Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139552.784 | 56035.1282 | 83517.6558 | 170452.4723 | 46363.5035 | 124088.9688 |
Total P&L (%) | 139.5528 | 56.0351 | 83.5177 | 170.4525 | 46.3635 | 124.089 |
Avg Daily Profit (%) | 0.2679 | 0.1076 | 0.1604 | 0.1912 | 0.0732 | 0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63975 | -56452 | -34938 | -67748 | -84431 | -43719 |
Profit Factor | 1.5175 | 1.3456 | 1.7766 | 1.4779 | 1.212 | 1.8993 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 58.6538 | 53.8462 | 63.4615 | 58.6538 | 53.8462 | 63.4615 |
Ratio Avg Win / Avg Loss | 1.0697 | 1.1534 | 1.0229 | 1.0418 | 1.0389 | 1.0935 |
Largest Winning Trade | 24781 | 24781 | 11717 | 25743 | 25743 | 21335 |
Largest Losing Trade | -29362 | -29362 | -26941 | -44894 | -44894 | -38957 |
Avg Bars in Trades | 235 | 245 | 224 | 235 | 245 | 224 |
Avg Bars in Winners | 191 | 187 | 195 | 191 | 187 | 195 |
Avg Bars in Losers | 297 | 313 | 276 | 297 | 313 | 276 |
Bars Traded | 24461 | 12777 | 11684 | 24461 | 12777 | 11684 |
Profit Streak | 23.8877 | 25.1169 | 23.8877 | 23.8877 | 25.1169 | 23.8877 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430208 | -229025 | -168307 | 397897 | -276466 | -168115 |
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 222, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 139552.7839941846, 56035.1281823129, 83517.6558118718, 170452.4722932156, 46363.5034669362, 124088.9688262794 ], [ 139.552784, 56.035128, 83.517656, 170.452472, 46.363503, 124.088969 ], [ 0.267943, 0.107588, 0.160355, 0.19121, 0.073164, 0.155041 ], [ 10, 10, 10, 10, 10, 10 ], [ -63975, -56452, -34938, -67748, -84431, -43719 ], [ 1.517464, 1.345587, 1.776611, 1.477915, 1.212022, 1.899291 ], [ 104, 52, 52, 104, 52, 52 ], [ 61, 28, 33, 61, 28, 33 ], [ 43, 24, 19, 43, 24, 19 ], [ 58.653846, 53.846154, 63.461538, 58.653846, 53.846154, 63.461538 ], [ 1.069688, 1.15336, 1.022897, 1.041809, 1.038876, 1.093531 ], [ 24781, 24781, 11717, 25743, 25743, 21335 ], [ -29362, -29362, -26941, -44894, -44894, -38957 ], [ 235, 245, 224, 235, 245, 224 ], [ 191, 187, 195, 191, 187, 195 ], [ 297, 313, 276, 297, 313, 276 ], [ 24461, 12777, 11684, 24461, 12777, 11684 ], [ 23.88774, 25.116907, 23.88774, 23.88774, 25.116907, 23.88774 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430208, -229025, -168307, 397897, -276466, -168115 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 222, "offset": 0, "scalar": 4 } } }
# | 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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