Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712238.2149 | 550712.8703 | 161525.3446 | 453874.0395 | -749.8669 | 454623.9064 |
Total P&L (%) | 712.2382 | 550.7129 | 161.5253 | 453.874 | -0.7499 | 454.6239 |
Avg Daily Profit (%) | 0.4837 | 0.374 | 0.1097 | 0.1163 | -0.0005 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121625 | -143185 | -69972 | -964363 | -833921 | -593703 |
Profit Factor | 1.6371 | 1.9973 | 1.2855 | 1.0829 | 0.9997 | 1.1681 |
Total Trades | 680 | 340 | 340 | 680 | 340 | 340 |
Winning Trades | 234 | 99 | 135 | 234 | 99 | 135 |
Losing Trades | 446 | 241 | 205 | 446 | 241 | 205 |
Profitability (%) | 34.4118 | 29.1176 | 39.7059 | 34.4118 | 29.1176 | 39.7059 |
Ratio Avg Win / Avg Loss | 3.1202 | 4.8621 | 1.952 | 2.0639 | 2.4337 | 1.7739 |
Largest Winning Trade | 416247 | 416247 | 62793 | 761018 | 761018 | 302554 |
Largest Losing Trade | -23244 | -23244 | -20499 | -168671 | -168671 | -105591 |
Avg Bars in Trades | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Winners | 47 | 41 | 52 | 47 | 41 | 52 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 17365 | 7376 | 9989 | 17365 | 7376 | 9989 |
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 | 407898 | 113521 | -47935 | -168203 | -588166 | -74545 |
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{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 4.73735 } } }
{ "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": [ [ 712238.2148903778, 550712.8703183762, 161525.3445720011, 453874.0394519384, -749.8669384674, 454623.9063904051 ], [ 712.238215, 550.71287, 161.525345, 453.874039, -0.749867, 454.623906 ], [ 0.483719, 0.374019, 0.109701, 0.116323, -0.000511, 0.116415 ], [ 10, 10, 10, 10, 10, 10 ], [ -121625, -143185, -69972, -964363, -833921, -593703 ], [ 1.637065, 1.997279, 1.28549, 1.082867, 0.99973, 1.168146 ], [ 680, 340, 340, 680, 340, 340 ], [ 234, 99, 135, 234, 99, 135 ], [ 446, 241, 205, 446, 241, 205 ], [ 34.411765, 29.117647, 39.705882, 34.411765, 29.117647, 39.705882 ], [ 3.120218, 4.862063, 1.95204, 2.063925, 2.433685, 1.773852 ], [ 416247, 416247, 62793, 761018, 761018, 302554 ], [ -23244, -23244, -20499, -168671, -168671, -105591 ], [ 25, 21, 29, 25, 21, 29 ], [ 47, 41, 52, 47, 41, 52 ], [ 13, 13, 13, 13, 13, 13 ], [ 17365, 7376, 9989, 17365, 7376, 9989 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407898, 113521, -47935, -168203, -588166, -74545 ] ] }
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{ "first_band": { "type": "alma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 4.73735 } } }
# | 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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