Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1557131.4586 | 1462835.1142 | 94296.3444 | 4250337.4241 | 6287819.7352 | -2037482.3111 |
Total P&L (%) | 1557.1315 | 1462.8351 | 94.2963 | 4250.3374 | 6287.8197 | -2037.4823 |
Avg Daily Profit (%) | 0.6224 | 0.5847 | 0.0377 | 0.1509 | 0.1663 | 0 |
Buy And Hold Return (%) | 275.1748 | 275.1748 | 275.1748 | 275.1748 | 275.1748 | 275.1748 |
Max Trade Drawdown | -108951 | -81738 | -104717 | -16596940 | -9612687 | -13246691 |
Profit Factor | 2.4785 | 3.7572 | 1.1804 | 1.0646 | 1.1945 | 0.939 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 143 | 58 | 85 | 143 | 58 | 85 |
Losing Trades | 246 | 137 | 109 | 246 | 137 | 109 |
Profitability (%) | 36.7609 | 29.7436 | 43.8144 | 36.7609 | 29.7436 | 43.8144 |
Ratio Avg Win / Avg Loss | 4.2636 | 8.8748 | 1.5137 | 1.8315 | 2.8214 | 1.2042 |
Largest Winning Trade | 945445 | 945445 | 49126 | 6954152 | 6954152 | 2432190 |
Largest Losing Trade | -37584 | -24014 | -37584 | -2663426 | -2001291 | -2663426 |
Avg Bars in Trades | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Winners | 34 | 52 | 23 | 34 | 52 | 23 |
Avg Bars in Losers | 9 | 8 | 11 | 9 | 8 | 11 |
Bars Traded | 7363 | 4150 | 3213 | 7363 | 4150 | 3213 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455054 | 321205 | -330955 | -143535 | -5914 | -580778 |
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{ "first_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 3.50733 } } }
{ "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": [ [ 1557131.4586424038, 1462835.114231384, 94296.3444110185, 4250337.424075074, 6287819.735206443, -2037482.3111313723 ], [ 1557.131459, 1462.835114, 94.296344, 4250.337424, 6287.819735, -2037.482311 ], [ 0.622437, 0.584743, 0.037693, 0.150927, 0.166306, 0 ], [ 275.174825, 275.174825, 275.174825, 275.174825, 275.174825, 275.174825 ], [ -108951, -81738, -104717, -16596940, -9612687, -13246691 ], [ 2.478454, 3.757199, 1.180414, 1.064636, 1.19447, 0.939042 ], [ 389, 195, 194, 389, 195, 194 ], [ 143, 58, 85, 143, 58, 85 ], [ 246, 137, 109, 246, 137, 109 ], [ 36.760925, 29.74359, 43.814433, 36.760925, 29.74359, 43.814433 ], [ 4.263634, 8.874764, 1.513708, 1.831472, 2.82142, 1.204183 ], [ 945445, 945445, 49126, 6954152, 6954152, 2432190 ], [ -37584, -24014, -37584, -2663426, -2001291, -2663426 ], [ 18, 21, 16, 18, 21, 16 ], [ 34, 52, 23, 34, 52, 23 ], [ 9, 8, 11, 9, 8, 11 ], [ 7363, 4150, 3213, 7363, 4150, 3213 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 455054, 321205, -330955, -143535, -5914, -580778 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 3.50733 } } }
# | 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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