Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757479.605 | 750831.5759 | 6648.0291 | 277228.0757 | 332207.6951 | -54979.6194 |
Total P&L (%) | 757.4796 | 750.8316 | 6.648 | 277.2281 | 332.2077 | -54.9796 |
Avg Daily Profit (%) | 0.4122 | 0.4086 | 0.0036 | 0.0723 | 0.0797 | -0.0434 |
Buy And Hold Return (%) | 140.7491 | 140.7491 | 140.7491 | 140.7491 | 140.7491 | 140.7491 |
Max Trade Drawdown | -105582 | -82882 | -59775 | -311120 | -232527 | -182150 |
Profit Factor | 2.5963 | 4.7061 | 1.0244 | 1.2185 | 1.6296 | 0.9258 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 37.7049 | 38.7097 | 36.6667 | 37.7049 | 38.7097 | 36.6667 |
Ratio Avg Win / Avg Loss | 4.2896 | 7.4513 | 1.7695 | 2.0133 | 2.5801 | 1.5991 |
Largest Winning Trade | 704461 | 704461 | 57256 | 337693 | 337693 | 154514 |
Largest Losing Trade | -32349 | -22666 | -32349 | -98728 | -88080 | -98728 |
Avg Bars in Trades | 114 | 110 | 119 | 114 | 110 | 119 |
Avg Bars in Winners | 220 | 201 | 240 | 220 | 201 | 240 |
Avg Bars in Losers | 50 | 52 | 49 | 50 | 52 | 49 |
Bars Traded | 6996 | 3422 | 3574 | 6996 | 3422 | 3574 |
Profit Streak | 83.541 | 85.291 | 0 | 83.541 | 85.291 | 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 | -156777 | 447009 | -551516 | -273339 | -91840 | -583232 |
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{ "first_band": { "type": "swma", "factors": { "length": 111, "offset": 32 } }, "second_band": { "type": "ema", "factors": { "length": 30, "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": [ [ 757479.6050468426, 750831.5758987224, 6648.0291481202, 277228.0756964079, 332207.6951358654, -54979.6194394574 ], [ 757.479605, 750.831576, 6.648029, 277.228076, 332.207695, -54.979619 ], [ 0.412178, 0.40856, 0.003617, 0.072271, 0.07968, -0.043416 ], [ 140.749127, 140.749127, 140.749127, 140.749127, 140.749127, 140.749127 ], [ -105582, -82882, -59775, -311120, -232527, -182150 ], [ 2.596344, 4.706114, 1.024449, 1.218547, 1.629566, 0.925786 ], [ 61, 31, 30, 61, 31, 30 ], [ 23, 12, 11, 23, 12, 11 ], [ 38, 19, 19, 38, 19, 19 ], [ 37.704918, 38.709677, 36.666667, 37.704918, 38.709677, 36.666667 ], [ 4.289612, 7.451348, 1.769502, 2.013251, 2.580147, 1.599086 ], [ 704461, 704461, 57256, 337693, 337693, 154514 ], [ -32349, -22666, -32349, -98728, -88080, -98728 ], [ 114, 110, 119, 114, 110, 119 ], [ 220, 201, 240, 220, 201, 240 ], [ 50, 52, 49, 50, 52, 49 ], [ 6996, 3422, 3574, 6996, 3422, 3574 ], [ 83.540974, 85.290974, 0, 83.540974, 85.290974, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -156777, 447009, -551516, -273339, -91840, -583232 ] ] }
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{ "first_band": { "type": "swma", "factors": { "length": 111, "offset": 32 } }, "second_band": { "type": "ema", "factors": { "length": 30, "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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