Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116463.7069 | 58163.682 | 58300.0248 | 191565.2655 | 69540.3871 | 122024.8784 |
Total P&L (%) | 116.4637 | 58.1637 | 58.3 | 191.5653 | 69.5404 | 122.0249 |
Avg Daily Profit (%) | 0.2537 | 0.1267 | 0.127 | 0.2334 | 0.1151 | 0.1739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26415 | -17042 | -18133 | -54810 | -54350 | -23366 |
Profit Factor | 1.7664 | 1.6796 | 1.8782 | 1.7659 | 1.4461 | 2.2953 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Losing Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Profitability (%) | 72.549 | 72.549 | 72.549 | 72.549 | 72.549 | 72.549 |
Ratio Avg Win / Avg Loss | 0.6684 | 0.6355 | 0.7107 | 0.6682 | 0.5472 | 0.8685 |
Largest Winning Trade | 19613 | 19613 | 10451 | 30189 | 23411 | 30189 |
Largest Losing Trade | -16945 | -16945 | -16734 | -54064 | -54064 | -15485 |
Avg Bars in Trades | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 54 | 53 | 55 | 54 | 53 | 55 |
Bars Traded | 10680 | 5189 | 5491 | 10680 | 5189 | 5491 |
Profit Streak | 596.9881 | 597.7381 | 596.9881 | 596.9881 | 597.7381 | 596.9881 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524524 | -20356 | -19568 | 518241 | -36204 | 464292 |
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{ "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": [ [ 116463.7068816526, 58163.6820381267, 58300.024843526, 191565.2655172843, 69540.3871048302, 122024.8784124541 ], [ 116.463707, 58.163682, 58.300025, 191.565266, 69.540387, 122.024878 ], [ 0.253689, 0.126696, 0.126993, 0.233367, 0.115062, 0.173894 ], [ 10, 10, 10, 10, 10, 10 ], [ -26415, -17042, -18133, -54810, -54350, -23366 ], [ 1.766358, 1.679614, 1.878183, 1.765937, 1.446058, 2.295301 ], [ 408, 204, 204, 408, 204, 204 ], [ 296, 148, 148, 296, 148, 148 ], [ 112, 56, 56, 112, 56, 56 ], [ 72.54902, 72.54902, 72.54902, 72.54902, 72.54902, 72.54902 ], [ 0.668352, 0.63553, 0.710664, 0.668192, 0.547157, 0.868492 ], [ 19613, 19613, 10451, 30189, 23411, 30189 ], [ -16945, -16945, -16734, -54064, -54064, -15485 ], [ 26, 25, 26, 26, 25, 26 ], [ 15, 14, 16, 15, 14, 16 ], [ 54, 53, 55, 54, 53, 55 ], [ 10680, 5189, 5491, 10680, 5189, 5491 ], [ 596.988084, 597.738084, 596.988084, 596.988084, 597.738084, 596.988084 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 524524, -20356, -19568, 518241, -36204, 464292 ] ] }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 124, "offset": 20 } } }
# | 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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