Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141245.5619 | 1124283.8338 | 16961.7281 | 1662579.5909 | 1992303.1328 | -329723.5419 |
Total P&L (%) | 1141.2456 | 1124.2838 | 16.9617 | 1662.5796 | 1992.3031 | -329.7235 |
Avg Daily Profit (%) | 0.6253 | 0.616 | 0.0093 | 0.1573 | 0.1668 | 0 |
Buy And Hold Return (%) | 675.8263 | 675.8263 | 675.8263 | 675.8263 | 675.8263 | 675.8263 |
Max Trade Drawdown | -192476 | -119837 | -111630 | -1092101 | -741009 | -730301 |
Profit Factor | 2.7744 | 4.5852 | 1.0515 | 1.3077 | 1.731 | 0.8769 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Profitability (%) | 43.0108 | 50 | 36.1702 | 43.0108 | 50 | 36.1702 |
Ratio Avg Win / Avg Loss | 3.6761 | 4.5852 | 1.8555 | 1.7327 | 1.731 | 1.5475 |
Largest Winning Trade | 550595 | 550595 | 76937 | 1160381 | 1160381 | 681875 |
Largest Losing Trade | -47677 | -47677 | -36401 | -409396 | -409396 | -328020 |
Avg Bars in Trades | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Winners | 87 | 69 | 113 | 87 | 69 | 113 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 5351 | 2333 | 3018 | 5351 | 2333 | 3018 |
Profit Streak | 0 | 17.3826 | 0 | 0 | 17.3826 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 199200 | 399364 | -514293 | 94436 | 324649 | -583297 |
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{ "first_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 53, "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": [ [ 1141245.5619355089, 1124283.8337923028, 16961.7281432067, 1662579.5908607175, 1992303.1327841352, -329723.5419234182 ], [ 1141.245562, 1124.283834, 16.961728, 1662.579591, 1992.303133, -329.723542 ], [ 0.62534, 0.616046, 0.009294, 0.157349, 0.166761, 0 ], [ 675.826303, 675.826303, 675.826303, 675.826303, 675.826303, 675.826303 ], [ -192476, -119837, -111630, -1092101, -741009, -730301 ], [ 2.774397, 4.585165, 1.051465, 1.307665, 1.730955, 0.876888 ], [ 93, 46, 47, 93, 46, 47 ], [ 40, 23, 17, 40, 23, 17 ], [ 53, 23, 30, 53, 23, 30 ], [ 43.010753, 50, 36.170213, 43.010753, 50, 36.170213 ], [ 3.676077, 4.585165, 1.855526, 1.732656, 1.730955, 1.54745 ], [ 550595, 550595, 76937, 1160381, 1160381, 681875 ], [ -47677, -47677, -36401, -409396, -409396, -328020 ], [ 57, 50, 64, 57, 50, 64 ], [ 87, 69, 113, 87, 69, 113 ], [ 34, 32, 36, 34, 32, 36 ], [ 5351, 2333, 3018, 5351, 2333, 3018 ], [ 0, 17.382613, 0, 0, 17.382613, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 199200, 399364, -514293, 94436, 324649, -583297 ] ] }
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{ "first_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 53, "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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