Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218364.908 | 130421.9111 | 87942.9969 | 477076.4597 | 296151.4042 | 180925.0555 |
Total P&L (%) | 218.3649 | 130.4219 | 87.943 | 477.0765 | 296.1514 | 180.9251 |
Avg Daily Profit (%) | 0.82 | 0.4897 | 0.3302 | 0.6604 | 0.5183 | 0.3886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33120 | -28739 | -31210 | -130758 | -39932 | -126724 |
Profit Factor | 1.7923 | 2.0559 | 1.5783 | 1.9079 | 2.5631 | 1.5385 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 51.3889 | 50 | 52.7778 | 51.3889 | 50 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.6954 | 2.0559 | 1.4121 | 1.8048 | 2.5631 | 1.3765 |
Largest Winning Trade | 35049 | 35049 | 31391 | 76174 | 55983 | 76174 |
Largest Losing Trade | -15326 | -15326 | -12710 | -49083 | -24532 | -49083 |
Avg Bars in Trades | 86 | 85 | 87 | 86 | 85 | 87 |
Avg Bars in Winners | 95 | 93 | 96 | 95 | 93 | 96 |
Avg Bars in Losers | 77 | 78 | 76 | 77 | 78 | 76 |
Bars Traded | 12461 | 6189 | 6272 | 12461 | 6189 | 6272 |
Profit Streak | 280.9357 | 280.9357 | 290.8523 | 280.9357 | 280.9357 | 290.8523 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602750 | -65860 | -68287 | 567188 | -64637 | -68031 |
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 2 } } }
{ "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": [ [ 218364.9079845947, 130421.9111023765, 87942.9968822181, 477076.4597085875, 296151.4042135169, 180925.0554950704 ], [ 218.364908, 130.421911, 87.942997, 477.07646, 296.151404, 180.925055 ], [ 0.819965, 0.489737, 0.330228, 0.660353, 0.518265, 0.388616 ], [ 10, 10, 10, 10, 10, 10 ], [ -33120, -28739, -31210, -130758, -39932, -126724 ], [ 1.792322, 2.05589, 1.578257, 1.907902, 2.563126, 1.538451 ], [ 144, 72, 72, 144, 72, 72 ], [ 74, 36, 38, 74, 36, 38 ], [ 70, 36, 34, 70, 36, 34 ], [ 51.388889, 50, 52.777778, 51.388889, 50, 52.777778 ], [ 1.695439, 2.05589, 1.412125, 1.804772, 2.563126, 1.376509 ], [ 35049, 35049, 31391, 76174, 55983, 76174 ], [ -15326, -15326, -12710, -49083, -24532, -49083 ], [ 86, 85, 87, 86, 85, 87 ], [ 95, 93, 96, 95, 93, 96 ], [ 77, 78, 76, 77, 78, 76 ], [ 12461, 6189, 6272, 12461, 6189, 6272 ], [ 280.935654, 280.935654, 290.852321, 280.935654, 280.935654, 290.852321 ], [ 5, 2, 5, 5, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 602750, -65860, -68287, 567188, -64637, -68031 ] ] }
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{ "first_band": { "type": "vwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 2 } } }
# | 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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