Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888290.0277 | 902214.6588 | -13924.6312 | 664656.1685 | 1251502.919 | -586846.7505 |
Total P&L (%) | 888.29 | 902.2147 | -13.9246 | 664.6562 | 1251.5029 | -586.8468 |
Avg Daily Profit (%) | 0.4901 | 0.4978 | -0.0077 | 0.1123 | 0.1438 | 0 |
Buy And Hold Return (%) | 467.4772 | 467.4772 | 467.4772 | 467.4772 | 467.4772 | 467.4772 |
Max Trade Drawdown | -163211 | -110612 | -108687 | -754766 | -501393 | -729549 |
Profit Factor | 2.3074 | 3.649 | 0.9589 | 1.1702 | 1.636 | 0.6971 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 41.3043 | 47.8261 | 34.7826 | 41.3043 | 47.8261 | 34.7826 |
Ratio Avg Win / Avg Loss | 3.2789 | 3.9808 | 1.798 | 1.6629 | 1.7848 | 1.3071 |
Largest Winning Trade | 368384 | 368384 | 76136 | 648156 | 648156 | 267602 |
Largest Losing Trade | -42273 | -42273 | -39062 | -338515 | -323520 | -338515 |
Avg Bars in Trades | 57 | 51 | 64 | 57 | 51 | 64 |
Avg Bars in Winners | 86 | 61 | 119 | 86 | 61 | 119 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 5329 | 2366 | 2963 | 5329 | 2366 | 2963 |
Profit Streak | 4.3493 | 0 | 15.6826 | 4.3493 | 0 | 15.6826 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 155737 | 333354 | -583264 | -112427 | -1761 | -584375 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 63, "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": [ [ 888290.0276578733, 902214.6588374997, -13924.6311796262, 664656.1685303521, 1251502.9190397975, -586846.7505094449 ], [ 888.290028, 902.214659, -13.924631, 664.656169, 1251.502919, -586.846751 ], [ 0.490137, 0.49782, -0.007683, 0.112308, 0.143775, 0 ], [ 467.477239, 467.477239, 467.477239, 467.477239, 467.477239, 467.477239 ], [ -163211, -110612, -108687, -754766, -501393, -729549 ], [ 2.307361, 3.649023, 0.958909, 1.170198, 1.636035, 0.697116 ], [ 92, 46, 46, 92, 46, 46 ], [ 38, 22, 16, 38, 22, 16 ], [ 54, 24, 30, 54, 24, 30 ], [ 41.304348, 47.826087, 34.782609, 41.304348, 47.826087, 34.782609 ], [ 3.278881, 3.980752, 1.797953, 1.662913, 1.784766, 1.307092 ], [ 368384, 368384, 76136, 648156, 648156, 267602 ], [ -42273, -42273, -39062, -338515, -323520, -338515 ], [ 57, 51, 64, 57, 51, 64 ], [ 86, 61, 119, 86, 61, 119 ], [ 38, 42, 34, 38, 42, 34 ], [ 5329, 2366, 2963, 5329, 2366, 2963 ], [ 4.349269, 0, 15.682603, 4.349269, 0, 15.682603 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 155737, 333354, -583264, -112427, -1761, -584375 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 63, "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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