Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107955.548 | 51081.6937 | 56873.8544 | 114565.4207 | 72061.1392 | 42504.2814 |
Total P&L (%) | 107.9555 | 51.0817 | 56.8739 | 114.5654 | 72.0611 | 42.5043 |
Avg Daily Profit (%) | 0.4145 | 0.1962 | 0.2184 | 0.2936 | 0.2086 | 0.1361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70295 | -66464 | -22001 | -64847 | -61587 | -29027 |
Profit Factor | 1.3599 | 1.3568 | 1.3628 | 1.3387 | 1.4571 | 1.2354 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 46.7626 | 44.9275 | 48.5714 | 46.7626 | 44.9275 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.5482 | 1.6632 | 1.4429 | 1.5241 | 1.7861 | 1.3081 |
Largest Winning Trade | 26257 | 26257 | 19940 | 37514 | 37514 | 22932 |
Largest Losing Trade | -12724 | -12724 | -9622 | -18977 | -12628 | -18977 |
Avg Bars in Trades | 175 | 185 | 166 | 175 | 185 | 166 |
Avg Bars in Winners | 220 | 219 | 221 | 220 | 219 | 221 |
Avg Bars in Losers | 136 | 158 | 113 | 136 | 158 | 113 |
Bars Traded | 24447 | 12815 | 11631 | 24447 | 12815 | 11631 |
Profit Streak | 7.1491 | 12.5137 | 7.1491 | 7.1491 | 12.5137 | 7.1491 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355658 | -96374 | -88356 | 313781 | -94393 | -109371 |
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{ "first_band": { "type": "t3", "factors": { "length": 143, "offset": 0, "a": 0.92556 } }, "second_band": { "type": "bbm", "factors": { "length": 82, "offset": 0, "std": 2.20274 } } }
{ "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": [ [ 107955.5480203255, 51081.6936527498, 56873.8543675757, 114565.4206874748, 72061.1392461809, 42504.281441294 ], [ 107.955548, 51.081694, 56.873854, 114.565421, 72.061139, 42.504281 ], [ 0.414544, 0.196151, 0.218393, 0.293589, 0.208604, 0.136104 ], [ 10, 10, 10, 10, 10, 10 ], [ -70295, -66464, -22001, -64847, -61587, -29027 ], [ 1.359909, 1.356786, 1.362761, 1.338725, 1.45708, 1.23539 ], [ 139, 69, 70, 139, 69, 70 ], [ 65, 31, 34, 65, 31, 34 ], [ 74, 38, 36, 74, 38, 36 ], [ 46.76259, 44.927536, 48.571429, 46.76259, 44.927536, 48.571429 ], [ 1.548204, 1.663158, 1.442923, 1.524087, 1.786099, 1.30806 ], [ 26257, 26257, 19940, 37514, 37514, 22932 ], [ -12724, -12724, -9622, -18977, -12628, -18977 ], [ 175, 185, 166, 175, 185, 166 ], [ 220, 219, 221, 220, 219, 221 ], [ 136, 158, 113, 136, 158, 113 ], [ 24447, 12815, 11631, 24447, 12815, 11631 ], [ 7.149122, 12.513705, 7.149122, 7.149122, 12.513706, 7.149122 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355658, -96374, -88356, 313781, -94393, -109371 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 143, "offset": 0, "a": 0.92556 } }, "second_band": { "type": "bbm", "factors": { "length": 82, "offset": 0, "std": 2.20274 } } }
# | 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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