Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948281.161 | 939627.9195 | 8653.2414 | 368126.7441 | 510827.634 | -142700.8899 |
Total P&L (%) | 948.2812 | 939.6279 | 8.6532 | 368.1267 | 510.8276 | -142.7009 |
Avg Daily Profit (%) | 0.5159 | 0.5112 | 0.0047 | 0.084 | 0.0985 | 0 |
Buy And Hold Return (%) | 247.5184 | 247.5184 | 247.5184 | 247.5184 | 247.5184 | 247.5184 |
Max Trade Drawdown | -153250 | -112080 | -52322 | -986649 | -614688 | -398574 |
Profit Factor | 3.0486 | 4.3019 | 1.0485 | 1.1493 | 1.3312 | 0.8455 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 45.3125 | 40.625 | 50 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 3.6793 | 6.2874 | 1.0485 | 1.3871 | 1.9456 | 0.8455 |
Largest Winning Trade | 869718 | 869718 | 41065 | 869718 | 869718 | 196053 |
Largest Losing Trade | -41518 | -41518 | -32895 | -255671 | -255671 | -224669 |
Avg Bars in Trades | 82 | 135 | 30 | 82 | 135 | 30 |
Avg Bars in Winners | 124 | 231 | 38 | 124 | 231 | 38 |
Avg Bars in Losers | 48 | 69 | 22 | 48 | 69 | 22 |
Bars Traded | 5308 | 4330 | 978 | 5308 | 4330 | 978 |
Profit Streak | 0 | 168.0037 | 0 | 0 | 168.0037 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131410 | 449265 | -519487 | -296882 | -69224 | -580810 |
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{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 3.37199 } } }
{ "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": [ [ 948281.1609831667, 939627.9195450925, 8653.2414380745, 368126.7441271619, 510827.6339939462, -142700.889866784 ], [ 948.281161, 939.62792, 8.653241, 368.126744, 510.827634, -142.70089 ], [ 0.515931, 0.511223, 0.004708, 0.084016, 0.098506, 0 ], [ 247.518378, 247.518378, 247.518378, 247.518378, 247.518378, 247.518378 ], [ -153250, -112080, -52322, -986649, -614688, -398574 ], [ 3.04859, 4.301874, 1.048526, 1.149284, 1.331201, 0.845494 ], [ 64, 32, 32, 64, 32, 32 ], [ 29, 13, 16, 29, 13, 16 ], [ 35, 19, 16, 35, 19, 16 ], [ 45.3125, 40.625, 50, 45.3125, 40.625, 50 ], [ 3.679332, 6.287355, 1.048526, 1.387067, 1.945602, 0.845494 ], [ 869718, 869718, 41065, 869718, 869718, 196053 ], [ -41518, -41518, -32895, -255671, -255671, -224669 ], [ 82, 135, 30, 82, 135, 30 ], [ 124, 231, 38, 124, 231, 38 ], [ 48, 69, 22, 48, 69, 22 ], [ 5308, 4330, 978, 5308, 4330, 978 ], [ 0, 168.003714, 0, 0, 168.003714, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131410, 449265, -519487, -296882, -69224, -580810 ] ] }
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{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 3.37199 } } }
# | 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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