Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120098.8995 | 77071.0701 | 43027.8294 | 152919.2162 | 141077.7074 | 11841.5088 |
Total P&L (%) | 120.0989 | 77.0711 | 43.0278 | 152.9192 | 141.0777 | 11.8415 |
Avg Daily Profit (%) | 0.4612 | 0.2959 | 0.1652 | 0.3569 | 0.3385 | 0.043 |
Buy And Hold Return (%) | 22.7061 | 22.7061 | 22.7061 | 22.7061 | 22.7061 | 22.7061 |
Max Trade Drawdown | -44140 | -18153 | -46072 | -165247 | -36310 | -178005 |
Profit Factor | 1.621 | 1.9701 | 1.3776 | 1.336 | 1.926 | 1.0391 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 59.1837 | 55.102 | 63.2653 | 59.1837 | 55.102 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.1179 | 1.6052 | 0.7999 | 0.9214 | 1.5694 | 0.6034 |
Largest Winning Trade | 27836 | 27836 | 20538 | 39427 | 39427 | 31751 |
Largest Losing Trade | -25008 | -11915 | -25008 | -85506 | -31505 | -85506 |
Avg Bars in Trades | 249 | 251 | 247 | 249 | 251 | 247 |
Avg Bars in Winners | 198 | 185 | 210 | 198 | 185 | 210 |
Avg Bars in Losers | 322 | 332 | 310 | 322 | 332 | 310 |
Bars Traded | 24420 | 12317 | 12103 | 24420 | 12317 | 12103 |
Profit Streak | 2.1113 | 0 | 16.4134 | 2.1113 | 0 | 16.4134 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315118 | 316263 | 4156 | 198203 | 406788 | -478954 |
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{ "first_band": { "type": "dema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 34, "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": [ [ 120098.8994516078, 77071.0700661837, 43027.8293854241, 152919.2162059824, 141077.7073880861, 11841.5088178964 ], [ 120.098899, 77.07107, 43.027829, 152.919216, 141.077707, 11.841509 ], [ 0.461174, 0.295949, 0.165225, 0.356945, 0.338468, 0.042983 ], [ 22.706108, 22.706108, 22.706108, 22.706108, 22.706108, 22.706108 ], [ -44140, -18153, -46072, -165247, -36310, -178005 ], [ 1.620964, 1.97005, 1.377581, 1.336008, 1.926035, 1.039112 ], [ 98, 49, 49, 98, 49, 49 ], [ 58, 27, 31, 58, 27, 31 ], [ 40, 22, 18, 40, 22, 18 ], [ 59.183673, 55.102041, 63.265306, 59.183673, 55.102041, 63.265306 ], [ 1.117906, 1.605226, 0.799886, 0.921385, 1.569362, 0.603355 ], [ 27836, 27836, 20538, 39427, 39427, 31751 ], [ -25008, -11915, -25008, -85506, -31505, -85506 ], [ 249, 251, 247, 249, 251, 247 ], [ 198, 185, 210, 198, 185, 210 ], [ 322, 332, 310, 322, 332, 310 ], [ 24420, 12317, 12103, 24420, 12317, 12103 ], [ 2.111274, 0, 16.413358, 2.111275, 0, 16.413358 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315118, 316263, 4156, 198203, 406788, -478954 ] ] }
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{ "first_band": { "type": "dema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 34, "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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