Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -427930.3987 | -87392.651 | -340537.7478 | -100577.3973 | 816182.9787 | -916760.3761 |
Total P&L (%) | -427.9304 | -87.3927 | -340.5377 | -100.5774 | 816.183 | -916.7604 |
Avg Daily Profit (%) | -0.2894 | -0.0591 | -0.2303 | 0 | 0.1499 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -608196 | -202613 | -435688 | -1076465 | -87011 | -1612660 |
Profit Factor | 0.6143 | 0.7734 | 0.5295 | 0.9447 | 5.4558 | 0.4394 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 55 | 22 | 33 | 47 | 29 | 18 |
Losing Trades | 33 | 22 | 11 | 41 | 15 | 26 |
Profitability (%) | 62.5 | 50 | 75 | 53.4091 | 65.9091 | 40.9091 |
Ratio Avg Win / Avg Loss | 0.3686 | 0.7734 | 0.1765 | 0.8241 | 2.822 | 0.6347 |
Largest Winning Trade | 53994 | 53994 | 37682 | 572588 | 410258 | 572588 |
Largest Losing Trade | -268667 | -65414 | -268667 | -949171 | -68866 | -949171 |
Avg Bars in Trades | 66 | 80 | 51 | 66 | 80 | 51 |
Avg Bars in Winners | 38 | 40 | 36 | 80 | 92 | 61 |
Avg Bars in Losers | 112 | 120 | 96 | 49 | 57 | 44 |
Bars Traded | 5815 | 3550 | 2265 | 5815 | 3550 | 2265 |
Profit Streak | 63.7315 | 64.2315 | 63.7315 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577091 | -579333 | -576091 | -580101 | 638364 | -584254 |
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{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 68, "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": [ [ -427930.398717309, -87392.6509629091, -340537.7477543999, -100577.3973410982, 816182.9787467757, -916760.3760878745 ], [ -427.930399, -87.392651, -340.537748, -100.577397, 816.182979, -916.760376 ], [ -0.289387, -0.059099, -0.230288, 0, 0.149904, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -608196, -202613, -435688, -1076465, -87011, -1612660 ], [ 0.614299, 0.773398, 0.529528, 0.944691, 5.455824, 0.439387 ], [ 88, 44, 44, 88, 44, 44 ], [ 55, 22, 33, 47, 29, 18 ], [ 33, 22, 11, 41, 15, 26 ], [ 62.5, 50, 75, 53.409091, 65.909091, 40.909091 ], [ 0.36858, 0.773398, 0.176509, 0.824092, 2.821978, 0.63467 ], [ 53994, 53994, 37682, 572588, 410258, 572588 ], [ -268667, -65414, -268667, -949171, -68866, -949171 ], [ 66, 80, 51, 66, 80, 51 ], [ 38, 40, 36, 80, 92, 61 ], [ 112, 120, 96, 49, 57, 44 ], [ 5815, 3550, 2265, 5815, 3550, 2265 ], [ 63.731547, 64.231547, 63.731547, 0, 0, 0 ], [ 6, 3, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577091, -579333, -576091, -580101, 638364, -584254 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 68, "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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