Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1385326.2587 | 1219757.5094 | 165568.7493 | 11689453.6312 | 13318891.7951 | -1629438.1639 |
Total P&L (%) | 1385.3263 | 1219.7575 | 165.5687 | 11689.4536 | 13318.8918 | -1629.4382 |
Avg Daily Profit (%) | 0.5985 | 0.527 | 0.0715 | 0.2063 | 0.2119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116130 | -115403 | -109007 | -18518327 | -10095279 | -13809129 |
Profit Factor | 2.7976 | 3.7737 | 1.5004 | 1.1761 | 1.3443 | 0.9412 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 47.4747 | 40 | 55.102 | 47.4747 | 40 | 55.102 |
Ratio Avg Win / Avg Loss | 3.0952 | 5.6605 | 1.2225 | 1.3012 | 2.0164 | 0.7669 |
Largest Winning Trade | 463214 | 463214 | 81332 | 11915112 | 11915112 | 3177151 |
Largest Losing Trade | -40856 | -40856 | -37131 | -7182479 | -5282301 | -7182479 |
Avg Bars in Trades | 86 | 70 | 103 | 86 | 70 | 103 |
Avg Bars in Winners | 137 | 117 | 152 | 137 | 117 | 152 |
Avg Bars in Losers | 40 | 39 | 42 | 40 | 39 | 42 |
Bars Traded | 8583 | 3534 | 5049 | 8583 | 3534 | 5049 |
Profit Streak | 61.7178 | 61.7178 | 278.2178 | 61.7178 | 61.7178 | 278.2178 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 613449 | -165656 | -94010 | -18484 | -173779 | -578670 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 23, "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": [ [ 1385326.25874311, 1219757.5094138922, 165568.7493292175, 11689453.631184489, 13318891.795085043, -1629438.1639005495 ], [ 1385.326259, 1219.757509, 165.568749, 11689.453631, 13318.891795, -1629.438164 ], [ 0.598542, 0.527007, 0.071535, 0.206295, 0.211901, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -116130, -115403, -109007, -18518327, -10095279, -13809129 ], [ 2.797616, 3.773699, 1.500377, 1.176086, 1.34425, 0.941166 ], [ 99, 50, 49, 99, 50, 49 ], [ 47, 20, 27, 47, 20, 27 ], [ 52, 30, 22, 52, 30, 22 ], [ 47.474747, 40, 55.102041, 47.474747, 40, 55.102041 ], [ 3.095235, 5.660548, 1.22253, 1.301201, 2.016375, 0.766876 ], [ 463214, 463214, 81332, 11915112, 11915112, 3177151 ], [ -40856, -40856, -37131, -7182479, -5282301, -7182479 ], [ 86, 70, 103, 86, 70, 103 ], [ 137, 117, 152, 137, 117, 152 ], [ 40, 39, 42, 40, 39, 42 ], [ 8583, 3534, 5049, 8583, 3534, 5049 ], [ 61.717754, 61.717754, 278.217754, 61.717754, 61.717754, 278.217754 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 613449, -165656, -94010, -18484, -173779, -578670 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 23, "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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