Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94656.1517 | 16113.9053 | 78542.2464 | 87168.3336 | 30061.9103 | 57106.4233 |
Total P&L (%) | 94.6562 | 16.1139 | 78.5422 | 87.1683 | 30.0619 | 57.1064 |
Avg Daily Profit (%) | 0.3635 | 0.0619 | 0.3016 | 0.241 | 0.101 | 0.1736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53919 | -48468 | -34360 | -49106 | -41977 | -43779 |
Profit Factor | 1.2819 | 1.0966 | 1.4649 | 1.2324 | 1.1778 | 1.2772 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 50 | 49.3333 | 50.6667 | 50 | 49.3333 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.2819 | 1.1262 | 1.4264 | 1.2324 | 1.2097 | 1.2436 |
Largest Winning Trade | 17949 | 13958 | 17949 | 21565 | 15130 | 21565 |
Largest Losing Trade | -16175 | -13594 | -16175 | -23619 | -12777 | -23619 |
Avg Bars in Trades | 163 | 168 | 158 | 163 | 168 | 158 |
Avg Bars in Winners | 163 | 172 | 155 | 163 | 172 | 155 |
Avg Bars in Losers | 163 | 164 | 161 | 163 | 164 | 161 |
Bars Traded | 24517 | 12632 | 11885 | 24517 | 12632 | 11885 |
Profit Streak | 6.2368 | 0 | 14.7889 | 6.2368 | 0 | 14.7889 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326731 | -292699 | -47136 | 278160 | -144792 | -50237 |
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{ "first_band": { "type": "tema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 63, "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": [ [ 94656.1516859246, 16113.9053039218, 78542.246382003, 87168.3336072509, 30061.9102917353, 57106.4233155155 ], [ 94.656152, 16.113905, 78.542246, 87.168334, 30.06191, 57.106423 ], [ 0.363475, 0.061877, 0.301598, 0.240993, 0.10098, 0.173622 ], [ 10, 10, 10, 10, 10, 10 ], [ -53919, -48468, -34360, -49106, -41977, -43779 ], [ 1.281881, 1.096567, 1.464929, 1.23241, 1.177836, 1.277189 ], [ 150, 75, 75, 150, 75, 75 ], [ 75, 37, 38, 75, 37, 38 ], [ 75, 38, 37, 75, 38, 37 ], [ 50, 49.333333, 50.666667, 50, 49.333333, 50.666667 ], [ 1.281881, 1.126204, 1.426378, 1.23241, 1.20967, 1.243578 ], [ 17949, 13958, 17949, 21565, 15130, 21565 ], [ -16175, -13594, -16175, -23619, -12777, -23619 ], [ 163, 168, 158, 163, 168, 158 ], [ 163, 172, 155, 163, 172, 155 ], [ 163, 164, 161, 163, 164, 161 ], [ 24517, 12632, 11885, 24517, 12632, 11885 ], [ 6.236767, 0, 14.78885, 6.236767, 0, 14.78885 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326731, -292699, -47136, 278160, -144792, -50237 ] ] }
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{ "first_band": { "type": "tema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 63, "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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