Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2841379.1057 | 86879.7662 | -2928258.872 | -3645314.1886 | -75195870.3549 | 71550556.1663 |
Total P&L (%) | -2841.3791 | 86.8798 | -2928.2589 | -3645.3142 | -75195.8704 | 71550.5562 |
Avg Daily Profit (%) | -1.525 | 0.0466 | -1.5717 | 0 | 0 | 0.3535 |
Buy And Hold Return (%) | 5464.6745 | 5464.6745 | 5464.6745 | 5464.6745 | 5464.6745 | 5464.6745 |
Max Trade Drawdown | -3061240 | -105717 | -3053368 | -153106506 | -75585662 | -105614815 |
Profit Factor | 0.2252 | 1.3402 | 0.1418 | 0.9879 | 0.3234 | 1.3767 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 121 | 56 | 65 | 92 | 42 | 50 |
Losing Trades | 46 | 28 | 18 | 75 | 42 | 33 |
Profitability (%) | 72.4551 | 66.6667 | 78.3133 | 55.0898 | 50 | 60.241 |
Ratio Avg Win / Avg Loss | 0.0856 | 0.6701 | 0.0393 | 0.8053 | 0.3234 | 0.9086 |
Largest Winning Trade | 32389 | 32389 | 26193 | 111157655 | 5127779 | 111157655 |
Largest Losing Trade | -2302645 | -49155 | -2302645 | -73950058 | -32839488 | -73950058 |
Avg Bars in Trades | 64 | 33 | 95 | 64 | 33 | 95 |
Avg Bars in Winners | 28 | 19 | 36 | 55 | 28 | 77 |
Avg Bars in Losers | 159 | 62 | 309 | 76 | 38 | 123 |
Bars Traded | 10783 | 2835 | 7949 | 10783 | 2835 | 7949 |
Profit Streak | 42.6528 | 90.8194 | 0 | 0 | 0 | 88.1528 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576440 | -294679 | -577161 | -579243 | -581107 | 362427 |
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{ "first_band": { "type": "fwma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 45, "offset": 77 } } }
{ "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": [ [ -2841379.1057479987, 86879.7662439219, -2928258.8719919203, -3645314.1885976144, -75195870.35493916, 71550556.16634157 ], [ -2841.379106, 86.879766, -2928.258872, -3645.314189, -75195.870355, 71550.556166 ], [ -1.525024, 0.04663, -1.571654, 0, 0, 0.353484 ], [ 5464.674523, 5464.674523, 5464.674523, 5464.674523, 5464.674523, 5464.674523 ], [ -3061240, -105717, -3053368, -153106506, -75585662, -105614815 ], [ 0.225221, 1.340223, 0.141771, 0.987892, 0.323414, 1.376734 ], [ 167, 84, 83, 167, 84, 83 ], [ 121, 56, 65, 92, 42, 50 ], [ 46, 28, 18, 75, 42, 33 ], [ 72.45509, 66.666667, 78.313253, 55.08982, 50, 60.240964 ], [ 0.085621, 0.670111, 0.03926, 0.805347, 0.323414, 0.908644 ], [ 32389, 32389, 26193, 111157655, 5127779, 111157655 ], [ -2302645, -49155, -2302645, -73950058, -32839488, -73950058 ], [ 64, 33, 95, 64, 33, 95 ], [ 28, 19, 36, 55, 28, 77 ], [ 159, 62, 309, 76, 38, 123 ], [ 10783, 2835, 7949, 10783, 2835, 7949 ], [ 42.652766, 90.819433, 0, 0, 0, 88.152766 ], [ 1, 2, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576440, -294679, -577161, -579243, -581107, 362427 ] ] }
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{ "first_band": { "type": "fwma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 45, "offset": 77 } } }
# | 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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