Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138289.1933 | 56176.0993 | 82113.0939 | 250479.2348 | 116202.8475 | 134276.3873 |
Total P&L (%) | 138.2892 | 56.1761 | 82.1131 | 250.4792 | 116.2028 | 134.2764 |
Avg Daily Profit (%) | 0.531 | 0.2157 | 0.3153 | 0.4827 | 0.2965 | 0.3274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26335 | -22819 | -13238 | -33341 | -26689 | -28118 |
Profit Factor | 2.2583 | 1.9872 | 2.5492 | 2.2348 | 2.297 | 2.1855 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 72.6316 | 65.9574 | 79.1667 | 72.6316 | 65.9574 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.8509 | 1.0257 | 0.6708 | 0.8421 | 1.1855 | 0.5751 |
Largest Winning Trade | 14763 | 9983 | 14763 | 20952 | 20952 | 20298 |
Largest Losing Trade | -22057 | -22057 | -13238 | -25737 | -25655 | -25737 |
Avg Bars in Trades | 254 | 291 | 217 | 254 | 291 | 217 |
Avg Bars in Winners | 199 | 229 | 174 | 199 | 229 | 174 |
Avg Bars in Losers | 400 | 411 | 382 | 400 | 411 | 382 |
Bars Traded | 24153 | 13697 | 10456 | 24153 | 13697 | 10456 |
Profit Streak | 8.4437 | 0 | 11.8604 | 8.4437 | 0 | 11.8604 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529631 | 369088 | 496394 | 513144 | 448648 | 474862 |
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{ "first_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "rma", "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": [ [ 138289.1932706267, 56176.099326874, 82113.0939437528, 250479.2348035673, 116202.8475026072, 134276.3873009601 ], [ 138.289193, 56.176099, 82.113094, 250.479235, 116.202848, 134.276387 ], [ 0.531024, 0.215713, 0.31531, 0.482742, 0.296517, 0.327442 ], [ 10, 10, 10, 10, 10, 10 ], [ -26335, -22819, -13238, -33341, -26689, -28118 ], [ 2.258256, 1.987245, 2.549198, 2.234766, 2.296999, 2.185538 ], [ 95, 47, 48, 95, 47, 48 ], [ 69, 31, 38, 69, 31, 38 ], [ 26, 16, 10, 26, 16, 10 ], [ 72.631579, 65.957447, 79.166667, 72.631579, 65.957447, 79.166667 ], [ 0.850937, 1.025675, 0.670842, 0.842086, 1.185548, 0.575142 ], [ 14763, 9983, 14763, 20952, 20952, 20298 ], [ -22057, -22057, -13238, -25737, -25655, -25737 ], [ 254, 291, 217, 254, 291, 217 ], [ 199, 229, 174, 199, 229, 174 ], [ 400, 411, 382, 400, 411, 382 ], [ 24153, 13697, 10456, 24153, 13697, 10456 ], [ 8.443721, 0, 11.860387, 8.443721, 0, 11.860388 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 529631, 369088, 496394, 513144, 448648, 474862 ] ] }
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{ "first_band": { "type": "swma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "rma", "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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