Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105279.177 | 877940.7714 | 227338.4056 | 37733645.7872 | 16963883.1742 | 20769762.613 |
Total P&L (%) | 1105.2792 | 877.9408 | 227.3384 | 37733.6458 | 16963.8832 | 20769.7626 |
Avg Daily Profit (%) | 0.4761 | 0.3782 | 0.0979 | 0.256 | 0.2216 | 0.2303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83056 | -66906 | -87115 | -48677787 | -39451362 | -41864602 |
Profit Factor | 2.9439 | 3.9352 | 1.8436 | 1.1731 | 1.1257 | 1.2501 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 62.3529 | 62.7907 | 61.9048 | 62.3529 | 62.7907 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.7774 | 2.332 | 1.1345 | 0.7083 | 0.6671 | 0.7693 |
Largest Winning Trade | 214182 | 214182 | 81623 | 29079772 | 29079772 | 21034588 |
Largest Losing Trade | -60898 | -39105 | -60898 | -28070100 | -28070100 | -14655628 |
Avg Bars in Trades | 97 | 77 | 118 | 97 | 77 | 118 |
Avg Bars in Winners | 101 | 70 | 134 | 101 | 70 | 134 |
Avg Bars in Losers | 91 | 89 | 93 | 91 | 89 | 93 |
Bars Traded | 8327 | 3345 | 4982 | 8327 | 3345 | 4982 |
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 | 652518 | 658211 | -58263 | -21154 | -73974 | 287848 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 237, "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": [ [ 1105279.1770333052, 877940.7713953457, 227338.4056379591, 37733645.78722182, 16963883.17421612, 20769762.61300569 ], [ 1105.279177, 877.940771, 227.338406, 37733.645787, 16963.883174, 20769.762613 ], [ 0.476106, 0.378178, 0.097927, 0.256015, 0.221634, 0.230327 ], [ 10, 10, 10, 10, 10, 10 ], [ -83056, -66906, -87115, -48677787, -39451362, -41864602 ], [ 2.943852, 3.935169, 1.843582, 1.173106, 1.125716, 1.250112 ], [ 85, 43, 42, 85, 43, 42 ], [ 53, 27, 26, 53, 27, 26 ], [ 32, 16, 16, 32, 16, 16 ], [ 62.352941, 62.790698, 61.904762, 62.352941, 62.790698, 61.904762 ], [ 1.77742, 2.331952, 1.134512, 0.70829, 0.667091, 0.7693 ], [ 214182, 214182, 81623, 29079772, 29079772, 21034588 ], [ -60898, -39105, -60898, -28070100, -28070100, -14655628 ], [ 97, 77, 118, 97, 77, 118 ], [ 101, 70, 134, 101, 70, 134 ], [ 91, 89, 93, 91, 89, 93 ], [ 8327, 3345, 4982, 8327, 3345, 4982 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 652518, 658211, -58263, -21154, -73974, 287848 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 237, "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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