Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789156.897 | 650499.9206 | 138656.9764 | 1767683.9818 | 406361.5849 | 1361322.3969 |
Total P&L (%) | 789.1569 | 650.4999 | 138.657 | 1767.684 | 406.3616 | 1361.3224 |
Avg Daily Profit (%) | 0.4217 | 0.3476 | 0.0741 | 0.1566 | 0.0867 | 0.1434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81800 | -63426 | -40036 | -2578552 | -1858820 | -1288446 |
Profit Factor | 3.7506 | 4.6781 | 2.2599 | 1.3292 | 1.1273 | 1.6254 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 33.8983 | 36.6667 | 31.0345 | 33.8983 | 36.6667 | 31.0345 |
Ratio Avg Win / Avg Loss | 7.3136 | 8.0803 | 5.0221 | 2.592 | 1.9471 | 3.6119 |
Largest Winning Trade | 569960 | 569960 | 52642 | 1491456 | 1491456 | 1144633 |
Largest Losing Trade | -23089 | -23089 | -15965 | -685640 | -618102 | -685640 |
Avg Bars in Trades | 90 | 63 | 117 | 90 | 63 | 117 |
Avg Bars in Winners | 195 | 122 | 285 | 195 | 122 | 285 |
Avg Bars in Losers | 35 | 29 | 41 | 35 | 29 | 41 |
Bars Traded | 5313 | 1918 | 3395 | 5313 | 1918 | 3395 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169227 | 418520 | -97141 | -176999 | -161815 | -5517 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 31, "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": [ [ 789156.8969562488, 650499.9205584832, 138656.9763977658, 1767683.9817922541, 406361.5848711361, 1361322.396921118 ], [ 789.156897, 650.499921, 138.656976, 1767.683982, 406.361585, 1361.322397 ], [ 0.421709, 0.347614, 0.074095, 0.15655, 0.086718, 0.143419 ], [ 10, 10, 10, 10, 10, 10 ], [ -81800, -63426, -40036, -2578552, -1858820, -1288446 ], [ 3.750553, 4.678076, 2.259949, 1.329216, 1.127287, 1.625352 ], [ 59, 30, 29, 59, 30, 29 ], [ 20, 11, 9, 20, 11, 9 ], [ 39, 19, 20, 39, 19, 20 ], [ 33.898305, 36.666667, 31.034483, 33.898305, 36.666667, 31.034483 ], [ 7.313578, 8.080313, 5.022108, 2.591972, 1.947132, 3.611894 ], [ 569960, 569960, 52642, 1491456, 1491456, 1144633 ], [ -23089, -23089, -15965, -685640, -618102, -685640 ], [ 90, 63, 117, 90, 63, 117 ], [ 195, 122, 285, 195, 122, 285 ], [ 35, 29, 41, 35, 29, 41 ], [ 5313, 1918, 3395, 5313, 1918, 3395 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169227, 418520, -97141, -176999, -161815, -5517 ] ] }
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{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 31, "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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