Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1319592.2533 | 1262891.6454 | 56700.6079 | 3872156.2744 | 4186646.2009 | -314489.9265 |
Total P&L (%) | 1319.5923 | 1262.8916 | 56.7006 | 3872.1563 | 4186.6462 | -314.4899 |
Avg Daily Profit (%) | 0.7149 | 0.6842 | 0.0307 | 0.1997 | 0.2038 | 0 |
Buy And Hold Return (%) | 378.2313 | 378.2313 | 378.2313 | 378.2313 | 378.2313 | 378.2313 |
Max Trade Drawdown | -73321 | -48056 | -71200 | -4964076 | -3148271 | -3548748 |
Profit Factor | 2.8703 | 5.2027 | 1.14 | 1.1828 | 1.4408 | 0.9731 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 34.8837 | 30.7692 | 39.0625 | 34.8837 | 30.7692 | 39.0625 |
Ratio Avg Win / Avg Loss | 5.3579 | 11.7062 | 1.7784 | 2.2078 | 3.2417 | 1.518 |
Largest Winning Trade | 745197 | 745197 | 74932 | 3556519 | 3556519 | 2411974 |
Largest Losing Trade | -31874 | -21945 | -31874 | -1122491 | -956591 | -1122491 |
Avg Bars in Trades | 168 | 154 | 182 | 168 | 154 | 182 |
Avg Bars in Winners | 342 | 323 | 358 | 342 | 323 | 358 |
Avg Bars in Losers | 74 | 79 | 69 | 74 | 79 | 69 |
Bars Traded | 21704 | 10049 | 11655 | 21704 | 10049 | 11655 |
Profit Streak | 38.798 | 43.7147 | 0 | 38.798 | 43.7147 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369041 | -121573 | -526776 | -15336 | -128757 | -721711 |
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{ "first_band": { "type": "vwma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 1.89323 } } }
{ "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": [ [ 1319592.2532850062, 1262891.6454063165, 56700.6078786883, 3872156.2744433377, 4186646.2009254647, -314489.926482125 ], [ 1319.592253, 1262.891645, 56.700608, 3872.156274, 4186.646201, -314.489926 ], [ 0.71487, 0.684153, 0.030717, 0.19966, 0.203796, 0 ], [ 378.231293, 378.231293, 378.231293, 378.231293, 378.231293, 378.231293 ], [ -73321, -48056, -71200, -4964076, -3148271, -3548748 ], [ 2.870297, 5.20274, 1.139981, 1.182759, 1.440768, 0.973095 ], [ 129, 65, 64, 129, 65, 64 ], [ 45, 20, 25, 45, 20, 25 ], [ 84, 45, 39, 84, 45, 39 ], [ 34.883721, 30.769231, 39.0625, 34.883721, 30.769231, 39.0625 ], [ 5.357887, 11.706165, 1.77837, 2.207816, 3.241727, 1.518028 ], [ 745197, 745197, 74932, 3556519, 3556519, 2411974 ], [ -31874, -21945, -31874, -1122491, -956591, -1122491 ], [ 168, 154, 182, 168, 154, 182 ], [ 342, 323, 358, 342, 323, 358 ], [ 74, 79, 69, 74, 79, 69 ], [ 21704, 10049, 11655, 21704, 10049, 11655 ], [ 38.798027, 43.714693, 0, 38.798027, 43.714694, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369041, -121573, -526776, -15336, -128757, -721711 ] ] }
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{ "first_band": { "type": "vwma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 1.89323 } } }
# | 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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