Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84348.7401 | 6238.5597 | 78110.1804 | 89546.8674 | 4974.6211 | 84572.2463 |
Total P&L (%) | 84.3487 | 6.2386 | 78.1102 | 89.5469 | 4.9746 | 84.5722 |
Avg Daily Profit (%) | 0.3239 | 0.024 | 0.2999 | 0.2459 | 0.0186 | 0.2356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44703 | -10993 | -42117 | -90010 | -23084 | -85981 |
Profit Factor | 1.5623 | 1.1925 | 1.6641 | 1.3174 | 1.0845 | 1.3788 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 52.9412 | 58.1395 | 47.619 | 52.9412 | 58.1395 | 47.619 |
Ratio Avg Win / Avg Loss | 1.3887 | 0.8586 | 1.8305 | 1.171 | 0.7808 | 1.5167 |
Largest Winning Trade | 23297 | 4401 | 23297 | 41475 | 9245 | 41475 |
Largest Losing Trade | -12856 | -5710 | -12856 | -28995 | -10114 | -28995 |
Avg Bars in Trades | 289 | 15 | 569 | 289 | 15 | 569 |
Avg Bars in Winners | 338 | 16 | 740 | 338 | 16 | 740 |
Avg Bars in Losers | 234 | 13 | 415 | 234 | 13 | 415 |
Bars Traded | 24598 | 663 | 23935 | 24598 | 663 | 23935 |
Profit Streak | 10.1077 | 11.2014 | 10.1077 | 10.1077 | 11.2014 | 10.1077 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403230 | -335265 | 376251 | 325349 | -461447 | 303342 |
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{ "first_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 61, "offset": 0, "std": 4.51433 } } }
{ "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": [ [ 84348.7400638775, 6238.5596962135, 78110.180367664, 89546.8674188658, 4974.6210984284, 84572.2463204373 ], [ 84.34874, 6.23856, 78.11018, 89.546867, 4.974621, 84.572246 ], [ 0.323895, 0.023956, 0.299939, 0.245854, 0.018644, 0.235617 ], [ 10, 10, 10, 10, 10, 10 ], [ -44703, -10993, -42117, -90010, -23084, -85981 ], [ 1.562253, 1.192528, 1.664113, 1.317396, 1.084508, 1.378798 ], [ 85, 43, 42, 85, 43, 42 ], [ 45, 25, 20, 45, 25, 20 ], [ 40, 18, 22, 40, 18, 22 ], [ 52.941176, 58.139535, 47.619048, 52.941176, 58.139535, 47.619048 ], [ 1.388669, 0.85862, 1.830524, 1.171019, 0.780846, 1.516678 ], [ 23297, 4401, 23297, 41475, 9245, 41475 ], [ -12856, -5710, -12856, -28995, -10114, -28995 ], [ 289, 15, 569, 289, 15, 569 ], [ 338, 16, 740, 338, 16, 740 ], [ 234, 13, 415, 234, 13, 415 ], [ 24598, 663, 23935, 24598, 663, 23935 ], [ 10.107667, 11.201417, 10.107667, 10.107667, 11.201417, 10.107667 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403230, -335265, 376251, 325349, -461447, 303342 ] ] }
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{ "first_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 61, "offset": 0, "std": 4.51433 } } }
# | 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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