Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1970268.6218 | -50282.4211 | -1919986.2006 | -493503.8964 | 37814673.8592 | -38308177.7556 |
Total P&L (%) | -1970.2686 | -50.2824 | -1919.9862 | -493.5039 | 37814.6739 | -38308.1778 |
Avg Daily Profit (%) | -1.0518 | -0.0268 | -1.025 | 0 | 0.3175 | 0 |
Buy And Hold Return (%) | 423.7016 | 423.7016 | 423.7016 | 423.7016 | 423.7016 | 423.7016 |
Max Trade Drawdown | -2193383 | -172192 | -2039017 | -47299704 | -4397180 | -55470443 |
Profit Factor | 0.2608 | 0.8407 | 0.1828 | 0.9946 | 3.7163 | 0.5054 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 61 | 29 | 32 | 41 | 24 | 17 |
Losing Trades | 34 | 18 | 16 | 54 | 23 | 31 |
Profitability (%) | 64.2105 | 61.7021 | 66.6667 | 43.1579 | 51.0638 | 35.4167 |
Ratio Avg Win / Avg Loss | 0.1453 | 0.5218 | 0.0914 | 1.31 | 3.5614 | 0.9215 |
Largest Winning Trade | 48243 | 30888 | 48243 | 21202002 | 21202002 | 12092526 |
Largest Losing Trade | -1364854 | -61998 | -1364854 | -36692685 | -4322302 | -36692685 |
Avg Bars in Trades | 233 | 253 | 214 | 233 | 253 | 214 |
Avg Bars in Winners | 143 | 141 | 145 | 327 | 355 | 286 |
Avg Bars in Losers | 396 | 434 | 354 | 163 | 146 | 175 |
Bars Traded | 22220 | 11902 | 10318 | 22220 | 11902 | 10318 |
Profit Streak | 38.0649 | 83.8149 | 38.0649 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577416 | -577814 | -577983 | -581518 | 580126 | -586360 |
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{ "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": [ [ -1970268.621769776, -50282.4211471157, -1919986.2006226606, -493503.8963582939, 37814673.8592188, -38308177.7555771 ], [ -1970.268622, -50.282421, -1919.986201, -493.503896, 37814.673859, -38308.177756 ], [ -1.051837, -0.026843, -1.024993, 0, 0.317502, 0 ], [ 423.701587, 423.701587, 423.701587, 423.701587, 423.701587, 423.701587 ], [ -2193383, -172192, -2039017, -47299704, -4397180, -55470443 ], [ 0.260772, 0.840747, 0.182833, 0.994599, 3.716262, 0.505364 ], [ 95, 47, 48, 95, 47, 48 ], [ 61, 29, 32, 41, 24, 17 ], [ 34, 18, 16, 54, 23, 31 ], [ 64.210526, 61.702128, 66.666667, 43.157895, 51.06383, 35.416667 ], [ 0.145348, 0.521843, 0.091417, 1.309959, 3.561418, 0.921546 ], [ 48243, 30888, 48243, 21202002, 21202002, 12092526 ], [ -1364854, -61998, -1364854, -36692685, -4322302, -36692685 ], [ 233, 253, 214, 233, 253, 214 ], [ 143, 141, 145, 327, 355, 286 ], [ 396, 434, 354, 163, 146, 175 ], [ 22220, 11902, 10318, 22220, 11902, 10318 ], [ 38.064882, 83.814882, 38.064882, 0, 0, 0 ], [ 2, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577416, -577814, -577983, -581518, 580126, -586360 ] ] }
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{ "first_band": { "type": "vwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 126, "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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