Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96138.3401 | 15898.7228 | 80239.6172 | 61504.7756 | 22372.8896 | 39131.8859 |
Total P&L (%) | 96.1383 | 15.8987 | 80.2396 | 61.5048 | 22.3729 | 39.1319 |
Avg Daily Profit (%) | 0.1846 | 0.0305 | 0.1541 | 0.0921 | 0.0388 | 0.0634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66823 | -9913 | -77308 | -110672 | -16071 | -122984 |
Profit Factor | 1.4992 | 1.3871 | 1.5295 | 1.197 | 1.3558 | 1.1569 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.8261 | 45.7143 | 50 | 47.8261 | 45.7143 | 50 |
Ratio Avg Win / Avg Loss | 1.6354 | 1.6471 | 1.5295 | 1.3058 | 1.61 | 1.1569 |
Largest Winning Trade | 52002 | 15460 | 52002 | 54936 | 23044 | 54936 |
Largest Losing Trade | -34833 | -5616 | -34833 | -46764 | -10310 | -46764 |
Avg Bars in Trades | 332 | 22 | 650 | 332 | 22 | 650 |
Avg Bars in Winners | 485 | 31 | 913 | 485 | 31 | 913 |
Avg Bars in Losers | 191 | 15 | 388 | 191 | 15 | 388 |
Bars Traded | 22919 | 786 | 22132 | 22919 | 786 | 22132 |
Profit Streak | 46.7153 | 46.7153 | 47.2986 | 46.7153 | 46.7153 | 47.2986 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96802 | -161409 | 352790 | -181178 | -146288 | -158495 |
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{ "first_band": { "type": "dcu", "factors": { "length": 239, "offset": 59 } }, "second_band": { "type": "midprice", "factors": { "length": 98, "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": [ [ 96138.3400698196, 15898.722838288, 80239.6172315316, 61504.7755828534, 22372.8896384981, 39131.8859443553 ], [ 96.13834, 15.898723, 80.239617, 61.504776, 22.37289, 39.131886 ], [ 0.184587, 0.030526, 0.154061, 0.092081, 0.038773, 0.063429 ], [ 10, 10, 10, 10, 10, 10 ], [ -66823, -9913, -77308, -110672, -16071, -122984 ], [ 1.499152, 1.387062, 1.529536, 1.196955, 1.355831, 1.156902 ], [ 69, 35, 34, 69, 35, 34 ], [ 33, 16, 17, 33, 16, 17 ], [ 36, 19, 17, 36, 19, 17 ], [ 47.826087, 45.714286, 50, 47.826087, 45.714286, 50 ], [ 1.635438, 1.647137, 1.529536, 1.305769, 1.610049, 1.156902 ], [ 52002, 15460, 52002, 54936, 23044, 54936 ], [ -34833, -5616, -34833, -46764, -10310, -46764 ], [ 332, 22, 650, 332, 22, 650 ], [ 485, 31, 913, 485, 31, 913 ], [ 191, 15, 388, 191, 15, 388 ], [ 22919, 786, 22132, 22919, 786, 22132 ], [ 46.715254, 46.715254, 47.298587, 46.715254, 46.715254, 47.298587 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -96802, -161409, 352790, -181178, -146288, -158495 ] ] }
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{ "first_band": { "type": "dcu", "factors": { "length": 239, "offset": 59 } }, "second_band": { "type": "midprice", "factors": { "length": 98, "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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