Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76069.4741 | 37375.3804 | 38694.0937 | 71692.7173 | 46229.7278 | 25462.9895 |
Total P&L (%) | 76.0695 | 37.3754 | 38.6941 | 71.6927 | 46.2297 | 25.463 |
Avg Daily Profit (%) | 0.2921 | 0.1435 | 0.1486 | 0.2078 | 0.146 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40217 | -22255 | -34937 | -64269 | -28321 | -62260 |
Profit Factor | 1.4599 | 1.4948 | 1.4306 | 1.3169 | 1.4854 | 1.1944 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 71.9101 | 68.1818 | 75.5556 | 71.9101 | 68.1818 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.5703 | 0.6976 | 0.4628 | 0.5144 | 0.6932 | 0.3864 |
Largest Winning Trade | 15545 | 12542 | 15545 | 15629 | 15564 | 15629 |
Largest Losing Trade | -28854 | -22255 | -28854 | -39790 | -24699 | -39790 |
Avg Bars in Trades | 274 | 284 | 264 | 274 | 284 | 264 |
Avg Bars in Winners | 135 | 138 | 133 | 135 | 138 | 133 |
Avg Bars in Losers | 629 | 597 | 670 | 629 | 597 | 670 |
Bars Traded | 24432 | 12510 | 11921 | 24432 | 12510 | 11921 |
Profit Streak | 9.1843 | 9.1843 | 16.726 | 9.1843 | 9.1843 | 16.726 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410225 | -2161 | 205140 | 352818 | 68846 | -84963 |
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 250, "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": [ [ 76069.4741406514, 37375.3804494156, 38694.0936912357, 71692.7173231272, 46229.7277872928, 25462.9895358344 ], [ 76.069474, 37.37538, 38.694094, 71.692717, 46.229728, 25.46299 ], [ 0.292103, 0.14352, 0.148583, 0.207779, 0.146028, 0.087144 ], [ 10, 10, 10, 10, 10, 10 ], [ -40217, -22255, -34937, -64269, -28321, -62260 ], [ 1.459912, 1.494761, 1.430615, 1.31691, 1.485385, 1.194402 ], [ 89, 44, 45, 89, 44, 45 ], [ 64, 30, 34, 64, 30, 34 ], [ 25, 14, 11, 25, 14, 11 ], [ 71.910112, 68.181818, 75.555556, 71.910112, 68.181818, 75.555556 ], [ 0.570278, 0.697555, 0.462846, 0.514418, 0.69318, 0.386424 ], [ 15545, 12542, 15545, 15629, 15564, 15629 ], [ -28854, -22255, -28854, -39790, -24699, -39790 ], [ 274, 284, 264, 274, 284, 264 ], [ 135, 138, 133, 135, 138, 133 ], [ 629, 597, 670, 629, 597, 670 ], [ 24432, 12510, 11921, 24432, 12510, 11921 ], [ 9.184349, 9.184349, 16.726016, 9.184349, 9.184349, 16.726016 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410225, -2161, 205140, 352818, 68846, -84963 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 250, "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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