Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729554.2037 | 899311.7519 | -169757.5482 | -79737.738 | 178675.9666 | -258413.7046 |
Total P&L (%) | 729.5542 | 899.3118 | -169.7575 | -79.7377 | 178.676 | -258.4137 |
Avg Daily Profit (%) | 0.3351 | 0.4131 | -0.078 | -0.0733 | 0.0471 | 0 |
Buy And Hold Return (%) | 493.75 | 493.75 | 493.75 | 493.75 | 493.75 | 493.75 |
Max Trade Drawdown | -195411 | -117458 | -169654 | -231470 | -97936 | -222305 |
Profit Factor | 1.8712 | 3.5769 | 0.6524 | 0.8959 | 1.6107 | 0.4542 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 46.2366 | 51.0638 | 41.3043 | 46.2366 | 51.0638 | 41.3043 |
Ratio Avg Win / Avg Loss | 2.1758 | 3.4279 | 0.9272 | 1.0418 | 1.5436 | 0.6454 |
Largest Winning Trade | 690515 | 690515 | 65298 | 149947 | 149947 | 39097 |
Largest Losing Trade | -61295 | -43000 | -61295 | -87006 | -53412 | -87006 |
Avg Bars in Trades | 89 | 87 | 90 | 89 | 87 | 90 |
Avg Bars in Winners | 120 | 111 | 130 | 120 | 111 | 130 |
Avg Bars in Losers | 62 | 62 | 61 | 62 | 62 | 61 |
Bars Traded | 8278 | 4131 | 4147 | 8278 | 4131 | 4147 |
Profit Streak | 22.8877 | 43.6377 | 0 | 22.8877 | 43.6377 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5122 | 334914 | -584086 | -579779 | -291977 | -584086 |
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{ "first_band": { "type": "vwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 142, "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": [ [ 729554.2037011903, 899311.7519401092, -169757.5482389191, -79737.7379871366, 178675.9666098128, -258413.7045969494 ], [ 729.554204, 899.311752, -169.757548, -79.737738, 178.675967, -258.413705 ], [ 0.335119, 0.413097, -0.077978, -0.073304, 0.047089, 0 ], [ 493.75, 493.75, 493.75, 493.75, 493.75, 493.75 ], [ -195411, -117458, -169654, -231470, -97936, -222305 ], [ 1.871196, 3.576947, 0.652445, 0.895907, 1.610723, 0.454198 ], [ 93, 47, 46, 93, 47, 46 ], [ 43, 24, 19, 43, 24, 19 ], [ 50, 23, 27, 50, 23, 27 ], [ 46.236559, 51.06383, 41.304348, 46.236559, 51.06383, 41.304348 ], [ 2.175809, 3.427908, 0.927159, 1.041752, 1.54361, 0.64544 ], [ 690515, 690515, 65298, 149947, 149947, 39097 ], [ -61295, -43000, -61295, -87006, -53412, -87006 ], [ 89, 87, 90, 89, 87, 90 ], [ 120, 111, 130, 120, 111, 130 ], [ 62, 62, 61, 62, 62, 61 ], [ 8278, 4131, 4147, 8278, 4131, 4147 ], [ 22.88773, 43.63773, 0, 22.88773, 43.63773, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -5122, 334914, -584086, -579779, -291977, -584086 ] ] }
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{ "first_band": { "type": "vwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 142, "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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