Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445978.7688 | 436509.9857 | 9468.7832 | 109312.6365 | 274137.0095 | -164824.3731 |
Total P&L (%) | 445.9788 | 436.51 | 9.4688 | 109.3126 | 274.137 | -164.8244 |
Avg Daily Profit (%) | 0.2369 | 0.2319 | 0.005 | 0.0393 | 0.0701 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150311 | -95760 | -121306 | -253173 | -93957 | -224769 |
Profit Factor | 1.7359 | 2.6597 | 1.0276 | 1.1573 | 2.0727 | 0.625 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 37.8378 | 37.8378 | 37.8378 | 37.8378 | 37.8378 | 37.8378 |
Ratio Avg Win / Avg Loss | 2.8518 | 4.3694 | 1.6882 | 1.9012 | 3.4051 | 1.0268 |
Largest Winning Trade | 234183 | 234183 | 57398 | 202160 | 202160 | 55966 |
Largest Losing Trade | -34569 | -24862 | -34569 | -67792 | -28596 | -67792 |
Avg Bars in Trades | 96 | 79 | 114 | 96 | 79 | 114 |
Avg Bars in Winners | 174 | 143 | 206 | 174 | 143 | 206 |
Avg Bars in Losers | 49 | 40 | 58 | 49 | 40 | 58 |
Bars Traded | 7157 | 2938 | 4219 | 7157 | 2938 | 4219 |
Profit Streak | 88.4214 | 132.1714 | 88.4214 | 88.4214 | 132.1714 | 88.4214 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61319 | 317200 | -545096 | -259454 | -99523 | -583277 |
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 61, "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": [ [ 445978.7688488975, 436509.9856648188, 9468.7831840786, 109312.636462, 274137.0095180585, -164824.3730560585 ], [ 445.978769, 436.509986, 9.468783, 109.312636, 274.13701, -164.824373 ], [ 0.236939, 0.231909, 0.005031, 0.039251, 0.070124, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -150311, -95760, -121306, -253173, -93957, -224769 ], [ 1.735851, 2.659652, 1.027601, 1.157255, 2.072671, 0.625028 ], [ 74, 37, 37, 74, 37, 37 ], [ 28, 14, 14, 28, 14, 14 ], [ 46, 23, 23, 46, 23, 23 ], [ 37.837838, 37.837838, 37.837838, 37.837838, 37.837838, 37.837838 ], [ 2.851755, 4.369429, 1.688202, 1.901205, 3.405102, 1.026832 ], [ 234183, 234183, 57398, 202160, 202160, 55966 ], [ -34569, -24862, -34569, -67792, -28596, -67792 ], [ 96, 79, 114, 96, 79, 114 ], [ 174, 143, 206, 174, 143, 206 ], [ 49, 40, 58, 49, 40, 58 ], [ 7157, 2938, 4219, 7157, 2938, 4219 ], [ 88.421385, 132.171385, 88.421385, 88.421385, 132.171385, 88.421385 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -61319, 317200, -545096, -259454, -99523, -583277 ] ] }
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 61, "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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