Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1455924.0125 | -74273.8761 | -1381650.1363 | -67553.2613 | -9200199.4646 | 9132646.2033 |
Total P&L (%) | -1455.924 | -74.2739 | -1381.6501 | -67.5533 | -9200.1995 | 9132.6462 |
Avg Daily Profit (%) | -0.643 | -0.0328 | -0.6102 | -0.0497 | 0 | 0.2001 |
Buy And Hold Return (%) | 392.8943 | 392.8943 | 392.8943 | 392.8943 | 392.8943 | 392.8943 |
Max Trade Drawdown | -1616849 | -223189 | -1456748 | -9890416 | -9309609 | -1826371 |
Profit Factor | 0.2075 | 0.7566 | 0.0982 | 0.9954 | 0.1889 | 3.7865 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 56.1404 | 53.5714 | 58.6207 | 56.1404 | 53.5714 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.1621 | 0.6557 | 0.0693 | 0.7776 | 0.1637 | 2.6728 |
Largest Winning Trade | 70742 | 70742 | 48871 | 10917517 | 1638456 | 10917517 |
Largest Losing Trade | -861071 | -66004 | -861071 | -4940304 | -4940304 | -1015408 |
Avg Bars in Trades | 223 | 240 | 207 | 223 | 240 | 207 |
Avg Bars in Winners | 121 | 116 | 126 | 132 | 124 | 139 |
Avg Bars in Losers | 353 | 383 | 321 | 339 | 373 | 303 |
Bars Traded | 12727 | 6720 | 6007 | 12727 | 6720 | 6007 |
Profit Streak | 182.2264 | 182.2264 | 279.393 | 182.2264 | 182.2264 | 279.393 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758070 | -600399 | -578366 | -758070 | -600399 | 624777 |
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 209, "offset": 136 } } }
{ "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": [ [ -1455924.0124750256, -74273.8761279712, -1381650.136347054, -67553.2613058014, -9200199.46459911, 9132646.20329331 ], [ -1455.924012, -74.273876, -1381.650136, -67.553261, -9200.199465, 9132.646203 ], [ -0.642982, -0.032802, -0.610181, -0.049696, 0, 0.200053 ], [ 392.894281, 392.894281, 392.894281, 392.894281, 392.894281, 392.894281 ], [ -1616849, -223189, -1456748, -9890416, -9309609, -1826371 ], [ 0.207504, 0.756552, 0.098166, 0.995379, 0.188898, 3.786495 ], [ 57, 28, 29, 57, 28, 29 ], [ 32, 15, 17, 32, 15, 17 ], [ 25, 13, 12, 25, 13, 12 ], [ 56.140351, 53.571429, 58.62069, 56.140351, 53.571429, 58.62069 ], [ 0.162112, 0.655678, 0.069294, 0.77764, 0.163712, 2.67282 ], [ 70742, 70742, 48871, 10917517, 1638456, 10917517 ], [ -861071, -66004, -861071, -4940304, -4940304, -1015408 ], [ 223, 240, 207, 223, 240, 207 ], [ 121, 116, 126, 132, 124, 139 ], [ 353, 383, 321, 339, 373, 303 ], [ 12727, 6720, 6007, 12727, 6720, 6007 ], [ 182.22636, 182.22636, 279.393027, 182.22636, 182.22636, 279.393027 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758070, -600399, -578366, -758070, -600399, 624777 ] ] }
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 209, "offset": 136 } } }
# | 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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