Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1895883.45 | 1703586.8107 | 192296.6394 | 15047532.9019 | 5590539.688 | 9456993.2139 |
Total P&L (%) | 1895.8835 | 1703.5868 | 192.2966 | 15047.5329 | 5590.5397 | 9456.9932 |
Avg Daily Profit (%) | 0.8354 | 0.7507 | 0.0847 | 0.2215 | 0.1782 | 0.2011 |
Buy And Hold Return (%) | 63.1704 | 63.1704 | 63.1704 | 63.1704 | 63.1704 | 63.1704 |
Max Trade Drawdown | -103007 | -38541 | -111303 | -14220764 | -9143825 | -6135775 |
Profit Factor | 5.1397 | 8.5404 | 1.8287 | 1.4993 | 1.33 | 1.7167 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 46.0526 | 39.4737 | 52.6316 | 46.0526 | 39.4737 | 52.6316 |
Ratio Avg Win / Avg Loss | 6.0208 | 13.0953 | 1.6458 | 1.7564 | 2.0394 | 1.545 |
Largest Winning Trade | 1219683 | 1219683 | 60247 | 8318544 | 8318544 | 5679345 |
Largest Losing Trade | -44993 | -27778 | -44993 | -4932804 | -4932804 | -3017016 |
Avg Bars in Trades | 88 | 78 | 99 | 88 | 78 | 99 |
Avg Bars in Winners | 146 | 130 | 158 | 146 | 130 | 158 |
Avg Bars in Losers | 39 | 44 | 33 | 39 | 44 | 33 |
Bars Traded | 6745 | 2967 | 3778 | 6745 | 2967 | 3778 |
Profit Streak | 57.6059 | 66.2726 | 57.6059 | 57.6059 | 66.2726 | 57.6059 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32820 | 653880 | -78510 | -43280 | 220343 | 439781 |
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{ "first_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1895883.4500494373, 1703586.810681551, 192296.6393678865, 15047532.901921595, 5590539.687974858, 9456993.213946734 ], [ 1895.88345, 1703.586811, 192.296639, 15047.532902, 5590.539688, 9456.993214 ], [ 0.835438, 0.7507, 0.084737, 0.221474, 0.178246, 0.201136 ], [ 63.170441, 63.170441, 63.170441, 63.170441, 63.170441, 63.170441 ], [ -103007, -38541, -111303, -14220764, -9143825, -6135775 ], [ 5.139713, 8.540443, 1.828693, 1.499334, 1.330015, 1.716715 ], [ 76, 38, 38, 76, 38, 38 ], [ 35, 15, 20, 35, 15, 20 ], [ 41, 23, 18, 41, 23, 18 ], [ 46.052632, 39.473684, 52.631579, 46.052632, 39.473684, 52.631579 ], [ 6.020806, 13.095345, 1.645824, 1.756363, 2.039356, 1.545043 ], [ 1219683, 1219683, 60247, 8318544, 8318544, 5679345 ], [ -44993, -27778, -44993, -4932804, -4932804, -3017016 ], [ 88, 78, 99, 88, 78, 99 ], [ 146, 130, 158, 146, 130, 158 ], [ 39, 44, 33, 39, 44, 33 ], [ 6745, 2967, 3778, 6745, 2967, 3778 ], [ 57.605925, 66.272592, 57.605925, 57.605925, 66.272592, 57.605925 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32820, 653880, -78510, -43280, 220343, 439781 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 3 } } }
# | 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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