Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2936015.3461 | 58882.6499 | -2994897.9959 | -20760383.4229 | -158979667.6386 | 138219284.2157 |
Total P&L (%) | -2936.0153 | 58.8827 | -2994.898 | -20760.3834 | -158979.6676 | 138219.2842 |
Avg Daily Profit (%) | -1.5756 | 0.0316 | -1.6072 | 0 | 0 | 0.3889 |
Buy And Hold Return (%) | 9011.1111 | 9011.1111 | 9011.1111 | 9011.1111 | 9011.1111 | 9011.1111 |
Max Trade Drawdown | -3101927 | -103701 | -3101605 | -529100345 | -209996441 | -375571659 |
Profit Factor | 0.225 | 1.2055 | 0.1448 | 0.9777 | 0.5758 | 1.2485 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 196 | 97 | 99 | 159 | 77 | 82 |
Losing Trades | 74 | 38 | 36 | 111 | 58 | 53 |
Profitability (%) | 72.5926 | 71.8519 | 73.3333 | 58.8889 | 57.037 | 60.7407 |
Ratio Avg Win / Avg Loss | 0.0849 | 0.4722 | 0.0526 | 0.6825 | 0.4337 | 0.807 |
Largest Winning Trade | 36139 | 24963 | 36139 | 166465338 | 23138253 | 166465338 |
Largest Losing Trade | -2283132 | -55663 | -2283132 | -310224342 | -101009897 | -310224342 |
Avg Bars in Trades | 77 | 46 | 109 | 77 | 46 | 109 |
Avg Bars in Winners | 28 | 18 | 38 | 64 | 31 | 94 |
Avg Bars in Losers | 208 | 116 | 306 | 97 | 65 | 133 |
Bars Traded | 21040 | 6231 | 14809 | 21040 | 6231 | 14809 |
Profit Streak | 83.9396 | 83.9396 | 105.1896 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575026 | -315014 | -576518 | -578213 | -580062 | 322215 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 84, "offset": 245 } } }
{ "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": [ [ -2936015.346081423, 58882.6498623922, -2994897.9959438136, -20760383.4229316, -158979667.6386082, 138219284.21567658 ], [ -2936.015346, 58.88265, -2994.897996, -20760.383423, -158979.667639, 138219.284216 ], [ -1.575606, 0.031599, -1.607205, 0, 0, 0.388866 ], [ 9011.111111, 9011.111111, 9011.111111, 9011.111111, 9011.111111, 9011.111111 ], [ -3101927, -103701, -3101605, -529100345, -209996441, -375571659 ], [ 0.225, 1.205456, 0.144757, 0.977702, 0.57583, 1.248489 ], [ 270, 135, 135, 270, 135, 135 ], [ 196, 97, 99, 159, 77, 82 ], [ 74, 38, 36, 111, 58, 53 ], [ 72.592593, 71.851852, 73.333333, 58.888889, 57.037037, 60.740741 ], [ 0.084949, 0.47224, 0.052639, 0.682547, 0.433742, 0.80695 ], [ 36139, 24963, 36139, 166465338, 23138253, 166465338 ], [ -2283132, -55663, -2283132, -310224342, -101009897, -310224342 ], [ 77, 46, 109, 77, 46, 109 ], [ 28, 18, 38, 64, 31, 94 ], [ 208, 116, 306, 97, 65, 133 ], [ 21040, 6231, 14809, 21040, 6231, 14809 ], [ 83.939588, 83.939588, 105.189588, 0, 0, 0 ], [ 4, 2, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575026, -315014, -576518, -578213, -580062, 322215 ] ] }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 84, "offset": 245 } } }
# | 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) |
---|