Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181244.7764 | 134403.5381 | 46841.2383 | 175578.0498 | 142377.6251 | 33200.4247 |
Total P&L (%) | 181.2448 | 134.4035 | 46.8412 | 175.5781 | 142.3776 | 33.2004 |
Avg Daily Profit (%) | 0.348 | 0.2581 | 0.0899 | 0.1948 | 0.1701 | 0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124240 | -78990 | -55534 | -39692 | -29796 | -43939 |
Profit Factor | 1.5036 | 1.817 | 1.2397 | 1.6766 | 2.329 | 1.2179 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 61.2613 | 63.6364 | 58.9286 | 61.2613 | 63.6364 | 58.9286 |
Ratio Avg Win / Avg Loss | 0.9508 | 1.0383 | 0.864 | 1.0602 | 1.3308 | 0.8489 |
Largest Winning Trade | 38939 | 38245 | 38939 | 28718 | 28718 | 26874 |
Largest Losing Trade | -48180 | -37115 | -48180 | -48180 | -29796 | -48180 |
Avg Bars in Trades | 219 | 222 | 216 | 219 | 222 | 216 |
Avg Bars in Winners | 146 | 157 | 135 | 146 | 157 | 135 |
Avg Bars in Losers | 334 | 336 | 332 | 334 | 336 | 332 |
Bars Traded | 24351 | 12233 | 12118 | 24351 | 12233 | 12118 |
Profit Streak | 6.1704 | 6.1704 | 20.2329 | 6.1704 | 6.1704 | 20.2329 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407382 | -167708 | -254454 | 446796 | -167471 | -302302 |
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{ "first_band": { "type": "ssf", "factors": { "length": 224, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 231, "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": [ [ 181244.7764241634, 134403.5381434529, 46841.2382807105, 175578.0498016414, 142377.6250975299, 33200.4247041115 ], [ 181.244776, 134.403538, 46.841238, 175.57805, 142.377625, 33.200425 ], [ 0.347992, 0.258056, 0.089936, 0.194821, 0.170128, 0.055059 ], [ 10, 10, 10, 10, 10, 10 ], [ -124240, -78990, -55534, -39692, -29796, -43939 ], [ 1.503551, 1.817045, 1.239679, 1.676645, 2.328972, 1.217923 ], [ 111, 55, 56, 111, 55, 56 ], [ 68, 35, 33, 68, 35, 33 ], [ 43, 20, 23, 43, 20, 23 ], [ 61.261261, 63.636364, 58.928571, 61.261261, 63.636364, 58.928571 ], [ 0.950775, 1.038311, 0.864018, 1.060231, 1.330841, 0.848855 ], [ 38939, 38245, 38939, 28718, 28718, 26874 ], [ -48180, -37115, -48180, -48180, -29796, -48180 ], [ 219, 222, 216, 219, 222, 216 ], [ 146, 157, 135, 146, 157, 135 ], [ 334, 336, 332, 334, 336, 332 ], [ 24351, 12233, 12118, 24351, 12233, 12118 ], [ 6.170374, 6.170374, 20.232874, 6.170375, 6.170375, 20.232875 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407382, -167708, -254454, 446796, -167471, -302302 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 224, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 231, "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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