Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117069.7423 | 24528.4989 | 92541.2434 | 143485.4739 | 46372.9517 | 97112.5222 |
Total P&L (%) | 117.0697 | 24.5285 | 92.5412 | 143.4855 | 46.373 | 97.1125 |
Avg Daily Profit (%) | 0.4495 | 0.0942 | 0.3554 | 0.3423 | 0.1464 | 0.2609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66152 | -42729 | -39713 | -95831 | -63772 | -80663 |
Profit Factor | 1.6293 | 1.278 | 1.9462 | 1.4688 | 1.3575 | 1.5507 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 62.5 | 55 | 70 | 62.5 | 55 | 70 |
Ratio Avg Win / Avg Loss | 0.9776 | 1.0457 | 0.8341 | 0.8813 | 1.1107 | 0.6646 |
Largest Winning Trade | 21864 | 14749 | 21864 | 27726 | 27726 | 26755 |
Largest Losing Trade | -28139 | -13544 | -28139 | -71529 | -22003 | -71529 |
Avg Bars in Trades | 298 | 169 | 427 | 298 | 169 | 427 |
Avg Bars in Winners | 260 | 135 | 357 | 260 | 135 | 357 |
Avg Bars in Losers | 362 | 211 | 589 | 362 | 211 | 589 |
Bars Traded | 23882 | 6784 | 17098 | 23882 | 6784 | 17098 |
Profit Streak | 0 | 0 | 18.7552 | 0 | 0 | 18.7552 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13213 | -71861 | 419530 | -14988 | 16538 | 355586 |
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{ "first_band": { "type": "bbu", "factors": { "length": 163, "offset": 0, "std": 2.57639 } }, "second_band": { "type": "vwma", "factors": { "length": 196, "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": [ [ 117069.742287939, 24528.4989208424, 92541.2433670967, 143485.4739460575, 46372.9517105496, 97112.5222355078 ], [ 117.069742, 24.528499, 92.541243, 143.485474, 46.372952, 97.112522 ], [ 0.449542, 0.094188, 0.355354, 0.342297, 0.146404, 0.260921 ], [ 10, 10, 10, 10, 10, 10 ], [ -66152, -42729, -39713, -95831, -63772, -80663 ], [ 1.629301, 1.278022, 1.946168, 1.46884, 1.357508, 1.550738 ], [ 80, 40, 40, 80, 40, 40 ], [ 50, 22, 28, 50, 22, 28 ], [ 30, 18, 12, 30, 18, 12 ], [ 62.5, 55, 70, 62.5, 55, 70 ], [ 0.977581, 1.045654, 0.834072, 0.881304, 1.110689, 0.664602 ], [ 21864, 14749, 21864, 27726, 27726, 26755 ], [ -28139, -13544, -28139, -71529, -22003, -71529 ], [ 298, 169, 427, 298, 169, 427 ], [ 260, 135, 357, 260, 135, 357 ], [ 362, 211, 589, 362, 211, 589 ], [ 23882, 6784, 17098, 23882, 6784, 17098 ], [ 0, 0, 18.755225, 0, 0, 18.755225 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -13213, -71861, 419530, -14988, 16538, 355586 ] ] }
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{ "first_band": { "type": "bbu", "factors": { "length": 163, "offset": 0, "std": 2.57639 } }, "second_band": { "type": "vwma", "factors": { "length": 196, "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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