Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137580.2373 | 65552.7265 | 72027.5107 | 56520.9132 | 50852.8112 | 5668.1019 |
Total P&L (%) | 137.5802 | 65.5527 | 72.0275 | 56.5209 | 50.8528 | 5.6681 |
Avg Daily Profit (%) | 0.1502 | 0.0716 | 0.0786 | 0.0489 | 0.0449 | 0.006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150536 | -76821 | -97652 | -95885 | -51065 | -64030 |
Profit Factor | 1.2051 | 1.2088 | 1.2019 | 1.1191 | 1.2503 | 1.0209 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 52.3148 | 49.0741 | 55.5556 | 52.3148 | 49.0741 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.0985 | 1.2544 | 0.9615 | 1.02 | 1.2975 | 0.8167 |
Largest Winning Trade | 28687 | 28687 | 23102 | 28197 | 25023 | 28197 |
Largest Losing Trade | -28394 | -16182 | -28394 | -39998 | -18084 | -39998 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
Bars Traded | 10783 | 5390 | 5393 | 10783 | 5390 | 5393 |
Profit Streak | 5.2464 | 0 | 12.0797 | 5.2464 | 0 | 12.0797 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318303 | -98792 | -89078 | -215875 | -135076 | -548710 |
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 133, "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": [ [ 137580.2372561201, 65552.7265448908, 72027.5107112292, 56520.9131567382, 50852.8112358147, 5668.1019209236 ], [ 137.580237, 65.552727, 72.027511, 56.520913, 50.852811, 5.668102 ], [ 0.150184, 0.071558, 0.078626, 0.048918, 0.04489, 0.006019 ], [ 10, 10, 10, 10, 10, 10 ], [ -150536, -76821, -97652, -95885, -51065, -64030 ], [ 1.205117, 1.208796, 1.20188, 1.119082, 1.250301, 1.020879 ], [ 216, 108, 108, 216, 108, 108 ], [ 113, 53, 60, 113, 53, 60 ], [ 103, 55, 48, 103, 55, 48 ], [ 52.314815, 49.074074, 55.555556, 52.314815, 49.074074, 55.555556 ], [ 1.09847, 1.254411, 0.961504, 1.020048, 1.297482, 0.816703 ], [ 28687, 28687, 23102, 28197, 25023, 28197 ], [ -28394, -16182, -28394, -39998, -18084, -39998 ], [ 49, 49, 49, 49, 49, 49 ], [ 47, 46, 48, 47, 46, 48 ], [ 52, 53, 51, 52, 53, 51 ], [ 10783, 5390, 5393, 10783, 5390, 5393 ], [ 5.246371, 0, 12.079705, 5.246371, 0, 12.079705 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318303, -98792, -89078, -215875, -135076, -548710 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 133, "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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