Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148496.864 | 114235.1482 | 34261.7158 | 143977.2486 | 137870.9455 | 6106.3031 |
Total P&L (%) | 148.4969 | 114.2351 | 34.2617 | 143.9772 | 137.8709 | 6.1063 |
Avg Daily Profit (%) | 0.2851 | 0.2193 | 0.0658 | 0.1714 | 0.1665 | 0.0114 |
Buy And Hold Return (%) | 22.2871 | 22.2871 | 22.2871 | 22.2871 | 22.2871 | 22.2871 |
Max Trade Drawdown | -72090 | -23900 | -118741 | -116604 | -48840 | -159992 |
Profit Factor | 1.2767 | 1.6959 | 1.092 | 1.1495 | 1.4578 | 1.0092 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 170 | 86 | 84 | 170 | 86 | 84 |
Profitability (%) | 45.5128 | 44.8718 | 46.1538 | 45.5128 | 44.8718 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.5284 | 2.0835 | 1.274 | 1.3761 | 1.7911 | 1.1774 |
Largest Winning Trade | 41049 | 41049 | 24235 | 44669 | 41112 | 44669 |
Largest Losing Trade | -23000 | -11437 | -23000 | -35434 | -35434 | -32480 |
Avg Bars in Trades | 79 | 21 | 136 | 79 | 21 | 136 |
Avg Bars in Winners | 102 | 24 | 178 | 102 | 24 | 178 |
Avg Bars in Losers | 59 | 18 | 101 | 59 | 18 | 101 |
Bars Traded | 24687 | 3351 | 21336 | 24687 | 3351 | 21336 |
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 | 305789 | 278156 | -236231 | -49767 | 249423 | -555594 |
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{ "first_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 73, "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": [ [ 148496.8639919184, 114235.1481937891, 34261.7157981294, 143977.2485822722, 137870.945526562, 6106.3030557102 ], [ 148.496864, 114.235148, 34.261716, 143.977249, 137.870946, 6.106303 ], [ 0.285116, 0.219333, 0.065783, 0.171394, 0.166519, 0.011381 ], [ 22.28709, 22.28709, 22.28709, 22.28709, 22.28709, 22.28709 ], [ -72090, -23900, -118741, -116604, -48840, -159992 ], [ 1.276689, 1.695859, 1.091971, 1.149478, 1.457841, 1.009223 ], [ 312, 156, 156, 312, 156, 156 ], [ 142, 70, 72, 142, 70, 72 ], [ 170, 86, 84, 170, 86, 84 ], [ 45.512821, 44.871795, 46.153846, 45.512821, 44.871795, 46.153846 ], [ 1.528431, 2.083484, 1.273966, 1.376135, 1.791061, 1.177427 ], [ 41049, 41049, 24235, 44669, 41112, 44669 ], [ -23000, -11437, -23000, -35434, -35434, -32480 ], [ 79, 21, 136, 79, 21, 136 ], [ 102, 24, 178, 102, 24, 178 ], [ 59, 18, 101, 59, 18, 101 ], [ 24687, 3351, 21336, 24687, 3351, 21336 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305789, 278156, -236231, -49767, 249423, -555594 ] ] }
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{ "first_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 73, "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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