Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1998523.6464 | 2038635.1812 | -40111.5348 | -111247.6119 | -63504.4507 | -47743.1612 |
Total P&L (%) | 1998.5236 | 2038.6352 | -40.1115 | -111.2476 | -63.5045 | -47.7432 |
Avg Daily Profit (%) | 0.8643 | 0.8816 | -0.0173 | 0 | -0.0436 | -0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116281 | -119882 | -175123 | -128775 | -76436 | -65140 |
Profit Factor | 3.4368 | 6.8761 | 0.9152 | 0.6062 | 0.5135 | 0.6858 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 17 | 17 | 47 | 23 | 24 |
Losing Trades | 53 | 27 | 26 | 40 | 21 | 19 |
Profitability (%) | 39.0805 | 38.6364 | 39.5349 | 54.023 | 52.2727 | 55.814 |
Ratio Avg Win / Avg Loss | 5.3574 | 10.9208 | 1.3998 | 0.5159 | 0.4689 | 0.5429 |
Largest Winning Trade | 1959384 | 1959384 | 76056 | 26188 | 11567 | 26188 |
Largest Losing Trade | -102771 | -33762 | -102771 | -62848 | -33930 | -62848 |
Avg Bars in Trades | 73 | 59 | 87 | 73 | 59 | 87 |
Avg Bars in Winners | 118 | 111 | 124 | 40 | 25 | 55 |
Avg Bars in Losers | 44 | 26 | 63 | 111 | 95 | 128 |
Bars Traded | 6362 | 2599 | 3763 | 6362 | 2599 | 3763 |
Profit Streak | 0 | 0 | 0 | 52.1292 | 52.1292 | 135.1292 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568102 | 626556 | -583130 | -578449 | -579014 | -578557 |
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{ "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": [ [ 1998523.6463883799, 2038635.1811762736, -40111.5347878928, -111247.611922113, -63504.450719647, -47743.1612024659 ], [ 1998.523646, 2038.635181, -40.111535, -111.247612, -63.504451, -47.743161 ], [ 0.86429, 0.881637, -0.017347, 0, -0.043582, -0.028063 ], [ 10, 10, 10, 10, 10, 10 ], [ -116281, -119882, -175123, -128775, -76436, -65140 ], [ 3.436814, 6.876082, 0.915233, 0.606187, 0.513517, 0.685797 ], [ 87, 44, 43, 87, 44, 43 ], [ 34, 17, 17, 47, 23, 24 ], [ 53, 27, 26, 40, 21, 19 ], [ 39.08046, 38.636364, 39.534884, 54.022989, 52.272727, 55.813953 ], [ 5.357386, 10.920836, 1.399769, 0.515904, 0.468863, 0.542923 ], [ 1959384, 1959384, 76056, 26188, 11567, 26188 ], [ -102771, -33762, -102771, -62848, -33930, -62848 ], [ 73, 59, 87, 73, 59, 87 ], [ 118, 111, 124, 40, 25, 55 ], [ 44, 26, 63, 111, 95, 128 ], [ 6362, 2599, 3763, 6362, 2599, 3763 ], [ 0, 0, 0, 52.129226, 52.129226, 135.129226 ], [ 0, 0, 0, 6, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 568102, 626556, -583130, -578449, -579014, -578557 ] ] }
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{ "first_band": { "type": "sma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 21, "offset": 25 } } }
# | 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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