Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116093.5756 | 50540.5174 | 65553.0582 | 139156.7897 | 93666.4896 | 45490.3001 |
Total P&L (%) | 116.0936 | 50.5405 | 65.5531 | 139.1568 | 93.6665 | 45.4903 |
Avg Daily Profit (%) | 0.4458 | 0.1941 | 0.2517 | 0.3354 | 0.2541 | 0.1441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54219 | -24349 | -40406 | -176401 | -74073 | -124518 |
Profit Factor | 1.4804 | 1.6558 | 1.3983 | 1.2047 | 1.4283 | 1.0987 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Profitability (%) | 46.5116 | 50.7692 | 42.1875 | 46.5116 | 50.7692 | 42.1875 |
Ratio Avg Win / Avg Loss | 1.7024 | 1.6056 | 1.9161 | 1.3854 | 1.385 | 1.5056 |
Largest Winning Trade | 29249 | 20057 | 29249 | 56328 | 48558 | 56328 |
Largest Losing Trade | -11966 | -8136 | -11966 | -39880 | -27811 | -39880 |
Avg Bars in Trades | 187 | 76 | 300 | 187 | 76 | 300 |
Avg Bars in Winners | 262 | 90 | 472 | 262 | 90 | 472 |
Avg Bars in Losers | 123 | 62 | 175 | 123 | 62 | 175 |
Bars Traded | 24248 | 4988 | 19260 | 24248 | 4988 | 19260 |
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 | 345925 | -123567 | -134329 | 211304 | -124024 | -257223 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 51, "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": [ [ 116093.5756298606, 50540.5174484219, 65553.0581814388, 139156.7897261876, 93666.4896416206, 45490.300084567 ], [ 116.093576, 50.540517, 65.553058, 139.15679, 93.66649, 45.4903 ], [ 0.445794, 0.194073, 0.251721, 0.335385, 0.254131, 0.144079 ], [ 10, 10, 10, 10, 10, 10 ], [ -54219, -24349, -40406, -176401, -74073, -124518 ], [ 1.480375, 1.655765, 1.398252, 1.204699, 1.428281, 1.098654 ], [ 129, 65, 64, 129, 65, 64 ], [ 60, 33, 27, 60, 33, 27 ], [ 69, 32, 37, 69, 32, 37 ], [ 46.511628, 50.769231, 42.1875, 46.511628, 50.769231, 42.1875 ], [ 1.702431, 1.605591, 1.916124, 1.385404, 1.385, 1.505563 ], [ 29249, 20057, 29249, 56328, 48558, 56328 ], [ -11966, -8136, -11966, -39880, -27811, -39880 ], [ 187, 76, 300, 187, 76, 300 ], [ 262, 90, 472, 262, 90, 472 ], [ 123, 62, 175, 123, 62, 175 ], [ 24248, 4988, 19260, 24248, 4988, 19260 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345925, -123567, -134329, 211304, -124024, -257223 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 51, "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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