Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88810.4399 | 30002.3066 | 58808.1333 | 19600.3822 | 14538.7753 | 5061.6069 |
Total P&L (%) | 88.8104 | 30.0023 | 58.8081 | 19.6004 | 14.5388 | 5.0616 |
Avg Daily Profit (%) | 0.341 | 0.1152 | 0.2258 | 0.0688 | 0.0521 | 0.019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140048 | -57412 | -89149 | -182404 | -65087 | -127391 |
Profit Factor | 1.2018 | 1.1273 | 1.2878 | 1.0414 | 1.0583 | 1.0226 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 59.7938 | 58.7629 | 60.8247 | 59.7938 | 58.7629 | 60.8247 |
Ratio Avg Win / Avg Loss | 0.8081 | 0.7911 | 0.8294 | 0.7002 | 0.7426 | 0.6586 |
Largest Winning Trade | 54776 | 49908 | 54776 | 39818 | 39818 | 28235 |
Largest Losing Trade | -48332 | -22377 | -48332 | -88420 | -30800 | -88420 |
Avg Bars in Trades | 127 | 123 | 130 | 127 | 123 | 130 |
Avg Bars in Winners | 88 | 90 | 86 | 88 | 90 | 86 |
Avg Bars in Losers | 185 | 171 | 199 | 185 | 171 | 199 |
Bars Traded | 24673 | 12013 | 12660 | 24673 | 12013 | 12660 |
Profit Streak | 6.0138 | 15.5034 | 6.0138 | 6.0138 | 15.5034 | 6.0138 |
Trades During Streak | 7 | 8 | 3 | 7 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333035 | -123321 | 242515 | -282342 | -304838 | -529335 |
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{ "first_band": { "type": "wma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 154, "offset": 90 } } }
{ "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": [ [ 88810.4399030678, 30002.3066188893, 58808.1332841786, 19600.3822044574, 14538.7753168077, 5061.6068876497 ], [ 88.81044, 30.002307, 58.808133, 19.600382, 14.538775, 5.061607 ], [ 0.341028, 0.115207, 0.22582, 0.068753, 0.052138, 0.018962 ], [ 10, 10, 10, 10, 10, 10 ], [ -140048, -57412, -89149, -182404, -65087, -127391 ], [ 1.201843, 1.127323, 1.28777, 1.041396, 1.058265, 1.022601 ], [ 194, 97, 97, 194, 97, 97 ], [ 116, 57, 59, 116, 57, 59 ], [ 78, 40, 38, 78, 40, 38 ], [ 59.793814, 58.762887, 60.824742, 59.793814, 58.762887, 60.824742 ], [ 0.808136, 0.791104, 0.829411, 0.700249, 0.742642, 0.658624 ], [ 54776, 49908, 54776, 39818, 39818, 28235 ], [ -48332, -22377, -48332, -88420, -30800, -88420 ], [ 127, 123, 130, 127, 123, 130 ], [ 88, 90, 86, 88, 90, 86 ], [ 185, 171, 199, 185, 171, 199 ], [ 24673, 12013, 12660, 24673, 12013, 12660 ], [ 6.013828, 15.503411, 6.013828, 6.013828, 15.503411, 6.013828 ], [ 7, 8, 3, 7, 8, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333035, -123321, 242515, -282342, -304838, -529335 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 154, "offset": 90 } } }
# | 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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