Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701014.4817 | 517199.4621 | 183815.0196 | 2711379.4718 | 951300.3487 | 1760079.1232 |
Total P&L (%) | 701.0145 | 517.1995 | 183.815 | 2711.3795 | 951.3003 | 1760.0791 |
Avg Daily Profit (%) | 0.4333 | 0.3197 | 0.1136 | 0.2064 | 0.1455 | 0.1808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57107 | -112041 | -75405 | -1362991 | -2156760 | -716213 |
Profit Factor | 2.6313 | 2.9922 | 2.0805 | 1.3721 | 1.1988 | 1.7037 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.0588 | 41.1765 | 52.9412 | 47.0588 | 41.1765 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.9602 | 4.2746 | 1.8493 | 1.5436 | 1.7126 | 1.5144 |
Largest Winning Trade | 239576 | 239576 | 53965 | 1605334 | 1605334 | 834259 |
Largest Losing Trade | -31490 | -25793 | -31490 | -977197 | -977197 | -716213 |
Avg Bars in Trades | 275 | 239 | 311 | 275 | 239 | 311 |
Avg Bars in Winners | 439 | 400 | 469 | 439 | 400 | 469 |
Avg Bars in Losers | 130 | 126 | 134 | 130 | 126 | 134 |
Bars Traded | 18744 | 8137 | 10607 | 18744 | 8137 | 10607 |
Profit Streak | 0 | 0 | 546.7468 | 0 | 0 | 546.7468 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99871 | 407768 | -36428 | -105193 | -2561 | 433803 |
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{ "first_band": { "type": "ema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 109, "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": [ [ 701014.4816649011, 517199.4621098691, 183815.0195550322, 2711379.471839067, 951300.3486652696, 1760079.1231737977 ], [ 701.014482, 517.199462, 183.81502, 2711.379472, 951.300349, 1760.079123 ], [ 0.43326, 0.319654, 0.113606, 0.206409, 0.145508, 0.180831 ], [ 10, 10, 10, 10, 10, 10 ], [ -57107, -112041, -75405, -1362991, -2156760, -716213 ], [ 2.631287, 2.992239, 2.080477, 1.372118, 1.198802, 1.7037 ], [ 68, 34, 34, 68, 34, 34 ], [ 32, 14, 18, 32, 14, 18 ], [ 36, 20, 16, 36, 20, 16 ], [ 47.058824, 41.176471, 52.941176, 47.058824, 41.176471, 52.941176 ], [ 2.960197, 4.274628, 1.849313, 1.543632, 1.712574, 1.5144 ], [ 239576, 239576, 53965, 1605334, 1605334, 834259 ], [ -31490, -25793, -31490, -977197, -977197, -716213 ], [ 275, 239, 311, 275, 239, 311 ], [ 439, 400, 469, 439, 400, 469 ], [ 130, 126, 134, 130, 126, 134 ], [ 18744, 8137, 10607, 18744, 8137, 10607 ], [ 0, 0, 546.746777, 0, 0, 546.746777 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -99871, 407768, -36428, -105193, -2561, 433803 ] ] }
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{ "first_band": { "type": "ema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 109, "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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