Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139346.4339 | 51387.3655 | 87959.0685 | 189139.2388 | 85970.9284 | 103168.3103 |
Total P&L (%) | 139.3464 | 51.3874 | 87.9591 | 189.1392 | 85.9709 | 103.1683 |
Avg Daily Profit (%) | 0.2675 | 0.0987 | 0.1689 | 0.2041 | 0.1192 | 0.1362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53218 | -52018 | -55100 | -69585 | -53093 | -72239 |
Profit Factor | 1.6872 | 1.4804 | 1.9183 | 1.6441 | 1.6106 | 1.675 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 71.5909 | 70.4545 | 72.7273 | 71.5909 | 70.4545 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.6695 | 0.6208 | 0.7194 | 0.6524 | 0.6754 | 0.6281 |
Largest Winning Trade | 19187 | 13051 | 19187 | 24524 | 24524 | 23958 |
Largest Losing Trade | -37483 | -22784 | -37483 | -47656 | -28772 | -47656 |
Avg Bars in Trades | 272 | 298 | 245 | 272 | 298 | 245 |
Avg Bars in Winners | 208 | 228 | 188 | 208 | 228 | 188 |
Avg Bars in Losers | 432 | 465 | 397 | 432 | 465 | 397 |
Bars Traded | 23941 | 13144 | 10797 | 23941 | 13144 | 10797 |
Profit Streak | 13.1678 | 53.6053 | 13.1678 | 13.1678 | 53.6053 | 13.1678 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447834 | -59363 | 405440 | 425306 | -30000 | -7774 |
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{ "first_band": { "type": "vwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 41, "offset": 242 } } }
{ "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": [ [ 139346.4339494632, 51387.3654611912, 87959.068488272, 189139.2387732824, 85970.9284411387, 103168.3103321438 ], [ 139.346434, 51.387365, 87.959068, 189.139239, 85.970928, 103.16831 ], [ 0.267547, 0.098664, 0.168882, 0.204063, 0.119192, 0.136196 ], [ 10, 10, 10, 10, 10, 10 ], [ -53218, -52018, -55100, -69585, -53093, -72239 ], [ 1.687249, 1.480355, 1.918329, 1.644149, 1.610638, 1.675018 ], [ 88, 44, 44, 88, 44, 44 ], [ 63, 31, 32, 63, 31, 32 ], [ 25, 13, 12, 25, 13, 12 ], [ 71.590909, 70.454545, 72.727273, 71.590909, 70.454545, 72.727273 ], [ 0.669543, 0.620794, 0.719373, 0.65244, 0.675429, 0.628132 ], [ 19187, 13051, 19187, 24524, 24524, 23958 ], [ -37483, -22784, -37483, -47656, -28772, -47656 ], [ 272, 298, 245, 272, 298, 245 ], [ 208, 228, 188, 208, 228, 188 ], [ 432, 465, 397, 432, 465, 397 ], [ 23941, 13144, 10797, 23941, 13144, 10797 ], [ 13.16783, 53.60533, 13.16783, 13.16783, 53.60533, 13.16783 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 447834, -59363, 405440, 425306, -30000, -7774 ] ] }
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{ "first_band": { "type": "vwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 41, "offset": 242 } } }
# | 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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