Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64669.5452 | 38230.5863 | 26438.959 | 52363.7576 | 40011.954 | 12351.8036 |
Total P&L (%) | 64.6695 | 38.2306 | 26.439 | 52.3638 | 40.012 | 12.3518 |
Avg Daily Profit (%) | 0.4656 | 0.2752 | 0.1903 | 0.3036 | 0.2426 | 0.0839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40888 | -29374 | -45613 | -43173 | -26454 | -46189 |
Profit Factor | 1.4061 | 1.6385 | 1.266 | 1.3218 | 1.7082 | 1.1163 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 73.8636 | 70.4545 | 77.2727 | 73.8636 | 70.4545 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.4975 | 0.6871 | 0.3724 | 0.4677 | 0.7164 | 0.3283 |
Largest Winning Trade | 13428 | 6930 | 13428 | 8702 | 8084 | 8702 |
Largest Losing Trade | -35707 | -18206 | -35707 | -35584 | -16898 | -35584 |
Avg Bars in Trades | 147 | 143 | 151 | 147 | 143 | 151 |
Avg Bars in Winners | 112 | 119 | 106 | 112 | 119 | 106 |
Avg Bars in Losers | 246 | 201 | 305 | 246 | 201 | 305 |
Bars Traded | 12997 | 6328 | 6669 | 12997 | 6328 | 6669 |
Profit Streak | 138.0823 | 138.0823 | 145.1552 | 138.0823 | 138.0823 | 145.1552 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427420 | 305609 | 200789 | 329526 | 306111 | -264598 |
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{ "first_band": { "type": "ssf", "factors": { "length": 167, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 236, "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": [ [ 64669.5452383492, 38230.5862597552, 26438.958978594, 52363.7576422684, 40011.9540212255, 12351.8036210429 ], [ 64.669545, 38.230586, 26.438959, 52.363758, 40.011954, 12.351804 ], [ 0.46555, 0.275218, 0.190332, 0.303606, 0.242578, 0.083877 ], [ 10, 10, 10, 10, 10, 10 ], [ -40888, -29374, -45613, -43173, -26454, -46189 ], [ 1.406054, 1.638508, 1.266016, 1.321822, 1.708243, 1.11629 ], [ 88, 44, 44, 88, 44, 44 ], [ 65, 31, 34, 65, 31, 34 ], [ 23, 13, 10, 23, 13, 10 ], [ 73.863636, 70.454545, 77.272727, 73.863636, 70.454545, 77.272727 ], [ 0.497527, 0.687116, 0.372358, 0.467722, 0.71636, 0.328321 ], [ 13428, 6930, 13428, 8702, 8084, 8702 ], [ -35707, -18206, -35707, -35584, -16898, -35584 ], [ 147, 143, 151, 147, 143, 151 ], [ 112, 119, 106, 112, 119, 106 ], [ 246, 201, 305, 246, 201, 305 ], [ 12997, 6328, 6669, 12997, 6328, 6669 ], [ 138.082257, 138.082257, 145.155174, 138.082257, 138.082257, 145.155174 ], [ 6, 3, 6, 6, 3, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427420, 305609, 200789, 329526, 306111, -264598 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 167, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 236, "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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