Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978735.4736 | 851593.5571 | 127141.9165 | 9895477.6901 | -4803701.2287 | 14699178.9188 |
Total P&L (%) | 978.7355 | 851.5936 | 127.1419 | 9895.4777 | -4803.7012 | 14699.1789 |
Avg Daily Profit (%) | 0.4148 | 0.3609 | 0.0539 | 0.1953 | 0 | 0.212 |
Buy And Hold Return (%) | 454.4525 | 454.4525 | 454.4525 | 454.4525 | 454.4525 | 454.4525 |
Max Trade Drawdown | -127236 | -122420 | -95278 | -13275858 | -15520045 | -6962765 |
Profit Factor | 2.3402 | 3.1748 | 1.3754 | 1.2174 | 0.8491 | 2.0756 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 64.4068 | 64.4068 | 64.4068 | 64.4068 | 64.4068 | 64.4068 |
Ratio Avg Win / Avg Loss | 1.2933 | 1.7545 | 0.7601 | 0.6728 | 0.4693 | 1.1471 |
Largest Winning Trade | 256953 | 256953 | 50286 | 5778337 | 3876038 | 5778337 |
Largest Losing Trade | -59963 | -36518 | -59963 | -4413667 | -4413667 | -2462227 |
Avg Bars in Trades | 76 | 55 | 98 | 76 | 55 | 98 |
Avg Bars in Winners | 63 | 44 | 82 | 63 | 44 | 82 |
Avg Bars in Losers | 101 | 74 | 128 | 101 | 74 | 128 |
Bars Traded | 9074 | 3265 | 5809 | 9074 | 3265 | 5809 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343283 | -167061 | -462672 | 291290 | -755590 | -163837 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 160, "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": [ [ 978735.4736335422, 851593.557108862, 127141.9165246801, 9895477.690134058, -4803701.2287157355, 14699178.918849796 ], [ 978.735474, 851.593557, 127.141917, 9895.47769, -4803.701229, 14699.178919 ], [ 0.414806, 0.360921, 0.053885, 0.195347, 0, 0.212013 ], [ 454.452533, 454.452533, 454.452533, 454.452533, 454.452533, 454.452533 ], [ -127236, -122420, -95278, -13275858, -15520045, -6962765 ], [ 2.340213, 3.17478, 1.375375, 1.217438, 0.849148, 2.075619 ], [ 118, 59, 59, 118, 59, 59 ], [ 76, 38, 38, 76, 38, 38 ], [ 42, 21, 21, 42, 21, 21 ], [ 64.40678, 64.40678, 64.40678, 64.40678, 64.40678, 64.40678 ], [ 1.293276, 1.754484, 0.760075, 0.672795, 0.469266, 1.147052 ], [ 256953, 256953, 50286, 5778337, 3876038, 5778337 ], [ -59963, -36518, -59963, -4413667, -4413667, -2462227 ], [ 76, 55, 98, 76, 55, 98 ], [ 63, 44, 82, 63, 44, 82 ], [ 101, 74, 128, 101, 74, 128 ], [ 9074, 3265, 5809, 9074, 3265, 5809 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343283, -167061, -462672, 291290, -755590, -163837 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 160, "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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