Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859905.6518 | 771448.4413 | 88457.2104 | 5280611.3442 | 2549482.6941 | 2731128.6501 |
Total P&L (%) | 859.9057 | 771.4484 | 88.4572 | 5280.6113 | 2549.4827 | 2731.1287 |
Avg Daily Profit (%) | 0.3425 | 0.3073 | 0.0352 | 0.1589 | 0.1306 | 0.1333 |
Buy And Hold Return (%) | 415.8837 | 415.8837 | 415.8837 | 415.8837 | 415.8837 | 415.8837 |
Max Trade Drawdown | -74198 | -23295 | -123335 | -984657 | -1140489 | -768385 |
Profit Factor | 2.6624 | 6.5919 | 1.2332 | 2.0262 | 2.0701 | 1.9884 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 46.3158 | 47.9167 | 44.6809 | 46.3158 | 47.9167 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.0859 | 7.1651 | 1.5268 | 2.3486 | 2.2501 | 2.4619 |
Largest Winning Trade | 305580 | 305580 | 59415 | 1568162 | 1409889 | 1568162 |
Largest Losing Trade | -65461 | -11761 | -65461 | -748671 | -748671 | -511055 |
Avg Bars in Trades | 77 | 52 | 102 | 77 | 52 | 102 |
Avg Bars in Winners | 130 | 77 | 187 | 130 | 77 | 187 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 7337 | 2497 | 4840 | 7337 | 2497 | 4840 |
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 | 241805 | 320600 | -312807 | 372868 | -15614 | -13219 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 11, "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": [ [ 859905.6517562232, 771448.4413491641, 88457.2104070591, 5280611.344234721, 2549482.6941353763, 2731128.6500993446 ], [ 859.905652, 771.448441, 88.45721, 5280.611344, 2549.482694, 2731.12865 ], [ 0.3425, 0.307268, 0.035233, 0.158864, 0.130606, 0.133251 ], [ 415.883669, 415.883669, 415.883669, 415.883669, 415.883669, 415.883669 ], [ -74198, -23295, -123335, -984657, -1140489, -768385 ], [ 2.662359, 6.591929, 1.233198, 2.026223, 2.070064, 1.98842 ], [ 95, 48, 47, 95, 48, 47 ], [ 44, 23, 21, 44, 23, 21 ], [ 51, 25, 26, 51, 25, 26 ], [ 46.315789, 47.916667, 44.680851, 46.315789, 47.916667, 44.680851 ], [ 3.085916, 7.165141, 1.526816, 2.348576, 2.25007, 2.461853 ], [ 305580, 305580, 59415, 1568162, 1409889, 1568162 ], [ -65461, -11761, -65461, -748671, -748671, -511055 ], [ 77, 52, 102, 77, 52, 102 ], [ 130, 77, 187, 130, 77, 187 ], [ 31, 28, 34, 31, 28, 34 ], [ 7337, 2497, 4840, 7337, 2497, 4840 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 241805, 320600, -312807, 372868, -15614, -13219 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 11, "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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