Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113961.9574 | 73993.3435 | 39968.614 | 158167.7957 | 137323.7309 | 20844.0649 |
Total P&L (%) | 113.962 | 73.9933 | 39.9686 | 158.1678 | 137.3237 | 20.8441 |
Avg Daily Profit (%) | 0.4376 | 0.2841 | 0.1535 | 0.3649 | 0.3324 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28335 | -24399 | -29978 | -79541 | -31751 | -85297 |
Profit Factor | 1.6055 | 1.899 | 1.3774 | 1.4216 | 1.8951 | 1.094 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 55.9633 | 53.7037 | 58.1818 | 55.9633 | 53.7037 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.2633 | 1.6371 | 0.99 | 1.1186 | 1.6337 | 0.7863 |
Largest Winning Trade | 17579 | 17579 | 16204 | 27313 | 24330 | 27313 |
Largest Losing Trade | -16363 | -8888 | -16363 | -28847 | -19360 | -28847 |
Avg Bars in Trades | 226 | 228 | 223 | 226 | 228 | 223 |
Avg Bars in Winners | 237 | 232 | 242 | 237 | 232 | 242 |
Avg Bars in Losers | 211 | 223 | 197 | 211 | 223 | 197 |
Bars Traded | 24642 | 12334 | 12308 | 24642 | 12334 | 12308 |
Profit Streak | 4.7848 | 20.4827 | 4.7848 | 4.7848 | 20.4827 | 4.7848 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440206 | -167556 | -175987 | 378195 | -167151 | -400820 |
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{ "first_band": { "type": "swma", "factors": { "length": 199, "offset": 55 } }, "second_band": { "type": "rma", "factors": { "length": 228, "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": [ [ 113961.9574441296, 73993.343461146, 39968.6139829836, 158167.7957453616, 137323.7308502206, 20844.0648951409 ], [ 113.961957, 73.993343, 39.968614, 158.167796, 137.323731, 20.844065 ], [ 0.437608, 0.284131, 0.153478, 0.36486, 0.332421, 0.072729 ], [ 10, 10, 10, 10, 10, 10 ], [ -28335, -24399, -29978, -79541, -31751, -85297 ], [ 1.605499, 1.899018, 1.377394, 1.421615, 1.89507, 1.094009 ], [ 109, 54, 55, 109, 54, 55 ], [ 61, 29, 32, 61, 29, 32 ], [ 48, 25, 23, 48, 25, 23 ], [ 55.963303, 53.703704, 58.181818, 55.963303, 53.703704, 58.181818 ], [ 1.263344, 1.637084, 0.990002, 1.118648, 1.633681, 0.786319 ], [ 17579, 17579, 16204, 27313, 24330, 27313 ], [ -16363, -8888, -16363, -28847, -19360, -28847 ], [ 226, 228, 223, 226, 228, 223 ], [ 237, 232, 242, 237, 232, 242 ], [ 211, 223, 197, 211, 223, 197 ], [ 24642, 12334, 12308, 24642, 12334, 12308 ], [ 4.78478, 20.482697, 4.78478, 4.784781, 20.482697, 4.784781 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440206, -167556, -175987, 378195, -167151, -400820 ] ] }
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{ "first_band": { "type": "swma", "factors": { "length": 199, "offset": 55 } }, "second_band": { "type": "rma", "factors": { "length": 228, "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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