Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1167592.9567 | 1169534.0166 | -1941.0598 | 1068689.9089 | 2892200.1155 | -1823510.2065 |
Total P&L (%) | 1167.593 | 1169.534 | -1.9411 | 1068.6899 | 2892.2001 | -1823.5102 |
Avg Daily Profit (%) | 0.6439 | 0.645 | -0.0011 | 0.1357 | 0.1876 | 0 |
Buy And Hold Return (%) | 481.9181 | 481.9181 | 481.9181 | 481.9181 | 481.9181 | 481.9181 |
Max Trade Drawdown | -152233 | -73710 | -88216 | -6113215 | -2838705 | -3492923 |
Profit Factor | 2.9129 | 5.3958 | 0.9944 | 1.0807 | 1.5235 | 0.7636 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 35.6322 | 34.8837 | 36.3636 | 35.6322 | 34.8837 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.262 | 10.0722 | 1.7401 | 1.9523 | 2.8438 | 1.3364 |
Largest Winning Trade | 668429 | 668429 | 77020 | 3286501 | 3286501 | 1392746 |
Largest Losing Trade | -38300 | -23312 | -38300 | -1119223 | -1119223 | -909405 |
Avg Bars in Trades | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Winners | 115 | 103 | 125 | 115 | 103 | 125 |
Avg Bars in Losers | 31 | 32 | 29 | 31 | 32 | 29 |
Bars Traded | 5311 | 2463 | 2848 | 5311 | 2463 | 2848 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286859 | 361982 | -583244 | -152919 | 143962 | -584355 |
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{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 18, "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": [ [ 1167592.956749859, 1169534.0165866893, -1941.0598368308, 1068689.908909873, 2892200.115450499, -1823510.2065406267 ], [ 1167.592957, 1169.534017, -1.94106, 1068.689909, 2892.200115, -1823.510207 ], [ 0.643894, 0.644965, -0.00107, 0.13567, 0.187599, 0 ], [ 481.91814, 481.91814, 481.91814, 481.91814, 481.91814, 481.91814 ], [ -152233, -73710, -88216, -6113215, -2838705, -3492923 ], [ 2.912888, 5.395806, 0.994363, 1.080715, 1.523469, 0.763646 ], [ 87, 43, 44, 87, 43, 44 ], [ 31, 15, 16, 31, 15, 16 ], [ 56, 28, 28, 56, 28, 28 ], [ 35.632184, 34.883721, 36.363636, 35.632184, 34.883721, 36.363636 ], [ 5.261991, 10.072171, 1.740135, 1.95226, 2.843808, 1.33638 ], [ 668429, 668429, 77020, 3286501, 3286501, 1392746 ], [ -38300, -23312, -38300, -1119223, -1119223, -909405 ], [ 61, 57, 64, 61, 57, 64 ], [ 115, 103, 125, 115, 103, 125 ], [ 31, 32, 29, 31, 32, 29 ], [ 5311, 2463, 2848, 5311, 2463, 2848 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 286859, 361982, -583244, -152919, 143962, -584355 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 18, "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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