Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872317.0784 | 769138.4923 | 103178.5861 | 468745.1638 | 553155.9181 | -84410.7543 |
Total P&L (%) | 872.3171 | 769.1385 | 103.1786 | 468.7452 | 553.1559 | -84.4108 |
Avg Daily Profit (%) | 0.47 | 0.4144 | 0.0556 | 0.0937 | 0.1012 | -0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149204 | -119454 | -92152 | -858678 | -604826 | -424422 |
Profit Factor | 3.0182 | 4.2368 | 1.5302 | 1.2453 | 1.5406 | 0.9049 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 38.9831 | 46.6667 | 31.0345 | 38.9831 | 46.6667 | 31.0345 |
Ratio Avg Win / Avg Loss | 4.7241 | 4.842 | 3.4004 | 1.9491 | 1.7607 | 2.0109 |
Largest Winning Trade | 757219 | 757219 | 62274 | 734011 | 734011 | 248870 |
Largest Losing Trade | -49151 | -49151 | -41855 | -418602 | -418602 | -181253 |
Avg Bars in Trades | 120 | 97 | 144 | 120 | 97 | 144 |
Avg Bars in Winners | 223 | 144 | 345 | 223 | 144 | 345 |
Avg Bars in Losers | 55 | 57 | 54 | 55 | 57 | 54 |
Bars Traded | 7127 | 2938 | 4189 | 7127 | 2938 | 4189 |
Profit Streak | 0 | 0 | 78.3203 | 0 | 0 | 78.3203 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167951 | 567422 | -122548 | -251074 | -56182 | -584467 |
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{ "first_band": { "type": "ema", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "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": [ [ 872317.0784024051, 769138.4923047228, 103178.5860976822, 468745.1637601581, 553155.9180925117, -84410.7543323532 ], [ 872.317078, 769.138492, 103.178586, 468.745164, 553.155918, -84.410754 ], [ 0.469998, 0.414407, 0.055592, 0.0937, 0.101164, -0.100089 ], [ 10, 10, 10, 10, 10, 10 ], [ -149204, -119454, -92152, -858678, -604826, -424422 ], [ 3.018153, 4.236771, 1.530181, 1.245286, 1.540609, 0.904922 ], [ 59, 30, 29, 59, 30, 29 ], [ 23, 14, 9, 23, 14, 9 ], [ 36, 16, 20, 36, 16, 20 ], [ 38.983051, 46.666667, 31.034483, 38.983051, 46.666667, 31.034483 ], [ 4.724065, 4.842025, 3.400402, 1.949143, 1.760696, 2.010938 ], [ 757219, 757219, 62274, 734011, 734011, 248870 ], [ -49151, -49151, -41855, -418602, -418602, -181253 ], [ 120, 97, 144, 120, 97, 144 ], [ 223, 144, 345, 223, 144, 345 ], [ 55, 57, 54, 55, 57, 54 ], [ 7127, 2938, 4189, 7127, 2938, 4189 ], [ 0, 0, 78.320335, 0, 0, 78.320336 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167951, 567422, -122548, -251074, -56182, -584467 ] ] }
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{ "first_band": { "type": "ema", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "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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