Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978749.6988 | 912769.0587 | 65980.6401 | 261172.5752 | -267996.0209 | 529168.5962 |
Total P&L (%) | 978.7497 | 912.7691 | 65.9806 | 261.1726 | -267.996 | 529.1686 |
Avg Daily Profit (%) | 0.4149 | 0.387 | 0.028 | 0.0545 | 0 | 0.078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108000 | -61857 | -136198 | -917817 | -554439 | -422978 |
Profit Factor | 2.7298 | 4.3367 | 1.2258 | 1.1223 | 0.7736 | 1.5557 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 40 | 30.303 | 50 | 40 | 30.303 | 50 |
Ratio Avg Win / Avg Loss | 4.0947 | 9.9744 | 1.2258 | 1.6834 | 1.7792 | 1.5557 |
Largest Winning Trade | 857714 | 857714 | 58005 | 469528 | 223792 | 469528 |
Largest Losing Trade | -55327 | -29180 | -55327 | -392159 | -269813 | -392159 |
Avg Bars in Trades | 135 | 112 | 160 | 135 | 112 | 160 |
Avg Bars in Winners | 236 | 220 | 247 | 236 | 220 | 247 |
Avg Bars in Losers | 68 | 64 | 73 | 68 | 64 | 73 |
Bars Traded | 8831 | 3696 | 5135 | 8831 | 3696 | 5135 |
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 | -125083 | 333344 | -156179 | -345262 | -585684 | -85657 |
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{ "first_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 4.72693 } } }
{ "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": [ [ 978749.6987682828, 912769.0586893575, 65980.6400789254, 261172.5752375321, -267996.0209430187, 529168.5961805506 ], [ 978.749699, 912.769059, 65.98064, 261.172575, -267.996021, 529.168596 ], [ 0.414944, 0.386972, 0.027973, 0.054458, 0, 0.078005 ], [ 10, 10, 10, 10, 10, 10 ], [ -108000, -61857, -136198, -917817, -554439, -422978 ], [ 2.729772, 4.336708, 1.225751, 1.122287, 0.77356, 1.55572 ], [ 65, 33, 32, 65, 33, 32 ], [ 26, 10, 16, 26, 10, 16 ], [ 39, 23, 16, 39, 23, 16 ], [ 40, 30.30303, 50, 40, 30.30303, 50 ], [ 4.094658, 9.974427, 1.225751, 1.68343, 1.779189, 1.55572 ], [ 857714, 857714, 58005, 469528, 223792, 469528 ], [ -55327, -29180, -55327, -392159, -269813, -392159 ], [ 135, 112, 160, 135, 112, 160 ], [ 236, 220, 247, 236, 220, 247 ], [ 68, 64, 73, 68, 64, 73 ], [ 8831, 3696, 5135, 8831, 3696, 5135 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125083, 333344, -156179, -345262, -585684, -85657 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 4.72693 } } }
# | 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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