Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192129.3103 | 1229300.8963 | -37171.5859 | -208767.7485 | -111711.9524 | -97055.7961 |
Total P&L (%) | 1192.1293 | 1229.3009 | -37.1716 | -208.7677 | -111.712 | -97.0558 |
Avg Daily Profit (%) | 0.6667 | 0.6875 | -0.0208 | 0 | 0 | -0.197 |
Buy And Hold Return (%) | 375.7915 | 375.7915 | 375.7915 | 375.7915 | 375.7915 | 375.7915 |
Max Trade Drawdown | -149673 | -99368 | -196644 | -1335786 | -1009008 | -690680 |
Profit Factor | 2.3614 | 4.6941 | 0.9315 | 0.9447 | 0.9329 | 0.9541 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 73 | 35 | 38 | 71 | 39 | 32 |
Losing Trades | 73 | 38 | 35 | 75 | 34 | 41 |
Profitability (%) | 50 | 47.9452 | 52.0548 | 48.6301 | 53.4247 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.3614 | 5.0964 | 0.858 | 0.998 | 0.8133 | 1.2224 |
Largest Winning Trade | 737885 | 737885 | 67956 | 729077 | 307303 | 729077 |
Largest Losing Trade | -120468 | -31043 | -120468 | -501438 | -501438 | -399963 |
Avg Bars in Trades | 35 | 31 | 40 | 35 | 31 | 40 |
Avg Bars in Winners | 43 | 41 | 46 | 30 | 29 | 30 |
Avg Bars in Losers | 27 | 22 | 33 | 41 | 33 | 47 |
Bars Traded | 5234 | 2312 | 2922 | 5234 | 2312 | 2922 |
Profit Streak | 8.2102 | 0 | 12.5436 | 0 | 23.2102 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526545 | -55852 | -651854 | -580924 | -651468 | -653466 |
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{ "first_band": { "type": "sma", "factors": { "length": 4, "offset": 81 } }, "second_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1192129.3103446923, 1229300.8962504542, -37171.5859057621, -208767.748453784, -111711.9523808823, -97055.7960729013 ], [ 1192.12931, 1229.300896, -37.171586, -208.767748, -111.711952, -97.055796 ], [ 0.666739, 0.687528, -0.020789, 0, 0, -0.196972 ], [ 375.791516, 375.791516, 375.791516, 375.791516, 375.791516, 375.791516 ], [ -149673, -99368, -196644, -1335786, -1009008, -690680 ], [ 2.361427, 4.694064, 0.931528, 0.944733, 0.932911, 0.954052 ], [ 146, 73, 73, 146, 73, 73 ], [ 73, 35, 38, 71, 39, 32 ], [ 73, 38, 35, 75, 34, 41 ], [ 50, 47.945205, 52.054795, 48.630137, 53.424658, 43.835616 ], [ 2.361427, 5.096413, 0.857986, 0.997957, 0.813307, 1.222379 ], [ 737885, 737885, 67956, 729077, 307303, 729077 ], [ -120468, -31043, -120468, -501438, -501438, -399963 ], [ 35, 31, 40, 35, 31, 40 ], [ 43, 41, 46, 30, 29, 30 ], [ 27, 22, 33, 41, 33, 47 ], [ 5234, 2312, 2922, 5234, 2312, 2922 ], [ 8.21022, 0, 12.543553, 0, 23.21022, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 526545, -55852, -651854, -580924, -651468, -653466 ] ] }
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{ "first_band": { "type": "sma", "factors": { "length": 4, "offset": 81 } }, "second_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 3 } } }
# | 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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