Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92113.1004 | 54293.2046 | 37819.8958 | 115833.2311 | 70052.0871 | 45781.1441 |
Total P&L (%) | 92.1131 | 54.2932 | 37.8199 | 115.8332 | 70.0521 | 45.7811 |
Avg Daily Profit (%) | 0.3537 | 0.2085 | 0.1452 | 0.2959 | 0.2041 | 0.1448 |
Buy And Hold Return (%) | 10.0231 | 10.0231 | 10.0231 | 10.0231 | 10.0231 | 10.0231 |
Max Trade Drawdown | -30136 | -18884 | -16762 | -23708 | -21987 | -24534 |
Profit Factor | 1.4357 | 1.5388 | 1.3419 | 1.4532 | 1.5753 | 1.3421 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 158 | 78 | 80 | 158 | 78 | 80 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 74.1784 | 73.5849 | 74.7664 | 74.1784 | 73.5849 | 74.7664 |
Ratio Avg Win / Avg Loss | 0.4998 | 0.5524 | 0.4529 | 0.5059 | 0.5655 | 0.453 |
Largest Winning Trade | 9507 | 9507 | 8185 | 13265 | 13265 | 7688 |
Largest Losing Trade | -22888 | -13808 | -22888 | -22888 | -20191 | -22888 |
Avg Bars in Trades | 115 | 117 | 114 | 115 | 117 | 114 |
Avg Bars in Winners | 58 | 59 | 58 | 58 | 59 | 58 |
Avg Bars in Losers | 278 | 278 | 278 | 278 | 278 | 278 |
Bars Traded | 24612 | 12405 | 12207 | 24612 | 12405 | 12207 |
Profit Streak | 1.6521 | 1.6521 | 14.3604 | 1.6521 | 1.6521 | 14.3604 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340088 | 208762 | 17867 | 326138 | 253184 | 25055 |
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{ "first_band": { "type": "wma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 237, "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": [ [ 92113.1003909159, 54293.2045768202, 37819.8958140956, 115833.2311205118, 70052.0870506497, 45781.144069862 ], [ 92.1131, 54.293205, 37.819896, 115.833231, 70.052087, 45.781144 ], [ 0.35371, 0.208483, 0.145227, 0.295858, 0.204084, 0.144846 ], [ 10.023138, 10.023138, 10.023138, 10.023138, 10.023138, 10.023138 ], [ -30136, -18884, -16762, -23708, -21987, -24534 ], [ 1.435735, 1.538764, 1.341879, 1.453239, 1.57532, 1.342146 ], [ 213, 106, 107, 213, 106, 107 ], [ 158, 78, 80, 158, 78, 80 ], [ 55, 28, 27, 55, 28, 27 ], [ 74.178404, 73.584906, 74.766355, 74.178404, 73.584906, 74.766355 ], [ 0.499781, 0.552377, 0.452884, 0.505874, 0.565499, 0.452974 ], [ 9507, 9507, 8185, 13265, 13265, 7688 ], [ -22888, -13808, -22888, -22888, -20191, -22888 ], [ 115, 117, 114, 115, 117, 114 ], [ 58, 59, 58, 58, 59, 58 ], [ 278, 278, 278, 278, 278, 278 ], [ 24612, 12405, 12207, 24612, 12405, 12207 ], [ 1.652055, 1.652055, 14.360388, 1.652055, 1.652055, 14.360389 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340088, 208762, 17867, 326138, 253184, 25055 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 237, "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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