Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710869.2961 | 493668.1065 | 217201.1895 | 1024348.012 | -400867.6726 | 1425215.6847 |
Total P&L (%) | 710.8693 | 493.6681 | 217.2012 | 1024.348 | -400.8677 | 1425.2157 |
Avg Daily Profit (%) | 0.3913 | 0.2718 | 0.1196 | 0.1333 | 0 | 0.1501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93535 | -85772 | -38799 | -1541087 | -1365031 | -515333 |
Profit Factor | 2.5955 | 2.7598 | 2.3162 | 1.2227 | 0.864 | 1.863 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 33.3333 | 25 | 41.8605 | 33.3333 | 25 | 41.8605 |
Ratio Avg Win / Avg Loss | 5.1909 | 8.2793 | 3.2169 | 2.4454 | 2.5921 | 2.5875 |
Largest Winning Trade | 529168 | 529168 | 69489 | 675379 | 675379 | 468975 |
Largest Losing Trade | -23326 | -23326 | -20834 | -264371 | -264371 | -230078 |
Avg Bars in Trades | 121 | 88 | 155 | 121 | 88 | 155 |
Avg Bars in Winners | 267 | 231 | 289 | 267 | 231 | 289 |
Avg Bars in Losers | 48 | 41 | 58 | 48 | 41 | 58 |
Bars Traded | 10575 | 3902 | 6672 | 10575 | 3902 | 6672 |
Profit Streak | 0 | 0 | 53.2275 | 0 | 0 | 53.2275 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301440 | -16255 | -31519 | -20182 | -607756 | 309443 |
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{ "first_band": { "type": "swma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 24, "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": [ [ 710869.2960651729, 493668.1065455165, 217201.1895196561, 1024348.012019254, -400867.6726431813, 1425215.684662435 ], [ 710.869296, 493.668107, 217.20119, 1024.348012, -400.867673, 1425.215685 ], [ 0.39134, 0.271769, 0.119571, 0.1333, 0, 0.150111 ], [ 10, 10, 10, 10, 10, 10 ], [ -93535, -85772, -38799, -1541087, -1365031, -515333 ], [ 2.59546, 2.759766, 2.316156, 1.222691, 0.86404, 1.86301 ], [ 87, 44, 43, 87, 44, 43 ], [ 29, 11, 18, 29, 11, 18 ], [ 58, 33, 25, 58, 33, 25 ], [ 33.333333, 25, 41.860465, 33.333333, 25, 41.860465 ], [ 5.19092, 8.279298, 3.216883, 2.445382, 2.592119, 2.587513 ], [ 529168, 529168, 69489, 675379, 675379, 468975 ], [ -23326, -23326, -20834, -264371, -264371, -230078 ], [ 121, 88, 155, 121, 88, 155 ], [ 267, 231, 289, 267, 231, 289 ], [ 48, 41, 58, 48, 41, 58 ], [ 10575, 3902, 6672, 10575, 3902, 6672 ], [ 0, 0, 53.227528, 0, 0, 53.227528 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301440, -16255, -31519, -20182, -607756, 309443 ] ] }
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{ "first_band": { "type": "swma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 24, "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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