Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89668.3221 | 26243.6535 | 63424.6686 | 75395.1611 | 34634.4114 | 40760.7497 |
Total P&L (%) | 89.6683 | 26.2437 | 63.4247 | 75.3952 | 34.6344 | 40.7608 |
Avg Daily Profit (%) | 0.3443 | 0.1008 | 0.2435 | 0.216 | 0.1143 | 0.1314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58384 | -18985 | -70061 | -130684 | -43858 | -157429 |
Profit Factor | 1.5003 | 1.561 | 1.4789 | 1.2276 | 1.4235 | 1.1634 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 53.4247 | 48.6486 | 58.3333 | 53.4247 | 48.6486 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.308 | 1.6477 | 1.0564 | 1.0702 | 1.5026 | 0.831 |
Largest Winning Trade | 24063 | 12580 | 24063 | 36127 | 24015 | 36127 |
Largest Losing Trade | -31986 | -9318 | -31986 | -79730 | -23365 | -79730 |
Avg Bars in Trades | 328 | 62 | 601 | 328 | 62 | 601 |
Avg Bars in Winners | 266 | 64 | 439 | 266 | 64 | 439 |
Avg Bars in Losers | 399 | 59 | 829 | 399 | 59 | 829 |
Bars Traded | 23961 | 2298 | 21663 | 23961 | 2298 | 21663 |
Profit Streak | 7.5483 | 7.5483 | 10.6629 | 7.5483 | 7.5483 | 10.6629 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65647 | -60333 | 342415 | -68411 | -42442 | -61523 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 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": [ [ 89668.3220550427, 26243.6534651779, 63424.6685898648, 75395.1610805559, 34634.4113646737, 40760.7497158822 ], [ 89.668322, 26.243653, 63.424669, 75.395161, 34.634411, 40.76075 ], [ 0.344322, 0.100774, 0.243548, 0.215989, 0.114263, 0.131371 ], [ 10, 10, 10, 10, 10, 10 ], [ -58384, -18985, -70061, -130684, -43858, -157429 ], [ 1.500325, 1.56095, 1.478908, 1.227569, 1.423487, 1.163355 ], [ 73, 37, 36, 73, 37, 36 ], [ 39, 18, 21, 39, 18, 21 ], [ 34, 19, 15, 34, 19, 15 ], [ 53.424658, 48.648649, 58.333333, 53.424658, 48.648649, 58.333333 ], [ 1.307975, 1.647669, 1.056363, 1.070189, 1.502569, 0.830968 ], [ 24063, 12580, 24063, 36127, 24015, 36127 ], [ -31986, -9318, -31986, -79730, -23365, -79730 ], [ 328, 62, 601, 328, 62, 601 ], [ 266, 64, 439, 266, 64, 439 ], [ 399, 59, 829, 399, 59, 829 ], [ 23961, 2298, 21663, 23961, 2298, 21663 ], [ 7.548267, 7.548267, 10.66285, 7.548267, 7.548267, 10.662851 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -65647, -60333, 342415, -68411, -42442, -61523 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 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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