 | 3.5278 | 0.4188 | 0.7289 | 1.9411 | 0.4001 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 50 | 24 | 26 | 47 | 20 | 27 |
Losing Trades | 37 | 20 | 17 | 40 | 24 | 16 |
Profitability (%) | 57.4713 | 54.5455 | 60.4651 | 54.023 | 45.4545 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.6487 | 2.9398 | 0.2738 | 0.6203 | 2.3293 | 0.2371 |
Largest Winning Trade | 117884 | 117884 | 71395 | 13785824 | 13785824 | 4374994 |
Largest Losing Trade | -294957 | -35607 | -294957 | -59800535 | -3113052 | -59800535 |
Avg Bars in Trades | 38 | 26 | 51 | 38 | 26 | 51 |
Avg Bars in Winners | 38 | 32 | 44 | 34 | 36 | 33 |
Avg Bars in Losers | 39 | 19 | 62 | 44 | 18 | 82 |
Bars Traded | 3390 | 1168 | 2222 | 3390 | 1168 | 2222 |
Profit Streak | 43.3115 | 187.8115 | 0 | 0 | 0 | 59.8115 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579024 | -149227 | -579370 | -580024 | 397567 | -578091 |
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{ "first_band": { "type": "bbu", "factors": { "length": 159, "offset": 0, "std": 1.8199 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 148 } } }
{ "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": [ [ -113404.1164514088, 341997.757743019, -455401.8741944278, -24537767.129207317, 18173943.131355807, -42711710.260563105 ], [ -113.404116, 341.997758, -455.401874, -24537.767129, 18173.943131, -42711.710261 ], [ -0.062585, 0.18874, -0.251326, 0, 0.287834, 0 ], [ 564.307106, 564.307106, 564.307106, 564.307106, 564.307106, 564.307106 ], [ -310581, -58469, -478665, -62410959, -6296665, -64375394 ], [ 0.876575, 3.527793, 0.41877, 0.728904, 1.941089, 0.400129 ], [ 87, 44, 43, 87, 44, 43 ], [ 50, 24, 26, 47, 20, 27 ], [ 37, 20, 17, 40, 24, 16 ], [ 57.471264, 54.545455, 60.465116, 54.022989, 45.454545, 62.790698 ], [ 0.648665, 2.939828, 0.273811, 0.620343, 2.329306, 0.237113 ], [ 117884, 117884, 71395, 13785824, 13785824, 4374994 ], [ -294957, -35607, -294957, -59800535, -3113052, -59800535 ], [ 38, 26, 51, 38, 26, 51 ], [ 38, 32, 44, 34, 36, 33 ], [ 39, 19, 62, 44, 18, 82 ], [ 3390, 1168, 2222, 3390, 1168, 2222 ], [ 43.311512, 187.811512, 0, 0, 0, 59.811512 ], [ 1, 4, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579024, -149227, -579370, -580024, 397567, -578091 ] ] }
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{ "first_band": { "type": "bbu", "factors": { "length": 159, "offset": 0, "std": 1.8199 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 148 } } }
# | 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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