Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110070.8504 | 43929.6274 | 66141.2229 | 67513.5094 | 4586.6989 | 62926.8106 |
Total P&L (%) | 110.0709 | 43.9296 | 66.1412 | 67.5135 | 4.5867 | 62.9268 |
Avg Daily Profit (%) | 0.2113 | 0.0843 | 0.127 | 0.0991 | 0.0086 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106169 | -70978 | -38699 | -75439 | -58088 | -26977 |
Profit Factor | 1.3896 | 1.2635 | 1.5712 | 1.3074 | 1.0344 | 1.7307 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 58.7629 | 57.1429 | 60.4167 | 58.7629 | 57.1429 | 60.4167 |
Ratio Avg Win / Avg Loss | 0.9752 | 0.9476 | 1.0294 | 0.9175 | 0.7758 | 1.1339 |
Largest Winning Trade | 86265 | 86265 | 21085 | 31737 | 31737 | 15133 |
Largest Losing Trade | -25053 | -21049 | -25053 | -22586 | -19831 | -22586 |
Avg Bars in Trades | 252 | 272 | 232 | 252 | 272 | 232 |
Avg Bars in Winners | 158 | 140 | 176 | 158 | 140 | 176 |
Avg Bars in Losers | 386 | 449 | 316 | 386 | 449 | 316 |
Bars Traded | 24508 | 13363 | 11145 | 24508 | 13363 | 11145 |
Profit Streak | 13.0259 | 13.0259 | 18.9009 | 13.0259 | 13.0259 | 18.9009 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309200 | -82963 | -20064 | -60469 | -530444 | -64151 |
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{ "first_band": { "type": "ssf", "factors": { "length": 216, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 150, "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": [ [ 110070.8503740325, 43929.6274407863, 66141.2229332462, 67513.5094236597, 4586.6988648904, 62926.8105587693 ], [ 110.07085, 43.929627, 66.141223, 67.513509, 4.586699, 62.926811 ], [ 0.211337, 0.084345, 0.126992, 0.099101, 0.008611, 0.093766 ], [ 10, 10, 10, 10, 10, 10 ], [ -106169, -70978, -38699, -75439, -58088, -26977 ], [ 1.389627, 1.263525, 1.571152, 1.307396, 1.034355, 1.730674 ], [ 97, 49, 48, 97, 49, 48 ], [ 57, 28, 29, 57, 28, 29 ], [ 40, 21, 19, 40, 21, 19 ], [ 58.762887, 57.142857, 60.416667, 58.762887, 57.142857, 60.416667 ], [ 0.975177, 0.947644, 1.029376, 0.917471, 0.775766, 1.13389 ], [ 86265, 86265, 21085, 31737, 31737, 15133 ], [ -25053, -21049, -25053, -22586, -19831, -22586 ], [ 252, 272, 232, 252, 272, 232 ], [ 158, 140, 176, 158, 140, 176 ], [ 386, 449, 316, 386, 449, 316 ], [ 24508, 13363, 11145, 24508, 13363, 11145 ], [ 13.02594, 13.02594, 18.90094, 13.02594, 13.02594, 18.90094 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309200, -82963, -20064, -60469, -530444, -64151 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 216, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 150, "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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