Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859462.2351 | 715644.1875 | 143818.0477 | 1541569.1518 | 926987.4907 | 614581.6611 |
Total P&L (%) | 859.4622 | 715.6442 | 143.818 | 1541.5692 | 926.9875 | 614.5817 |
Avg Daily Profit (%) | 0.3552 | 0.2958 | 0.0594 | 0.1157 | 0.0963 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133335 | -67565 | -132125 | -1325245 | -937558 | -881334 |
Profit Factor | 2.2789 | 3.434 | 1.3805 | 1.2174 | 1.288 | 1.1587 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 51.0417 | 43.75 | 58.3333 | 51.0417 | 43.75 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.1859 | 4.4152 | 0.9861 | 1.1677 | 1.6561 | 0.8276 |
Largest Winning Trade | 347144 | 347144 | 63791 | 756315 | 756315 | 663916 |
Largest Losing Trade | -50502 | -40504 | -50502 | -656278 | -469542 | -656278 |
Avg Bars in Trades | 146 | 139 | 152 | 146 | 139 | 152 |
Avg Bars in Winners | 181 | 188 | 175 | 181 | 188 | 175 |
Avg Bars in Losers | 109 | 100 | 120 | 109 | 100 | 120 |
Bars Traded | 14018 | 6676 | 7342 | 14018 | 6676 | 7342 |
Profit Streak | 0 | 0 | 82.2511 | 0 | 0 | 82.2511 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507371 | 470953 | -112516 | -38137 | -65198 | -129526 |
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{ "first_band": { "type": "wma", "factors": { "length": 51, "offset": 172 } }, "second_band": { "type": "ema", "factors": { "length": 219, "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": [ [ 859462.2351438627, 715644.1874563013, 143818.0476875609, 1541569.151793927, 926987.4906862412, 614581.6611076865 ], [ 859.462235, 715.644187, 143.818048, 1541.569152, 926.987491, 614.581661 ], [ 0.355198, 0.295761, 0.059437, 0.115712, 0.096308, 0.081306 ], [ 10, 10, 10, 10, 10, 10 ], [ -133335, -67565, -132125, -1325245, -937558, -881334 ], [ 2.278941, 3.434035, 1.380476, 1.217367, 1.288041, 1.158653 ], [ 96, 48, 48, 96, 48, 48 ], [ 49, 21, 28, 49, 21, 28 ], [ 47, 27, 20, 47, 27, 20 ], [ 51.041667, 43.75, 58.333333, 51.041667, 43.75, 58.333333 ], [ 2.185923, 4.415187, 0.986054, 1.167679, 1.656053, 0.827609 ], [ 347144, 347144, 63791, 756315, 756315, 663916 ], [ -50502, -40504, -50502, -656278, -469542, -656278 ], [ 146, 139, 152, 146, 139, 152 ], [ 181, 188, 175, 181, 188, 175 ], [ 109, 100, 120, 109, 100, 120 ], [ 14018, 6676, 7342, 14018, 6676, 7342 ], [ 0, 0, 82.251125, 0, 0, 82.251125 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 507371, 470953, -112516, -38137, -65198, -129526 ] ] }
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{ "first_band": { "type": "wma", "factors": { "length": 51, "offset": 172 } }, "second_band": { "type": "ema", "factors": { "length": 219, "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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