Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179558.1572 | 69293.0079 | 110265.1493 | 307269.792 | 89654.1532 | 217615.6388 |
Total P&L (%) | 179.5582 | 69.293 | 110.2651 | 307.2698 | 89.6542 | 217.6156 |
Avg Daily Profit (%) | 0.6895 | 0.2661 | 0.4234 | 0.5407 | 0.2461 | 0.4448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43550 | -42805 | -23093 | -64695 | -70448 | -32490 |
Profit Factor | 1.4743 | 1.3572 | 1.5972 | 1.4886 | 1.2727 | 1.7249 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Profitability (%) | 40.5405 | 39.5349 | 41.5385 | 40.5405 | 39.5349 | 41.5385 |
Ratio Avg Win / Avg Loss | 2.1622 | 2.0758 | 2.2479 | 2.1833 | 1.9465 | 2.4277 |
Largest Winning Trade | 43576 | 43576 | 25058 | 77497 | 37495 | 77497 |
Largest Losing Trade | -10554 | -10554 | -10143 | -31014 | -21410 | -31014 |
Avg Bars in Trades | 95 | 96 | 95 | 95 | 96 | 95 |
Avg Bars in Winners | 158 | 162 | 154 | 158 | 162 | 154 |
Avg Bars in Losers | 53 | 52 | 53 | 53 | 52 | 53 |
Bars Traded | 24821 | 12415 | 12406 | 24821 | 12415 | 12406 |
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 | 372435 | 144226 | 275266 | 329806 | 121177 | 291133 |
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{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 55, "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": [ [ 179558.1572031144, 69293.0079460498, 110265.1492570648, 307269.7919998961, 89654.1531805462, 217615.6388193496 ], [ 179.558157, 69.293008, 110.265149, 307.269792, 89.654153, 217.615639 ], [ 0.689494, 0.266082, 0.423413, 0.540703, 0.246071, 0.444758 ], [ 10, 10, 10, 10, 10, 10 ], [ -43550, -42805, -23093, -64695, -70448, -32490 ], [ 1.474251, 1.35723, 1.597186, 1.488583, 1.27274, 1.724943 ], [ 259, 129, 130, 259, 129, 130 ], [ 105, 51, 54, 105, 51, 54 ], [ 154, 78, 76, 154, 78, 76 ], [ 40.540541, 39.534884, 41.538462, 40.540541, 39.534884, 41.538462 ], [ 2.162235, 2.075764, 2.247891, 2.183255, 1.946543, 2.427698 ], [ 43576, 43576, 25058, 77497, 37495, 77497 ], [ -10554, -10554, -10143, -31014, -21410, -31014 ], [ 95, 96, 95, 95, 96, 95 ], [ 158, 162, 154, 158, 162, 154 ], [ 53, 52, 53, 53, 52, 53 ], [ 24821, 12415, 12406, 24821, 12415, 12406 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372435, 144226, 275266, 329806, 121177, 291133 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 55, "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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