Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1979412.3078 | 28516.3935 | -2007928.7013 | 280203.8043 | -5056281.9558 | 5336485.76 |
Total P&L (%) | -1979.4123 | 28.5164 | -2007.9287 | 280.2038 | -5056.282 | 5336.4858 |
Avg Daily Profit (%) | -1.1623 | 0.0167 | -1.1791 | 0.0785 | 0 | 0.2349 |
Buy And Hold Return (%) | 1786.6236 | 1786.6236 | 1786.6236 | 1786.6236 | 1786.6236 | 1786.6236 |
Max Trade Drawdown | -2067633 | -113188 | -2067356 | -6594163 | -5127902 | -3264977 |
Profit Factor | 0.256 | 1.0919 | 0.1456 | 1.0148 | 0.4718 | 1.5693 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 208 | 102 | 106 | 194 | 94 | 100 |
Losing Trades | 52 | 28 | 24 | 66 | 36 | 30 |
Profitability (%) | 80 | 78.4615 | 81.5385 | 74.6154 | 72.3077 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.064 | 0.2997 | 0.033 | 0.3452 | 0.1807 | 0.4708 |
Largest Winning Trade | 27138 | 27138 | 18361 | 9771046 | 724360 | 9771046 |
Largest Losing Trade | -1756279 | -55100 | -1756279 | -3753659 | -3753659 | -2714096 |
Avg Bars in Trades | 76 | 79 | 72 | 76 | 79 | 72 |
Avg Bars in Winners | 26 | 31 | 21 | 29 | 32 | 27 |
Avg Bars in Losers | 274 | 255 | 296 | 212 | 203 | 222 |
Bars Traded | 19809 | 10360 | 9449 | 19809 | 10360 | 9449 |
Profit Streak | 390.0012 | 390.0012 | 556.8345 | 390.0012 | 390.0012 | 556.8345 |
Trades During Streak | 3 | 1 | 17 | 3 | 1 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574188 | -453070 | -575138 | -454014 | -577509 | 373239 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 231, "offset": 244 } } }
{ "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": [ [ -1979412.307843887, 28516.3934504922, -2007928.7012943795, 280203.80425744, -5056281.955784054, 5336485.760041492 ], [ -1979.412308, 28.516393, -2007.928701, 280.203804, -5056.281956, 5336.48576 ], [ -1.162309, 0.016745, -1.179054, 0.078453, 0, 0.234904 ], [ 1786.62357, 1786.62357, 1786.62357, 1786.62357, 1786.62357, 1786.62357 ], [ -2067633, -113188, -2067356, -6594163, -5127902, -3264977 ], [ 0.255986, 1.091852, 0.145558, 1.014789, 0.471836, 1.569315 ], [ 260, 130, 130, 260, 130, 130 ], [ 208, 102, 106, 194, 94, 100 ], [ 52, 28, 24, 66, 36, 30 ], [ 80, 78.461538, 81.538462, 74.615385, 72.307692, 76.923077 ], [ 0.063996, 0.299724, 0.032957, 0.345237, 0.180703, 0.470795 ], [ 27138, 27138, 18361, 9771046, 724360, 9771046 ], [ -1756279, -55100, -1756279, -3753659, -3753659, -2714096 ], [ 76, 79, 72, 76, 79, 72 ], [ 26, 31, 21, 29, 32, 27 ], [ 274, 255, 296, 212, 203, 222 ], [ 19809, 10360, 9449, 19809, 10360, 9449 ], [ 390.001157, 390.001157, 556.834491, 390.001158, 390.001158, 556.834491 ], [ 3, 1, 17, 3, 1, 17 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574188, -453070, -575138, -454014, -577509, 373239 ] ] }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 231, "offset": 244 } } }
# | 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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