Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91125.6727 | 62613.0147 | 28512.6579 | 94234.1295 | 74595.1092 | 19639.0203 |
Total P&L (%) | 91.1257 | 62.613 | 28.5127 | 94.2341 | 74.5951 | 19.639 |
Avg Daily Profit (%) | 0.3499 | 0.2404 | 0.1095 | 0.2553 | 0.2142 | 0.0689 |
Buy And Hold Return (%) | 12.1141 | 12.1141 | 12.1141 | 12.1141 | 12.1141 | 12.1141 |
Max Trade Drawdown | -43943 | -40316 | -35019 | -40001 | -37801 | -36501 |
Profit Factor | 1.4335 | 1.6274 | 1.2583 | 1.4705 | 1.7902 | 1.1855 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 59.2 | 63.4921 | 54.8387 | 59.2 | 63.4921 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.988 | 0.9358 | 1.0362 | 1.0135 | 1.0293 | 0.9763 |
Largest Winning Trade | 22426 | 22426 | 18972 | 19439 | 19439 | 13822 |
Largest Losing Trade | -24153 | -23921 | -24153 | -25557 | -23334 | -25557 |
Avg Bars in Trades | 196 | 195 | 196 | 196 | 195 | 196 |
Avg Bars in Winners | 167 | 166 | 167 | 167 | 166 | 167 |
Avg Bars in Losers | 238 | 245 | 232 | 238 | 245 | 232 |
Bars Traded | 24505 | 12296 | 12209 | 24505 | 12296 | 12209 |
Profit Streak | 14.324 | 21.9385 | 14.324 | 14.324 | 21.9385 | 14.324 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354894 | -137767 | -205399 | 393910 | -135351 | -282394 |
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{ "first_band": { "type": "swma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 59, "offset": 242 } } }
{ "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": [ [ 91125.6726611482, 62613.0147221262, 28512.6579390221, 94234.1295195708, 74595.1091989963, 19639.0203205745 ], [ 91.125673, 62.613015, 28.512658, 94.23413, 74.595109, 19.63902 ], [ 0.349918, 0.240431, 0.109487, 0.255257, 0.214229, 0.068877 ], [ 12.114051, 12.114051, 12.114051, 12.114051, 12.114051, 12.114051 ], [ -43943, -40316, -35019, -40001, -37801, -36501 ], [ 1.433524, 1.627401, 1.258267, 1.47053, 1.790158, 1.185507 ], [ 125, 63, 62, 125, 63, 62 ], [ 74, 40, 34, 74, 40, 34 ], [ 51, 23, 28, 51, 23, 28 ], [ 59.2, 63.492063, 54.83871, 59.2, 63.492063, 54.83871 ], [ 0.987969, 0.935756, 1.03622, 1.013474, 1.029341, 0.9763 ], [ 22426, 22426, 18972, 19439, 19439, 13822 ], [ -24153, -23921, -24153, -25557, -23334, -25557 ], [ 196, 195, 196, 196, 195, 196 ], [ 167, 166, 167, 167, 166, 167 ], [ 238, 245, 232, 238, 245, 232 ], [ 24505, 12296, 12209, 24505, 12296, 12209 ], [ 14.323957, 21.938541, 14.323957, 14.323957, 21.938541, 14.323957 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354894, -137767, -205399, 393910, -135351, -282394 ] ] }
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{ "first_band": { "type": "swma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 59, "offset": 242 } } }
# | 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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