Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1937112.27 | 1816338.905 | 120773.365 | 537282.8412 | -143188.6215 | 680471.4627 |
Total P&L (%) | 1937.1123 | 1816.3389 | 120.7734 | 537.2828 | -143.1886 | 680.4715 |
Avg Daily Profit (%) | 0.8179 | 0.7669 | 0.051 | 0.0782 | 0 | 0.0868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137637 | -166044 | -29652 | -3946574 | -4245823 | -442744 |
Profit Factor | 5.4318 | 6.1604 | 2.419 | 1.0842 | 0.9738 | 1.7483 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 54.2373 | 44.8276 | 63.3333 | 54.2373 | 44.8276 | 63.3333 |
Ratio Avg Win / Avg Loss | 4.5831 | 7.582 | 1.4005 | 0.9148 | 1.1986 | 1.0122 |
Largest Winning Trade | 1871116 | 1871116 | 34380 | 3941081 | 3941081 | 292055 |
Largest Losing Trade | -63134 | -63134 | -16283 | -2308816 | -2308816 | -234011 |
Avg Bars in Trades | 222 | 403 | 48 | 222 | 403 | 48 |
Avg Bars in Winners | 252 | 548 | 50 | 252 | 548 | 50 |
Avg Bars in Losers | 187 | 285 | 44 | 187 | 285 | 44 |
Bars Traded | 13148 | 11704 | 1444 | 13148 | 11704 | 1444 |
Profit Streak | 114.6887 | 114.6887 | 223.1887 | 114.6887 | 114.6887 | 223.1887 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156304 | 716702 | -118277 | -395232 | -580614 | -71420 |
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{ "first_band": { "type": "midprice", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 122, "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": [ [ 1937112.2700052266, 1816338.9050057463, 120773.3649994803, 537282.84121693, -143188.6215023386, 680471.4627192686 ], [ 1937.11227, 1816.338905, 120.773365, 537.282841, -143.188622, 680.471463 ], [ 0.817923, 0.766928, 0.050995, 0.078231, 0, 0.086796 ], [ 10, 10, 10, 10, 10, 10 ], [ -137637, -166044, -29652, -3946574, -4245823, -442744 ], [ 5.431833, 6.160383, 2.418976, 1.084219, 0.973824, 1.748322 ], [ 59, 29, 30, 59, 29, 30 ], [ 32, 13, 19, 32, 13, 19 ], [ 27, 16, 11, 27, 16, 11 ], [ 54.237288, 44.827586, 63.333333, 54.237288, 44.827586, 63.333333 ], [ 4.583109, 7.58201, 1.40046, 0.91481, 1.198553, 1.012186 ], [ 1871116, 1871116, 34380, 3941081, 3941081, 292055 ], [ -63134, -63134, -16283, -2308816, -2308816, -234011 ], [ 222, 403, 48, 222, 403, 48 ], [ 252, 548, 50, 252, 548, 50 ], [ 187, 285, 44, 187, 285, 44 ], [ 13148, 11704, 1444, 13148, 11704, 1444 ], [ 114.688667, 114.688667, 223.188667, 114.688667, 114.688667, 223.188667 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -156304, 716702, -118277, -395232, -580614, -71420 ] ] }
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{ "first_band": { "type": "midprice", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 122, "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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