Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -331109.8058 | 304057.5459 | -635167.3517 | -357761.5142 | 4438950.8179 | -4796712.332 |
Total P&L (%) | -331.1098 | 304.0575 | -635.1674 | -357.7615 | 4438.9508 | -4796.7123 |
Avg Daily Profit (%) | -0.1523 | 0.1399 | -0.2922 | 0 | 0.1757 | 0 |
Buy And Hold Return (%) | 489.2857 | 489.2857 | 489.2857 | 489.2857 | 489.2857 | 489.2857 |
Max Trade Drawdown | -741188 | -108052 | -819823 | -7009167 | -2587109 | -6038820 |
Profit Factor | 0.7541 | 2.0647 | 0.4012 | 0.9723 | 2.3992 | 0.5065 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 63 | 30 | 33 | 41 | 25 | 16 |
Losing Trades | 27 | 15 | 12 | 49 | 20 | 29 |
Profitability (%) | 70 | 66.6667 | 73.3333 | 45.5556 | 55.5556 | 35.5556 |
Ratio Avg Win / Avg Loss | 0.3232 | 1.0323 | 0.1459 | 1.162 | 1.9194 | 0.9181 |
Largest Winning Trade | 95751 | 95751 | 50928 | 4072204 | 4072204 | 1862365 |
Largest Losing Trade | -568398 | -65265 | -568398 | -4256250 | -856196 | -4256250 |
Avg Bars in Trades | 140 | 150 | 130 | 140 | 150 | 130 |
Avg Bars in Winners | 72 | 84 | 61 | 165 | 188 | 129 |
Avg Bars in Losers | 299 | 283 | 318 | 119 | 103 | 130 |
Bars Traded | 12643 | 6782 | 5860 | 12643 | 6782 | 5860 |
Profit Streak | 55.6307 | 55.6307 | 70.1307 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576265 | -166485 | -576719 | -580599 | 474716 | -586329 |
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{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 138, "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": [ [ -331109.8058004663, 304057.5459260801, -635167.3517265467, -357761.514167572, 4438950.817875492, -4796712.332043065 ], [ -331.109806, 304.057546, -635.167352, -357.761514, 4438.950818, -4796.712332 ], [ -0.152316, 0.139872, -0.292188, 0, 0.175664, 0 ], [ 489.285714, 489.285714, 489.285714, 489.285714, 489.285714, 489.285714 ], [ -741188, -108052, -819823, -7009167, -2587109, -6038820 ], [ 0.754072, 2.064655, 0.401225, 0.972251, 2.399223, 0.506523 ], [ 90, 45, 45, 90, 45, 45 ], [ 63, 30, 33, 41, 25, 16 ], [ 27, 15, 12, 49, 20, 29 ], [ 70, 66.666667, 73.333333, 45.555556, 55.555556, 35.555556 ], [ 0.323174, 1.032328, 0.1459, 1.161958, 1.919378, 0.918074 ], [ 95751, 95751, 50928, 4072204, 4072204, 1862365 ], [ -568398, -65265, -568398, -4256250, -856196, -4256250 ], [ 140, 150, 130, 140, 150, 130 ], [ 72, 84, 61, 165, 188, 129 ], [ 299, 283, 318, 119, 103, 130 ], [ 12643, 6782, 5860, 12643, 6782, 5860 ], [ 55.630696, 55.630696, 70.130696, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576265, -166485, -576719, -580599, 474716, -586329 ] ] }
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{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 138, "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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