Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535646.5839 | 516640.1829 | 19006.4009 | 43893.3177 | 188096.9079 | -144203.5902 |
Total P&L (%) | 535.6466 | 516.6402 | 19.0064 | 43.8933 | 188.0969 | -144.2036 |
Avg Daily Profit (%) | 0.2919 | 0.2815 | 0.0104 | 0.0198 | 0.0577 | 0 |
Buy And Hold Return (%) | 136.5001 | 136.5001 | 136.5001 | 136.5001 | 136.5001 | 136.5001 |
Max Trade Drawdown | -151074 | -127119 | -62926 | -507547 | -365488 | -205946 |
Profit Factor | 2.2855 | 3.1261 | 1.1094 | 1.0425 | 1.3295 | 0.6871 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 48.3871 | 45.1613 | 51.6129 | 48.3871 | 45.1613 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.4378 | 3.796 | 1.0401 | 1.1121 | 1.6145 | 0.6441 |
Largest Winning Trade | 485425 | 485425 | 61743 | 474118 | 474118 | 120364 |
Largest Losing Trade | -61083 | -61083 | -36465 | -239673 | -239673 | -128008 |
Avg Bars in Trades | 54 | 59 | 48 | 54 | 59 | 48 |
Avg Bars in Winners | 64 | 70 | 59 | 64 | 70 | 59 |
Avg Bars in Losers | 44 | 50 | 38 | 44 | 50 | 38 |
Bars Traded | 3359 | 1844 | 1515 | 3359 | 1844 | 1515 |
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 | -148242 | 373428 | -444761 | -664991 | -164624 | -580608 |
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{ "first_band": { "type": "pwma", "factors": { "length": 175, "offset": 5 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 250 } } }
{ "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": [ [ 535646.5838629892, 516640.1829446758, 19006.4009183136, 43893.3176800019, 188096.9078707534, -144203.5901907512 ], [ 535.646584, 516.640183, 19.006401, 43.893318, 188.096908, -144.20359 ], [ 0.291905, 0.281548, 0.010358, 0.019833, 0.05768, 0 ], [ 136.500083, 136.500083, 136.500083, 136.500083, 136.500083, 136.500083 ], [ -151074, -127119, -62926, -507547, -365488, -205946 ], [ 2.285478, 3.12609, 1.109427, 1.042548, 1.329548, 0.687091 ], [ 62, 31, 31, 62, 31, 31 ], [ 30, 14, 16, 30, 14, 16 ], [ 32, 17, 15, 32, 17, 15 ], [ 48.387097, 45.16129, 51.612903, 48.387097, 45.16129, 51.612903 ], [ 2.437843, 3.795966, 1.040088, 1.112051, 1.614451, 0.644148 ], [ 485425, 485425, 61743, 474118, 474118, 120364 ], [ -61083, -61083, -36465, -239673, -239673, -128008 ], [ 54, 59, 48, 54, 59, 48 ], [ 64, 70, 59, 64, 70, 59 ], [ 44, 50, 38, 44, 50, 38 ], [ 3359, 1844, 1515, 3359, 1844, 1515 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148242, 373428, -444761, -664991, -164624, -580608 ] ] }
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{ "first_band": { "type": "pwma", "factors": { "length": 175, "offset": 5 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 250 } } }
# | 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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