Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302408.7776 | 1197393.1941 | 105015.5835 | 6553231.4653 | 8095868.2986 | -1542636.8333 |
Total P&L (%) | 1302.4088 | 1197.3932 | 105.0156 | 6553.2315 | 8095.8683 | -1542.6368 |
Avg Daily Profit (%) | 0.5949 | 0.5469 | 0.048 | 0.1919 | 0.2015 | 0 |
Buy And Hold Return (%) | 438.4576 | 438.4576 | 438.4576 | 438.4576 | 438.4576 | 438.4576 |
Max Trade Drawdown | -102821 | -88729 | -88422 | -5216731 | -2177521 | -3967077 |
Profit Factor | 3.6776 | 5.096 | 1.5411 | 1.6338 | 2.58 | 0.7042 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 47.619 | 37.5 | 58.0645 | 47.619 | 37.5 | 58.0645 |
Ratio Avg Win / Avg Loss | 4.0453 | 8.4933 | 1.113 | 1.7972 | 4.2999 | 0.5086 |
Largest Winning Trade | 616311 | 616311 | 62717 | 6826708 | 6826708 | 572227 |
Largest Losing Trade | -42409 | -42409 | -40242 | -3528189 | -1438397 | -3528189 |
Avg Bars in Trades | 101 | 94 | 109 | 101 | 94 | 109 |
Avg Bars in Winners | 152 | 162 | 145 | 152 | 162 | 145 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 6424 | 3029 | 3395 | 6424 | 3029 | 3395 |
Profit Streak | 0 | 0 | 252.1188 | 0 | 0 | 252.1188 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136825 | 382480 | -290689 | -140863 | 290743 | -578397 |
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{ "first_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 32, "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": [ [ 1302408.7776088554, 1197393.1941014228, 105015.5835074331, 6553231.465270391, 8095868.298566534, -1542636.8332961446 ], [ 1302.408778, 1197.393194, 105.015584, 6553.231465, 8095.868299, -1542.636833 ], [ 0.594889, 0.546922, 0.047967, 0.191918, 0.201461, 0 ], [ 438.457584, 438.457584, 438.457584, 438.457584, 438.457584, 438.457584 ], [ -102821, -88729, -88422, -5216731, -2177521, -3967077 ], [ 3.677587, 5.095981, 1.5411, 1.633806, 2.579969, 0.704216 ], [ 63, 32, 31, 63, 32, 31 ], [ 30, 12, 18, 30, 12, 18 ], [ 33, 20, 13, 33, 20, 13 ], [ 47.619048, 37.5, 58.064516, 47.619048, 37.5, 58.064516 ], [ 4.045345, 8.493302, 1.113017, 1.797187, 4.299948, 0.5086 ], [ 616311, 616311, 62717, 6826708, 6826708, 572227 ], [ -42409, -42409, -40242, -3528189, -1438397, -3528189 ], [ 101, 94, 109, 101, 94, 109 ], [ 152, 162, 145, 152, 162, 145 ], [ 56, 54, 59, 56, 54, 59 ], [ 6424, 3029, 3395, 6424, 3029, 3395 ], [ 0, 0, 252.118767, 0, 0, 252.118767 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -136825, 382480, -290689, -140863, 290743, -578397 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 32, "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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