Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77907.6539 | -6590.89 | 84498.5439 | 47471.1347 | -14166.9985 | 61638.1332 |
Total P&L (%) | 77.9077 | -6.5909 | 84.4985 | 47.4711 | -14.167 | 61.6381 |
Avg Daily Profit (%) | 0.1496 | -0.0127 | 0.1622 | 0.0746 | -0.0293 | 0.0922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57370 | -70149 | -28177 | -65581 | -66631 | -33125 |
Profit Factor | 1.3394 | 0.9562 | 2.0673 | 1.2124 | 0.8994 | 1.746 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 56.9444 | 55.5556 | 58.3333 | 56.9444 | 55.5556 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0127 | 0.7649 | 1.4766 | 0.9167 | 0.7196 | 1.2472 |
Largest Winning Trade | 16111 | 15399 | 16111 | 15378 | 14928 | 15378 |
Largest Losing Trade | -35982 | -35982 | -25154 | -35260 | -35260 | -31274 |
Avg Bars in Trades | 334 | 369 | 300 | 334 | 369 | 300 |
Avg Bars in Winners | 226 | 236 | 217 | 226 | 236 | 217 |
Avg Bars in Losers | 477 | 534 | 415 | 477 | 534 | 415 |
Bars Traded | 24086 | 13285 | 10801 | 24086 | 13285 | 10801 |
Profit Streak | 13.4213 | 25.1088 | 13.4213 | 13.4213 | 25.1088 | 13.4213 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75126 | -580085 | 404278 | -179088 | -580085 | -67065 |
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{ "first_band": { "type": "sma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 158, "offset": 226 } } }
{ "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": [ [ 77907.6538830871, -6590.8900353674, 84498.5439184546, 47471.1347461345, -14166.9984554141, 61638.1332015486 ], [ 77.907654, -6.59089, 84.498544, 47.471135, -14.166998, 61.638133 ], [ 0.149584, -0.012655, 0.162238, 0.074613, -0.029327, 0.09224 ], [ 10, 10, 10, 10, 10, 10 ], [ -57370, -70149, -28177, -65581, -66631, -33125 ], [ 1.339372, 0.956175, 2.06728, 1.212392, 0.899443, 1.746019 ], [ 72, 36, 36, 72, 36, 36 ], [ 41, 20, 21, 41, 20, 21 ], [ 31, 16, 15, 31, 16, 15 ], [ 56.944444, 55.555556, 58.333333, 56.944444, 55.555556, 58.333333 ], [ 1.012696, 0.76494, 1.476629, 0.916686, 0.719554, 1.247157 ], [ 16111, 15399, 16111, 15378, 14928, 15378 ], [ -35982, -35982, -25154, -35260, -35260, -31274 ], [ 334, 369, 300, 334, 369, 300 ], [ 226, 236, 217, 226, 236, 217 ], [ 477, 534, 415, 477, 534, 415 ], [ 24086, 13285, 10801, 24086, 13285, 10801 ], [ 13.421346, 25.108846, 13.421346, 13.421346, 25.108846, 13.421346 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -75126, -580085, 404278, -179088, -580085, -67065 ] ] }
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{ "first_band": { "type": "sma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 158, "offset": 226 } } }
# | 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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