Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128777.4597 | 40607.3929 | 88170.0669 | 159682.4477 | 31752.3719 | 127930.0758 |
Total P&L (%) | 128.7775 | 40.6074 | 88.1701 | 159.6824 | 31.7524 | 127.9301 |
Avg Daily Profit (%) | 0.4945 | 0.1559 | 0.3386 | 0.3671 | 0.1059 | 0.3169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56907 | -37203 | -35148 | -138842 | -96848 | -70607 |
Profit Factor | 1.4973 | 1.2776 | 1.7826 | 1.3146 | 1.1107 | 1.5796 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 62.2951 | 56.044 | 68.4783 | 62.2951 | 56.044 | 68.4783 |
Ratio Avg Win / Avg Loss | 0.9063 | 1.002 | 0.8206 | 0.7957 | 0.8711 | 0.7271 |
Largest Winning Trade | 14038 | 12178 | 14038 | 31373 | 24261 | 31373 |
Largest Losing Trade | -35208 | -35208 | -24006 | -67119 | -67119 | -46778 |
Avg Bars in Trades | 133 | 151 | 116 | 133 | 151 | 116 |
Avg Bars in Winners | 94 | 100 | 89 | 94 | 100 | 89 |
Avg Bars in Losers | 198 | 216 | 174 | 198 | 216 | 174 |
Bars Traded | 24490 | 13789 | 10701 | 24490 | 13789 | 10701 |
Profit Streak | 12.4205 | 20.2538 | 12.4205 | 12.4205 | 20.2538 | 12.4205 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451980 | 200494 | 427954 | 372591 | -154379 | 404091 |
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 116, "offset": 62 } } }
{ "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": [ [ 128777.4597352924, 40607.3928620354, 88170.066873257, 159682.447708962, 31752.3718987361, 127930.0758102258 ], [ 128.77746, 40.607393, 88.170067, 159.682448, 31.752372, 127.930076 ], [ 0.494499, 0.15593, 0.338569, 0.367115, 0.105944, 0.316862 ], [ 10, 10, 10, 10, 10, 10 ], [ -56907, -37203, -35148, -138842, -96848, -70607 ], [ 1.497305, 1.277575, 1.782641, 1.314606, 1.110701, 1.579567 ], [ 183, 91, 92, 183, 91, 92 ], [ 114, 51, 63, 114, 51, 63 ], [ 69, 40, 29, 69, 40, 29 ], [ 62.295082, 56.043956, 68.478261, 62.295082, 56.043956, 68.478261 ], [ 0.906264, 1.002019, 0.820581, 0.795683, 0.871138, 0.727102 ], [ 14038, 12178, 14038, 31373, 24261, 31373 ], [ -35208, -35208, -24006, -67119, -67119, -46778 ], [ 133, 151, 116, 133, 151, 116 ], [ 94, 100, 89, 94, 100, 89 ], [ 198, 216, 174, 198, 216, 174 ], [ 24490, 13789, 10701, 24490, 13789, 10701 ], [ 12.420459, 20.253793, 12.420459, 12.420459, 20.253793, 12.420459 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 451980, 200494, 427954, 372591, -154379, 404091 ] ] }
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 116, "offset": 62 } } }
# | 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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