Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1902483.972 | 1857785.0006 | 44698.9713 | 487734.2672 | 262154.8887 | 225579.3785 |
Total P&L (%) | 1902.484 | 1857.785 | 44.699 | 487.7343 | 262.1549 | 225.5794 |
Avg Daily Profit (%) | 1.0273 | 1.0031 | 0.0241 | 0.0957 | 0.0695 | 0.0638 |
Buy And Hold Return (%) | 71.4876 | 71.4876 | 71.4876 | 71.4876 | 71.4876 | 71.4876 |
Max Trade Drawdown | -113859 | -124831 | -48294 | -2021218 | -2328584 | -760845 |
Profit Factor | 4.7732 | 7.7723 | 1.1944 | 1.0694 | 1.0666 | 1.073 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 38.0282 | 30.5556 | 45.7143 | 38.0282 | 30.5556 | 45.7143 |
Ratio Avg Win / Avg Loss | 7.7785 | 17.6644 | 1.4184 | 1.7427 | 2.424 | 1.2742 |
Largest Winning Trade | 1840223 | 1840223 | 63598 | 1878093 | 1878093 | 837882 |
Largest Losing Trade | -46837 | -29174 | -46837 | -761153 | -761153 | -675614 |
Avg Bars in Trades | 99 | 94 | 105 | 99 | 94 | 105 |
Avg Bars in Winners | 170 | 184 | 160 | 170 | 184 | 160 |
Avg Bars in Losers | 56 | 54 | 57 | 56 | 54 | 57 |
Bars Traded | 7078 | 3403 | 3675 | 7078 | 3403 | 3675 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74941 | 515042 | -334726 | -304379 | -256412 | -252680 |
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{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 4.43785 } }, "second_band": { "type": "midpoint", "factors": { "length": 53, "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": [ [ 1902483.971954024, 1857785.0006436259, 44698.9713103979, 487734.2671924601, 262154.8887045276, 225579.3784879328 ], [ 1902.483972, 1857.785001, 44.698971, 487.734267, 262.154889, 225.579378 ], [ 1.027259, 1.003124, 0.024136, 0.095678, 0.069511, 0.063759 ], [ 71.487603, 71.487603, 71.487603, 71.487603, 71.487603, 71.487603 ], [ -113859, -124831, -48294, -2021218, -2328584, -760845 ], [ 4.773194, 7.772337, 1.194436, 1.069385, 1.066555, 1.072991 ], [ 71, 36, 35, 71, 36, 35 ], [ 27, 11, 16, 27, 11, 16 ], [ 44, 25, 19, 44, 25, 19 ], [ 38.028169, 30.555556, 45.714286, 38.028169, 30.555556, 45.714286 ], [ 7.778539, 17.664403, 1.418392, 1.742701, 2.423989, 1.274177 ], [ 1840223, 1840223, 63598, 1878093, 1878093, 837882 ], [ -46837, -29174, -46837, -761153, -761153, -675614 ], [ 99, 94, 105, 99, 94, 105 ], [ 170, 184, 160, 170, 184, 160 ], [ 56, 54, 57, 56, 54, 57 ], [ 7078, 3403, 3675, 7078, 3403, 3675 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74941, 515042, -334726, -304379, -256412, -252680 ] ] }
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{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 4.43785 } }, "second_band": { "type": "midpoint", "factors": { "length": 53, "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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