Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77332.7942 | 8824.4358 | 68508.3583 | 75442.7278 | 879.9997 | 74562.7281 |
Total P&L (%) | 77.3328 | 8.8244 | 68.5084 | 75.4427 | 0.88 | 74.5627 |
Avg Daily Profit (%) | 0.297 | 0.0339 | 0.2631 | 0.2161 | 0.0034 | 0.2142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48196 | -35203 | -15432 | -49192 | -32818 | -13235 |
Profit Factor | 1.3958 | 1.0727 | 1.9262 | 1.3725 | 1.0067 | 2.0488 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 50 | 43.1818 | 56.8182 | 50 | 43.1818 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.3958 | 1.4114 | 1.4639 | 1.3725 | 1.3246 | 1.5571 |
Largest Winning Trade | 23048 | 23048 | 17288 | 23964 | 23964 | 14605 |
Largest Losing Trade | -17699 | -17699 | -9741 | -18798 | -18798 | -10892 |
Avg Bars in Trades | 279 | 296 | 262 | 279 | 296 | 262 |
Avg Bars in Winners | 322 | 324 | 320 | 322 | 324 | 320 |
Avg Bars in Losers | 236 | 275 | 185 | 236 | 275 | 185 |
Bars Traded | 24588 | 13056 | 11531 | 24588 | 13056 | 11531 |
Profit Streak | 0 | 0 | 14.0377 | 0 | 0 | 14.0377 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286508 | -457970 | 387011 | 256505 | -571248 | 424059 |
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{ "first_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 114, "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": [ [ 77332.7941846036, 8824.4358397289, 68508.3583448747, 75442.7278387006, 879.9997473327, 74562.7280913678 ], [ 77.332794, 8.824436, 68.508358, 75.442728, 0.88, 74.562728 ], [ 0.296954, 0.033885, 0.263069, 0.216093, 0.003364, 0.214158 ], [ 10, 10, 10, 10, 10, 10 ], [ -48196, -35203, -15432, -49192, -32818, -13235 ], [ 1.395811, 1.072681, 1.926226, 1.372525, 1.006696, 2.048811 ], [ 88, 44, 44, 88, 44, 44 ], [ 44, 19, 25, 44, 19, 25 ], [ 44, 25, 19, 44, 25, 19 ], [ 50, 43.181818, 56.818182, 50, 43.181818, 56.818182 ], [ 1.395811, 1.411423, 1.463932, 1.372525, 1.3246, 1.557096 ], [ 23048, 23048, 17288, 23964, 23964, 14605 ], [ -17699, -17699, -9741, -18798, -18798, -10892 ], [ 279, 296, 262, 279, 296, 262 ], [ 322, 324, 320, 322, 324, 320 ], [ 236, 275, 185, 236, 275, 185 ], [ 24588, 13056, 11531, 24588, 13056, 11531 ], [ 0, 0, 14.037708, 0, 0, 14.037708 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 286508, -457970, 387011, 256505, -571248, 424059 ] ] }
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{ "first_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 114, "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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