Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138991.6866 | 95194.4264 | 43797.2602 | 180843.1846 | 155219.8985 | 25623.2861 |
Total P&L (%) | 138.9917 | 95.1944 | 43.7973 | 180.8432 | 155.2199 | 25.6233 |
Avg Daily Profit (%) | 0.5337 | 0.3655 | 0.1682 | 0.3973 | 0.3604 | 0.0876 |
Buy And Hold Return (%) | 20.8197 | 20.8197 | 20.8197 | 20.8197 | 20.8197 | 20.8197 |
Max Trade Drawdown | -47759 | -37279 | -36394 | -129676 | -40082 | -117729 |
Profit Factor | 1.5323 | 1.8075 | 1.3057 | 1.4075 | 1.9123 | 1.0936 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 70.9459 | 70.2703 | 71.6216 | 70.9459 | 70.2703 | 71.6216 |
Ratio Avg Win / Avg Loss | 0.6275 | 0.7647 | 0.5174 | 0.5764 | 0.8091 | 0.4333 |
Largest Winning Trade | 14788 | 14788 | 10169 | 24057 | 24057 | 23981 |
Largest Losing Trade | -36394 | -17258 | -36394 | -117729 | -29276 | -117729 |
Avg Bars in Trades | 166 | 159 | 173 | 166 | 159 | 173 |
Avg Bars in Winners | 112 | 104 | 118 | 112 | 104 | 118 |
Avg Bars in Losers | 299 | 289 | 309 | 299 | 289 | 309 |
Bars Traded | 24638 | 11836 | 12802 | 24638 | 11836 | 12802 |
Profit Streak | 0 | 8.1333 | 0 | 0 | 8.1333 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424985 | -53845 | -63169 | 363334 | -51973 | -351946 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 250, "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": [ [ 138991.6866006276, 95194.4264487361, 43797.2601518915, 180843.1845768496, 155219.89845709, 25623.2861197595 ], [ 138.991687, 95.194426, 43.79726, 180.843185, 155.219898, 25.623286 ], [ 0.533721, 0.365542, 0.168179, 0.397311, 0.360434, 0.087634 ], [ 20.819713, 20.819713, 20.819713, 20.819713, 20.819713, 20.819713 ], [ -47759, -37279, -36394, -129676, -40082, -117729 ], [ 1.532254, 1.807497, 1.305741, 1.407455, 1.912347, 1.093617 ], [ 148, 74, 74, 148, 74, 74 ], [ 105, 52, 53, 105, 52, 53 ], [ 43, 22, 21, 43, 22, 21 ], [ 70.945946, 70.27027, 71.621622, 70.945946, 70.27027, 71.621622 ], [ 0.627494, 0.76471, 0.517369, 0.576386, 0.80907, 0.43332 ], [ 14788, 14788, 10169, 24057, 24057, 23981 ], [ -36394, -17258, -36394, -117729, -29276, -117729 ], [ 166, 159, 173, 166, 159, 173 ], [ 112, 104, 118, 112, 104, 118 ], [ 299, 289, 309, 299, 289, 309 ], [ 24638, 11836, 12802, 24638, 11836, 12802 ], [ 0, 8.133312, 0, 0, 8.133312, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424985, -53845, -63169, 363334, -51973, -351946 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 250, "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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