Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1526605.2317 | 1451451.7065 | 75153.5253 | 1674804.5644 | -682827.8109 | 2357632.3753 |
Total P&L (%) | 1526.6052 | 1451.4517 | 75.1535 | 1674.8046 | -682.8278 | 2357.6324 |
Avg Daily Profit (%) | 0.853 | 0.811 | 0.042 | 0.1608 | 0 | 0.1791 |
Buy And Hold Return (%) | 399.1862 | 399.1862 | 399.1862 | 399.1862 | 399.1862 | 399.1862 |
Max Trade Drawdown | -94123 | -116601 | -126814 | -1183726 | -2076151 | -538153 |
Profit Factor | 3.5332 | 5.9093 | 1.2448 | 1.2363 | 0.8473 | 1.9014 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 42.1687 | 35.7143 | 48.7805 | 42.1687 | 35.7143 | 48.7805 |
Ratio Avg Win / Avg Loss | 4.8456 | 10.6368 | 1.3071 | 1.6955 | 1.5252 | 1.9964 |
Largest Winning Trade | 1219949 | 1219949 | 59763 | 748089 | 681281 | 748089 |
Largest Losing Trade | -64921 | -31321 | -64921 | -356980 | -353662 | -356980 |
Avg Bars in Trades | 84 | 76 | 94 | 84 | 76 | 94 |
Avg Bars in Winners | 142 | 136 | 147 | 142 | 136 | 147 |
Avg Bars in Losers | 42 | 42 | 43 | 42 | 42 | 43 |
Bars Traded | 7053 | 3194 | 3859 | 7053 | 3194 | 3859 |
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 | 476270 | 488853 | -303287 | 76936 | -583512 | 370829 |
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{ "first_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 40, "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": [ [ 1526605.2317497088, 1451451.7064506703, 75153.5252990396, 1674804.5643860584, -682827.8108794183, 2357632.3752654768 ], [ 1526.605232, 1451.451706, 75.153525, 1674.804564, -682.827811, 2357.632375 ], [ 0.852971, 0.81098, 0.041991, 0.160837, 0, 0.179056 ], [ 399.186236, 399.186236, 399.186236, 399.186236, 399.186236, 399.186236 ], [ -94123, -116601, -126814, -1183726, -2076151, -538153 ], [ 3.533226, 5.909318, 1.244815, 1.236292, 0.847319, 1.901367 ], [ 83, 42, 41, 83, 42, 41 ], [ 35, 15, 20, 35, 15, 20 ], [ 48, 27, 21, 48, 27, 21 ], [ 42.168675, 35.714286, 48.780488, 42.168675, 35.714286, 48.780488 ], [ 4.845567, 10.636773, 1.307056, 1.695486, 1.525174, 1.996436 ], [ 1219949, 1219949, 59763, 748089, 681281, 748089 ], [ -64921, -31321, -64921, -356980, -353662, -356980 ], [ 84, 76, 94, 84, 76, 94 ], [ 142, 136, 147, 142, 136, 147 ], [ 42, 42, 43, 42, 42, 43 ], [ 7053, 3194, 3859, 7053, 3194, 3859 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 476270, 488853, -303287, 76936, -583512, 370829 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 40, "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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