Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1209802.6848 | 1245769.8918 | -35967.207 | -76964.3093 | 372427.1826 | -449391.4919 |
Total P&L (%) | 1209.8027 | 1245.7699 | -35.9672 | -76.9643 | 372.4272 | -449.3915 |
Avg Daily Profit (%) | 0.6518 | 0.6712 | -0.0194 | -0.0791 | 0.0837 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275557 | -236642 | -95249 | -2757958 | -1911269 | -1080875 |
Profit Factor | 2.3799 | 3.215 | 0.8856 | 0.9804 | 1.1524 | 0.6983 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 38.3333 | 35 | 41.6667 | 38.3333 | 35 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.8285 | 5.9708 | 1.2398 | 1.5772 | 2.1402 | 0.9776 |
Largest Winning Trade | 1388435 | 1388435 | 38517 | 1631649 | 1631649 | 379780 |
Largest Losing Trade | -51796 | -51796 | -36682 | -728273 | -728273 | -533408 |
Avg Bars in Trades | 182 | 245 | 118 | 182 | 245 | 118 |
Avg Bars in Winners | 240 | 354 | 144 | 240 | 354 | 144 |
Avg Bars in Losers | 146 | 186 | 100 | 146 | 186 | 100 |
Bars Traded | 21859 | 14726 | 7133 | 21859 | 14726 | 7133 |
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 | 439706 | -157081 | -751810 | -582218 | -308239 | -753476 |
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{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 225 } }, "second_band": { "type": "dcu", "factors": { "length": 117, "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": [ [ 1209802.68476024, 1245769.8918067927, -35967.2070465529, -76964.309276646, 372427.1826224602, -449391.4918991069 ], [ 1209.802685, 1245.769892, -35.967207, -76.964309, 372.427183, -449.391492 ], [ 0.651805, 0.671183, -0.019378, -0.079067, 0.083691, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -275557, -236642, -95249, -2757958, -1911269, -1080875 ], [ 2.379868, 3.215038, 0.885578, 0.980429, 1.152442, 0.6983 ], [ 120, 60, 60, 120, 60, 60 ], [ 46, 21, 25, 46, 21, 25 ], [ 74, 39, 35, 74, 39, 35 ], [ 38.333333, 35, 41.666667, 38.333333, 35, 41.666667 ], [ 3.828483, 5.970785, 1.239809, 1.577212, 2.140249, 0.97762 ], [ 1388435, 1388435, 38517, 1631649, 1631649, 379780 ], [ -51796, -51796, -36682, -728273, -728273, -533408 ], [ 182, 245, 118, 182, 245, 118 ], [ 240, 354, 144, 240, 354, 144 ], [ 146, 186, 100, 146, 186, 100 ], [ 21859, 14726, 7133, 21859, 14726, 7133 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 439706, -157081, -751810, -582218, -308239, -753476 ] ] }
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{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 225 } }, "second_band": { "type": "dcu", "factors": { "length": 117, "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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