Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1977131.5614 | 1937590.3891 | 39541.1723 | 1572605.7047 | 3476077.6683 | -1903471.9636 |
Total P&L (%) | 1977.1316 | 1937.5904 | 39.5412 | 1572.6057 | 3476.0777 | -1903.472 |
Avg Daily Profit (%) | 0.8916 | 0.8738 | 0.0178 | 0.1271 | 0.1614 | 0 |
Buy And Hold Return (%) | 809.0909 | 809.0909 | 809.0909 | 809.0909 | 809.0909 | 809.0909 |
Max Trade Drawdown | -145688 | -73286 | -72401 | -13428071 | -5559951 | -8343811 |
Profit Factor | 4.5224 | 8.5848 | 1.1293 | 1.0552 | 1.3028 | 0.8882 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 38.3333 | 33.3333 | 43.3333 | 38.3333 | 33.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 7.2752 | 17.1697 | 1.4768 | 1.6974 | 2.6057 | 1.1615 |
Largest Winning Trade | 1616110 | 1616110 | 50720 | 8244594 | 8244594 | 4141707 |
Largest Losing Trade | -63345 | -44370 | -63345 | -4527972 | -2799446 | -4527972 |
Avg Bars in Trades | 144 | 138 | 151 | 144 | 138 | 151 |
Avg Bars in Winners | 212 | 212 | 212 | 212 | 212 | 212 |
Avg Bars in Losers | 102 | 100 | 104 | 102 | 100 | 104 |
Bars Traded | 8677 | 4140 | 4537 | 8677 | 4140 | 4537 |
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 | -161555 | 395000 | -415761 | -367213 | 15569 | -581751 |
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{ "first_band": { "type": "swma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1977131.5614081775, 1937590.3890982927, 39541.172309885, 1572605.7047099548, 3476077.6682962766, -1903471.963586322 ], [ 1977.131561, 1937.590389, 39.541172, 1572.605705, 3476.077668, -1903.471964 ], [ 0.891604, 0.873772, 0.017831, 0.127114, 0.161431, 0 ], [ 809.090909, 809.090909, 809.090909, 809.090909, 809.090909, 809.090909 ], [ -145688, -73286, -72401, -13428071, -5559951, -8343811 ], [ 4.522447, 8.584842, 1.129287, 1.055169, 1.302829, 0.888204 ], [ 60, 30, 30, 60, 30, 30 ], [ 23, 10, 13, 23, 10, 13 ], [ 37, 20, 17, 37, 20, 17 ], [ 38.333333, 33.333333, 43.333333, 38.333333, 33.333333, 43.333333 ], [ 7.275241, 17.169684, 1.47676, 1.697446, 2.605658, 1.161498 ], [ 1616110, 1616110, 50720, 8244594, 8244594, 4141707 ], [ -63345, -44370, -63345, -4527972, -2799446, -4527972 ], [ 144, 138, 151, 144, 138, 151 ], [ 212, 212, 212, 212, 212, 212 ], [ 102, 100, 104, 102, 100, 104 ], [ 8677, 4140, 4537, 8677, 4140, 4537 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -161555, 395000, -415761, -367213, 15569, -581751 ] ] }
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{ "first_band": { "type": "swma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } } }
# | 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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