Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142152.5138 | 80748.5349 | 61403.9789 | 231597.3913 | 134847.5836 | 96749.8078 |
Total P&L (%) | 142.1525 | 80.7485 | 61.404 | 231.5974 | 134.8476 | 96.7498 |
Avg Daily Profit (%) | 1.0233 | 0.5813 | 0.442 | 0.8667 | 0.6165 | 0.4884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39303 | -32990 | -40414 | -48926 | -33266 | -48440 |
Profit Factor | 1.4684 | 1.5617 | 1.3844 | 1.5981 | 1.756 | 1.4633 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Profitability (%) | 50.5792 | 49.6124 | 51.5385 | 50.5792 | 49.6124 | 51.5385 |
Ratio Avg Win / Avg Loss | 1.4347 | 1.5861 | 1.3018 | 1.5615 | 1.7835 | 1.3759 |
Largest Winning Trade | 19520 | 19520 | 15598 | 35983 | 35983 | 21134 |
Largest Losing Trade | -15074 | -9322 | -15074 | -16951 | -9841 | -16951 |
Avg Bars in Trades | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Winners | 60 | 64 | 56 | 60 | 64 | 56 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 13110 | 6575 | 6535 | 13110 | 6575 | 6535 |
Profit Streak | 0 | 130.7711 | 0 | 0 | 130.7711 | 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 | 493370 | 435530 | 285311 | 557024 | 465638 | 337554 |
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{ "first_band": { "type": "hma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "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": [ [ 142152.5137764522, 80748.5349056968, 61403.9788707556, 231597.3913496268, 134847.5835903468, 96749.8077592799 ], [ 142.152514, 80.748535, 61.403979, 231.597391, 134.847584, 96.749808 ], [ 1.023343, 0.581301, 0.442041, 0.866704, 0.616511, 0.488384 ], [ 10, 10, 10, 10, 10, 10 ], [ -39303, -32990, -40414, -48926, -33266, -48440 ], [ 1.46837, 1.561657, 1.384409, 1.598138, 1.756016, 1.463292 ], [ 259, 129, 130, 259, 129, 130 ], [ 131, 64, 67, 131, 64, 67 ], [ 128, 65, 63, 128, 65, 63 ], [ 50.579151, 49.612403, 51.538462, 50.579151, 49.612403, 51.538462 ], [ 1.434744, 1.586058, 1.301757, 1.56154, 1.783454, 1.375931 ], [ 19520, 19520, 15598, 35983, 35983, 21134 ], [ -15074, -9322, -15074, -16951, -9841, -16951 ], [ 50, 50, 50, 50, 50, 50 ], [ 60, 64, 56, 60, 64, 56 ], [ 40, 37, 43, 40, 37, 43 ], [ 13110, 6575, 6535, 13110, 6575, 6535 ], [ 0, 130.771144, 0, 0, 130.771144, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 493370, 435530, 285311, 557024, 465638, 337554 ] ] }
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{ "first_band": { "type": "hma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "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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