Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2509481.6253 | -152776.2277 | -2356705.3977 | -181406.1969 | 5500184.2318 | -5681590.4287 |
Total P&L (%) | -2509.4816 | -152.7762 | -2356.7054 | -181.4062 | 5500.1842 | -5681.5904 |
Avg Daily Profit (%) | -1.205 | -0.0734 | -1.1317 | 0 | 0.1935 | 0 |
Buy And Hold Return (%) | 62.9693 | 62.9693 | 62.9693 | 62.9693 | 62.9693 | 62.9693 |
Max Trade Drawdown | -2464174 | -153171 | -2159715 | -7019981 | -336001 | -8293604 |
Profit Factor | 0.158 | 0.5595 | 0.1051 | 0.9808 | 9.0529 | 0.3535 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 12 | 18 | 26 | 17 | 9 |
Losing Trades | 28 | 17 | 11 | 32 | 12 | 20 |
Profitability (%) | 51.7241 | 41.3793 | 62.069 | 44.8276 | 58.6207 | 31.0345 |
Ratio Avg Win / Avg Loss | 0.1474 | 0.7926 | 0.0642 | 1.2072 | 6.3903 | 0.7856 |
Largest Winning Trade | 60449 | 50813 | 60449 | 3854053 | 3854053 | 981012 |
Largest Losing Trade | -1901419 | -82271 | -1901419 | -5829695 | -144966 | -5829695 |
Avg Bars in Trades | 416 | 437 | 395 | 416 | 437 | 395 |
Avg Bars in Winners | 257 | 287 | 237 | 526 | 561 | 458 |
Avg Bars in Losers | 586 | 542 | 654 | 326 | 260 | 366 |
Bars Traded | 24141 | 12675 | 11466 | 24141 | 12675 | 11466 |
Profit Streak | 22.8658 | 0 | 270.6158 | 0 | 319.6158 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759507 | -584185 | -577896 | -760622 | 681799 | -588208 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 216, "offset": 242 } } }
{ "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": [ [ -2509481.6253421293, -152776.2276767461, -2356705.397665383, -181406.1968985636, 5500184.231767784, -5681590.428666349 ], [ -2509.481625, -152.776228, -2356.705398, -181.406197, 5500.184232, -5681.590429 ], [ -1.205033, -0.073362, -1.131671, 0, 0.193483, 0 ], [ 62.969283, 62.969283, 62.969283, 62.969283, 62.969283, 62.969283 ], [ -2464174, -153171, -2159715, -7019981, -336001, -8293604 ], [ 0.15797, 0.559458, 0.105099, 0.980847, 9.052898, 0.353511 ], [ 58, 29, 29, 58, 29, 29 ], [ 30, 12, 18, 26, 17, 9 ], [ 28, 17, 11, 32, 12, 20 ], [ 51.724138, 41.37931, 62.068966, 44.827586, 58.62069, 31.034483 ], [ 0.147438, 0.792566, 0.064227, 1.207196, 6.390281, 0.785579 ], [ 60449, 50813, 60449, 3854053, 3854053, 981012 ], [ -1901419, -82271, -1901419, -5829695, -144966, -5829695 ], [ 416, 437, 395, 416, 437, 395 ], [ 257, 287, 237, 526, 561, 458 ], [ 586, 542, 654, 326, 260, 366 ], [ 24141, 12675, 11466, 24141, 12675, 11466 ], [ 22.865814, 0, 270.615814, 0, 319.615814, 0 ], [ 1, 0, 4, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -759507, -584185, -577896, -760622, 681799, -588208 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 216, "offset": 242 } } }
# | 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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