Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92662.8231 | 83505.9173 | 9156.9058 | 130101.8043 | 120235.3107 | 9866.4936 |
Total P&L (%) | 92.6628 | 83.5059 | 9.1569 | 130.1018 | 120.2353 | 9.8665 |
Avg Daily Profit (%) | 1.0674 | 0.9619 | 0.1055 | 0.9646 | 0.9136 | 0.1085 |
Buy And Hold Return (%) | 71.3578 | 71.3578 | 71.3578 | 71.3578 | 71.3578 | 71.3578 |
Max Trade Drawdown | -16643 | -9720 | -11688 | -32560 | -18352 | -23123 |
Profit Factor | 2.6303 | 4.4669 | 1.2796 | 2.2587 | 3.7362 | 1.1661 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 44.2623 | 48.3871 | 40 | 44.2623 | 48.3871 | 40 |
Ratio Avg Win / Avg Loss | 3.3122 | 4.7647 | 1.9194 | 2.8443 | 3.9853 | 1.7491 |
Largest Winning Trade | 21903 | 21903 | 10582 | 37773 | 37773 | 17819 |
Largest Losing Trade | -9236 | -4899 | -9236 | -18359 | -9037 | -18359 |
Avg Bars in Trades | 391 | 456 | 325 | 391 | 456 | 325 |
Avg Bars in Winners | 639 | 698 | 564 | 639 | 698 | 564 |
Avg Bars in Losers | 195 | 229 | 165 | 195 | 229 | 165 |
Bars Traded | 23903 | 14152 | 9751 | 23903 | 14152 | 9751 |
Profit Streak | 4.718 | 5.0653 | 0 | 4.718 | 5.0653 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -224618 | -94139 | -222754 | -160601 | 317848 | -256624 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 132, "offset": 242 } }, "second_band": { "type": "sinwma", "factors": { "length": 62, "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": [ [ 92662.8230524027, 83505.9172989505, 9156.9057534523, 130101.8042525474, 120235.3106511195, 9866.4936014279 ], [ 92.662823, 83.505917, 9.156906, 130.101804, 120.235311, 9.866494 ], [ 1.067421, 0.961939, 0.105482, 0.964594, 0.913636, 0.108452 ], [ 71.357832, 71.357832, 71.357832, 71.357832, 71.357832, 71.357832 ], [ -16643, -9720, -11688, -32560, -18352, -23123 ], [ 2.630266, 4.466914, 1.279578, 2.258714, 3.736209, 1.166051 ], [ 61, 31, 30, 61, 31, 30 ], [ 27, 15, 12, 27, 15, 12 ], [ 34, 16, 18, 34, 16, 18 ], [ 44.262295, 48.387097, 40, 44.262295, 48.387097, 40 ], [ 3.312187, 4.764709, 1.919368, 2.844307, 3.98529, 1.749076 ], [ 21903, 21903, 10582, 37773, 37773, 17819 ], [ -9236, -4899, -9236, -18359, -9037, -18359 ], [ 391, 456, 325, 391, 456, 325 ], [ 639, 698, 564, 639, 698, 564 ], [ 195, 229, 165, 195, 229, 165 ], [ 23903, 14152, 9751, 23903, 14152, 9751 ], [ 4.718035, 5.065257, 0, 4.718035, 5.065257, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -224618, -94139, -222754, -160601, 317848, -256624 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 132, "offset": 242 } }, "second_band": { "type": "sinwma", "factors": { "length": 62, "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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