Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137955.0463 | 93565.4894 | 44389.5569 | 199572.4337 | 200706.0879 | -1133.6542 |
Total P&L (%) | 137.955 | 93.5655 | 44.3896 | 199.5724 | 200.7061 | -1.1337 |
Avg Daily Profit (%) | 0.5297 | 0.3593 | 0.1705 | 0.4222 | 0.4237 | -0.0044 |
Buy And Hold Return (%) | 13.4997 | 13.4997 | 13.4997 | 13.4997 | 13.4997 | 13.4997 |
Max Trade Drawdown | -43863 | -26011 | -38189 | -196341 | -42263 | -183369 |
Profit Factor | 1.7783 | 2.7083 | 1.3624 | 1.4064 | 2.7148 | 0.997 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 74.2268 | 75 | 73.4694 | 74.2268 | 75 | 73.4694 |
Ratio Avg Win / Avg Loss | 0.6175 | 0.9028 | 0.492 | 0.4883 | 0.9049 | 0.36 |
Largest Winning Trade | 17104 | 17104 | 16989 | 37038 | 19531 | 37038 |
Largest Losing Trade | -36429 | -14615 | -36429 | -171849 | -41917 | -171849 |
Avg Bars in Trades | 245 | 243 | 247 | 245 | 243 | 247 |
Avg Bars in Winners | 186 | 196 | 176 | 186 | 196 | 176 |
Avg Bars in Losers | 415 | 383 | 445 | 415 | 383 | 445 |
Bars Traded | 23823 | 11689 | 12134 | 23823 | 11689 | 12134 |
Profit Streak | 6.5829 | 0 | 12.1663 | 6.5829 | 0 | 12.1663 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504151 | 477355 | 221059 | 416095 | 499265 | -577949 |
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 178, "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": [ [ 137955.0462925301, 93565.4893970948, 44389.5568954354, 199572.4337175229, 200706.0879059975, -1133.6541884748 ], [ 137.955046, 93.565489, 44.389557, 199.572434, 200.706088, -1.133654 ], [ 0.529741, 0.359287, 0.170454, 0.422203, 0.423659, -0.004378 ], [ 13.49965, 13.49965, 13.49965, 13.49965, 13.49965, 13.49965 ], [ -43863, -26011, -38189, -196341, -42263, -183369 ], [ 1.778263, 2.708342, 1.362392, 1.406439, 2.714761, 0.996969 ], [ 97, 48, 49, 97, 48, 49 ], [ 72, 36, 36, 72, 36, 36 ], [ 25, 12, 13, 25, 12, 13 ], [ 74.226804, 75, 73.469388, 74.226804, 75, 73.469388 ], [ 0.617453, 0.902781, 0.491975, 0.488347, 0.90492, 0.360016 ], [ 17104, 17104, 16989, 37038, 19531, 37038 ], [ -36429, -14615, -36429, -171849, -41917, -171849 ], [ 245, 243, 247, 245, 243, 247 ], [ 186, 196, 176, 186, 196, 176 ], [ 415, 383, 445, 415, 383, 445 ], [ 23823, 11689, 12134, 23823, 11689, 12134 ], [ 6.582947, 0, 12.16628, 6.582947, 0, 12.16628 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 504151, 477355, 221059, 416095, 499265, -577949 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 178, "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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