Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488968.2228 | 378939.2252 | 110028.9976 | 768716.3631 | 313847.0116 | 454869.3515 |
Total P&L (%) | 488.9682 | 378.9392 | 110.029 | 768.7164 | 313.847 | 454.8694 |
Avg Daily Profit (%) | 0.276 | 0.2139 | 0.0621 | 0.1221 | 0.0802 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73924 | -74911 | -75883 | -729698 | -878590 | -668233 |
Profit Factor | 1.5521 | 1.8638 | 1.2462 | 1.1198 | 1.0964 | 1.1439 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 108 | 58 | 50 | 108 | 58 | 50 |
Profitability (%) | 42.246 | 38.2979 | 46.2366 | 42.246 | 38.2979 | 46.2366 |
Ratio Avg Win / Avg Loss | 2.1218 | 3.0027 | 1.449 | 1.5308 | 1.7663 | 1.3301 |
Largest Winning Trade | 126396 | 126396 | 66789 | 407013 | 359774 | 407013 |
Largest Losing Trade | -36874 | -16827 | -36874 | -326673 | -258827 | -326673 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5259 | 2515 | 2744 | 5259 | 2515 | 2744 |
Profit Streak | 38.9757 | 38.9757 | 39.9757 | 38.9757 | 38.9757 | 39.9757 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368483 | 260903 | -111188 | -118035 | -203328 | -126975 |
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{ "first_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 3.75418 } }, "second_band": { "type": "wma", "factors": { "length": 9, "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": [ [ 488968.2228066387, 378939.22518099, 110028.9976256486, 768716.3631276602, 313847.0116234287, 454869.3515042311 ], [ 488.968223, 378.939225, 110.028998, 768.716363, 313.847012, 454.869352 ], [ 0.275993, 0.213888, 0.062105, 0.122098, 0.080201, 0.096767 ], [ 10, 10, 10, 10, 10, 10 ], [ -73924, -74911, -75883, -729698, -878590, -668233 ], [ 1.552067, 1.863769, 1.24615, 1.119767, 1.096354, 1.14389 ], [ 187, 94, 93, 187, 94, 93 ], [ 79, 36, 43, 79, 36, 43 ], [ 108, 58, 50, 108, 58, 50 ], [ 42.245989, 38.297872, 46.236559, 42.245989, 38.297872, 46.236559 ], [ 2.121814, 3.002739, 1.449012, 1.53082, 1.766349, 1.330105 ], [ 126396, 126396, 66789, 407013, 359774, 407013 ], [ -36874, -16827, -36874, -326673, -258827, -326673 ], [ 28, 26, 29, 28, 26, 29 ], [ 47, 47, 47, 47, 47, 47 ], [ 14, 14, 14, 14, 14, 14 ], [ 5259, 2515, 2744, 5259, 2515, 2744 ], [ 38.975704, 38.975704, 39.975704, 38.975704, 38.975704, 39.975704 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368483, 260903, -111188, -118035, -203328, -126975 ] ] }
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{ "first_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 3.75418 } }, "second_band": { "type": "wma", "factors": { "length": 9, "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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