Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114696.9315 | 20532.8616 | 94164.0699 | 76175.8868 | 1525.5107 | 74650.376 |
Total P&L (%) | 114.6969 | 20.5329 | 94.1641 | 76.1759 | 1.5255 | 74.6504 |
Avg Daily Profit (%) | 0.2202 | 0.0394 | 0.1808 | 0.1088 | 0.0029 | 0.1071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65229 | -61823 | -38314 | -65852 | -63834 | -50216 |
Profit Factor | 1.3241 | 1.1101 | 1.5625 | 1.194 | 1.0077 | 1.383 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 61.3445 | 55.9322 | 66.6667 | 61.3445 | 55.9322 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8344 | 0.8746 | 0.7813 | 0.7524 | 0.794 | 0.6915 |
Largest Winning Trade | 27811 | 27811 | 23196 | 23878 | 20694 | 23878 |
Largest Losing Trade | -38314 | -26273 | -38314 | -50216 | -31976 | -50216 |
Avg Bars in Trades | 204 | 202 | 205 | 204 | 202 | 205 |
Avg Bars in Winners | 141 | 146 | 137 | 141 | 146 | 137 |
Avg Bars in Losers | 303 | 274 | 341 | 303 | 274 | 341 |
Bars Traded | 24326 | 11975 | 12351 | 24326 | 11975 | 12351 |
Profit Streak | 10.7545 | 19.7753 | 10.7545 | 10.7545 | 19.7753 | 10.7545 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312187 | -423792 | -159463 | -54181 | -744335 | -217997 |
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{ "first_band": { "type": "wma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 131, "offset": 221 } } }
{ "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": [ [ 114696.9315130635, 20532.8615722287, 94164.0699408348, 76175.8867865309, 1525.5107499237, 74650.3760366072 ], [ 114.696932, 20.532862, 94.16407, 76.175887, 1.525511, 74.650376 ], [ 0.22022, 0.039423, 0.180796, 0.108792, 0.002907, 0.10712 ], [ 10, 10, 10, 10, 10, 10 ], [ -65229, -61823, -38314, -65852, -63834, -50216 ], [ 1.324088, 1.110092, 1.562506, 1.194045, 1.007718, 1.383018 ], [ 119, 59, 60, 119, 59, 60 ], [ 73, 33, 40, 73, 33, 40 ], [ 46, 26, 20, 46, 26, 20 ], [ 61.344538, 55.932203, 66.666667, 61.344538, 55.932203, 66.666667 ], [ 0.834357, 0.874618, 0.781253, 0.752412, 0.793959, 0.691509 ], [ 27811, 27811, 23196, 23878, 20694, 23878 ], [ -38314, -26273, -38314, -50216, -31976, -50216 ], [ 204, 202, 205, 204, 202, 205 ], [ 141, 146, 137, 141, 146, 137 ], [ 303, 274, 341, 303, 274, 341 ], [ 24326, 11975, 12351, 24326, 11975, 12351 ], [ 10.754455, 19.775288, 10.754455, 10.754455, 19.775288, 10.754455 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312187, -423792, -159463, -54181, -744335, -217997 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 131, "offset": 221 } } }
# | 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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