Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116224.6888 | 80603.3332 | 35621.3556 | 122928.3049 | 136650.8658 | -13722.5609 |
Total P&L (%) | 116.2247 | 80.6033 | 35.6214 | 122.9283 | 136.6509 | -13.7226 |
Avg Daily Profit (%) | 0.4463 | 0.3095 | 0.1368 | 0.3083 | 0.3313 | -0.0567 |
Buy And Hold Return (%) | 10.7495 | 10.7495 | 10.7495 | 10.7495 | 10.7495 | 10.7495 |
Max Trade Drawdown | -49539 | -21377 | -35458 | -168295 | -62304 | -125823 |
Profit Factor | 1.6147 | 1.8658 | 1.3712 | 1.2462 | 1.6261 | 0.9512 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 56.044 | 52.1739 | 60 | 56.044 | 52.1739 | 60 |
Ratio Avg Win / Avg Loss | 1.2665 | 1.7103 | 0.9141 | 0.9774 | 1.4906 | 0.6341 |
Largest Winning Trade | 51752 | 51752 | 29416 | 85147 | 85147 | 64727 |
Largest Losing Trade | -18527 | -12383 | -18527 | -66989 | -36479 | -66989 |
Avg Bars in Trades | 273 | 257 | 289 | 273 | 257 | 289 |
Avg Bars in Winners | 343 | 310 | 373 | 343 | 310 | 373 |
Avg Bars in Losers | 184 | 200 | 164 | 184 | 200 | 164 |
Bars Traded | 24888 | 11843 | 13045 | 24888 | 11843 | 13045 |
Profit Streak | 1.8037 | 1.8037 | 2.1578 | 1.8037 | 1.8037 | 2.1578 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341688 | 317098 | -16371 | 160370 | 267160 | -582742 |
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.70172 } } }
{ "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": [ [ 116224.6888426203, 80603.3332459372, 35621.3555966832, 122928.3049185287, 136650.8658171042, -13722.5608985758 ], [ 116.224689, 80.603333, 35.621356, 122.928305, 136.650866, -13.722561 ], [ 0.446297, 0.309513, 0.136784, 0.308316, 0.331327, -0.056662 ], [ 10.749465, 10.749465, 10.749465, 10.749465, 10.749465, 10.749465 ], [ -49539, -21377, -35458, -168295, -62304, -125823 ], [ 1.614743, 1.865758, 1.371208, 1.246188, 1.626096, 0.951177 ], [ 91, 46, 45, 91, 46, 45 ], [ 51, 24, 27, 51, 24, 27 ], [ 40, 22, 18, 40, 22, 18 ], [ 56.043956, 52.173913, 60, 56.043956, 52.173913, 60 ], [ 1.266465, 1.710279, 0.914139, 0.977402, 1.490588, 0.634118 ], [ 51752, 51752, 29416, 85147, 85147, 64727 ], [ -18527, -12383, -18527, -66989, -36479, -66989 ], [ 273, 257, 289, 273, 257, 289 ], [ 343, 310, 373, 343, 310, 373 ], [ 184, 200, 164, 184, 200, 164 ], [ 24888, 11843, 13045, 24888, 11843, 13045 ], [ 1.803672, 1.803672, 2.157839, 1.803672, 1.803672, 2.157839 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341688, 317098, -16371, 160370, 267160, -582742 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.70172 } } }
# | 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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