Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822961.728 | 644814.009 | 178147.719 | 1108182.3794 | 2204101.4961 | -1095919.1168 |
Total P&L (%) | 822.9617 | 644.814 | 178.1477 | 1108.1824 | 2204.1015 | -1095.9191 |
Avg Daily Profit (%) | 0.5119 | 0.4011 | 0.1108 | 0.1551 | 0.1953 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137662 | -115991 | -105816 | -2867734 | -1489115 | -2145090 |
Profit Factor | 2.2542 | 2.9064 | 1.5604 | 1.1619 | 1.7181 | 0.7097 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 46.0317 | 38.0952 | 53.9683 | 46.0317 | 38.0952 | 53.9683 |
Ratio Avg Win / Avg Loss | 2.6429 | 4.7229 | 1.3309 | 1.3623 | 2.792 | 0.6053 |
Largest Winning Trade | 394843 | 394843 | 55486 | 2507961 | 2507961 | 355770 |
Largest Losing Trade | -68904 | -21417 | -68904 | -1128557 | -500100 | -1128557 |
Avg Bars in Trades | 150 | 131 | 170 | 150 | 131 | 170 |
Avg Bars in Winners | 209 | 193 | 221 | 209 | 193 | 221 |
Avg Bars in Losers | 100 | 93 | 110 | 100 | 93 | 110 |
Bars Traded | 19018 | 8305 | 10713 | 19018 | 8305 | 10713 |
Profit Streak | 17.1914 | 0 | 28.7747 | 17.1914 | 0 | 28.7747 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516783 | -136281 | -189001 | -35391 | -140333 | -726403 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 96 } }, "second_band": { "type": "swma", "factors": { "length": 69, "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": [ [ 822961.7280493247, 644814.009049321, 178147.7190000039, 1108182.3793521693, 2204101.49613486, -1095919.1167826904 ], [ 822.961728, 644.814009, 178.147719, 1108.182379, 2204.101496, -1095.919117 ], [ 0.511926, 0.401109, 0.110817, 0.155117, 0.195346, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -137662, -115991, -105816, -2867734, -1489115, -2145090 ], [ 2.254218, 2.906395, 1.560358, 1.161928, 1.718134, 0.70965 ], [ 126, 63, 63, 126, 63, 63 ], [ 58, 24, 34, 58, 24, 34 ], [ 68, 39, 29, 68, 39, 29 ], [ 46.031746, 38.095238, 53.968254, 46.031746, 38.095238, 53.968254 ], [ 2.642876, 4.722893, 1.330893, 1.36226, 2.791968, 0.60529 ], [ 394843, 394843, 55486, 2507961, 2507961, 355770 ], [ -68904, -21417, -68904, -1128557, -500100, -1128557 ], [ 150, 131, 170, 150, 131, 170 ], [ 209, 193, 221, 209, 193, 221 ], [ 100, 93, 110, 100, 93, 110 ], [ 19018, 8305, 10713, 19018, 8305, 10713 ], [ 17.191373, 0, 28.774707, 17.191373, 0, 28.774707 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 516783, -136281, -189001, -35391, -140333, -726403 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 96 } }, "second_band": { "type": "swma", "factors": { "length": 69, "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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