Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7195846.9284 | -69895.6556 | -7125951.2728 | -159528.5103 | 26436541.7924 | -26596070.3026 |
Total P&L (%) | -7195.8469 | -69.8957 | -7125.9513 | -159.5285 | 26436.5418 | -26596.0703 |
Avg Daily Profit (%) | -3.0497 | -0.0296 | -3.0201 | 0 | 0.2368 | 0 |
Buy And Hold Return (%) | 630.1956 | 630.1956 | 630.1956 | 630.1956 | 630.1956 | 630.1956 |
Max Trade Drawdown | -7321683 | -189877 | -7206812 | -46797931 | -16852734 | -37967840 |
Profit Factor | 0.058 | 0.7381 | 0.0334 | 0.9973 | 2.5283 | 0.3637 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 19 | 23 | 30 | 16 | 14 |
Losing Trades | 24 | 14 | 10 | 36 | 17 | 19 |
Profitability (%) | 63.6364 | 57.5758 | 69.697 | 45.4545 | 48.4848 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.0332 | 0.5438 | 0.0145 | 1.1968 | 2.6863 | 0.4937 |
Largest Winning Trade | 31735 | 26509 | 31735 | 18622847 | 18622847 | 5889599 |
Largest Losing Trade | -7150565 | -53865 | -7150565 | -13342305 | -5466425 | -13342305 |
Avg Bars in Trades | 138 | 156 | 119 | 138 | 156 | 119 |
Avg Bars in Winners | 54 | 63 | 46 | 185 | 239 | 123 |
Avg Bars in Losers | 284 | 282 | 287 | 98 | 78 | 116 |
Bars Traded | 9109 | 5167 | 3942 | 9109 | 5167 | 3942 |
Profit Streak | 30.2433 | 73.7433 | 30.2433 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706507 | -578446 | -577709 | -709656 | 452093 | -583748 |
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{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 173, "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": [ [ -7195846.928377053, -69895.6555575617, -7125951.272819489, -159528.5102535471, 26436541.7923524, -26596070.30260593 ], [ -7195.846928, -69.895656, -7125.951273, -159.52851, 26436.541792, -26596.070303 ], [ -3.049734, -0.029623, -3.020111, 0, 0.236818, 0 ], [ 630.195623, 630.195623, 630.195623, 630.195623, 630.195623, 630.195623 ], [ -7321683, -189877, -7206812, -46797931, -16852734, -37967840 ], [ 0.058017, 0.738071, 0.033401, 0.997301, 2.528312, 0.363746 ], [ 66, 33, 33, 66, 33, 33 ], [ 42, 19, 23, 30, 16, 14 ], [ 24, 14, 10, 36, 17, 19 ], [ 63.636364, 57.575758, 69.69697, 45.454545, 48.484848, 42.424242 ], [ 0.033152, 0.543841, 0.014522, 1.196761, 2.686332, 0.493655 ], [ 31735, 26509, 31735, 18622847, 18622847, 5889599 ], [ -7150565, -53865, -7150565, -13342305, -5466425, -13342305 ], [ 138, 156, 119, 138, 156, 119 ], [ 54, 63, 46, 185, 239, 123 ], [ 284, 282, 287, 98, 78, 116 ], [ 9109, 5167, 3942, 9109, 5167, 3942 ], [ 30.243291, 73.743291, 30.243291, 0, 0, 0 ], [ 2, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -706507, -578446, -577709, -709656, 452093, -583748 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 173, "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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