Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072311.2615 | 959706.5287 | 112604.7328 | 7133326.3614 | 8334393.7653 | -1201067.4039 |
Total P&L (%) | 1072.3113 | 959.7065 | 112.6047 | 7133.3264 | 8334.3938 | -1201.0674 |
Avg Daily Profit (%) | 0.5917 | 0.5295 | 0.0621 | 0.2365 | 0.245 | 0 |
Buy And Hold Return (%) | 487.0021 | 487.0021 | 487.0021 | 487.0021 | 487.0021 | 487.0021 |
Max Trade Drawdown | -108162 | -95777 | -61708 | -14064399 | -11681063 | -6593391 |
Profit Factor | 2.0798 | 2.8455 | 1.238 | 1.1043 | 1.2302 | 0.9627 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Losing Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Profitability (%) | 42.6573 | 40.5594 | 44.7552 | 42.6573 | 40.5594 | 44.7552 |
Ratio Avg Win / Avg Loss | 2.7958 | 4.1701 | 1.5282 | 1.4845 | 1.8029 | 1.1883 |
Largest Winning Trade | 311887 | 311887 | 57178 | 8876446 | 8876446 | 3840113 |
Largest Losing Trade | -49034 | -20639 | -49034 | -3410776 | -3410776 | -3043045 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 54 | 59 | 50 | 54 | 59 | 50 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 10800 | 5568 | 5232 | 10800 | 5568 | 5232 |
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 | 303727 | 192776 | -277138 | -98764 | 192399 | -581326 |
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{ "first_band": { "type": "ssf", "factors": { "length": 116, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "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": [ [ 1072311.261507907, 959706.5287478454, 112604.7327600622, 7133326.361376811, 8334393.765257632, -1201067.403880803 ], [ 1072.311262, 959.706529, 112.604733, 7133.326361, 8334.393765, -1201.067404 ], [ 0.591676, 0.529543, 0.062133, 0.23651, 0.245007, 0 ], [ 487.002096, 487.002096, 487.002096, 487.002096, 487.002096, 487.002096 ], [ -108162, -95777, -61708, -14064399, -11681063, -6593391 ], [ 2.079766, 2.845487, 1.238031, 1.104339, 1.230248, 0.962664 ], [ 286, 143, 143, 286, 143, 143 ], [ 122, 58, 64, 122, 58, 64 ], [ 164, 85, 79, 164, 85, 79 ], [ 42.657343, 40.559441, 44.755245, 42.657343, 40.559441, 44.755245 ], [ 2.795751, 4.170111, 1.528195, 1.484521, 1.802949, 1.188289 ], [ 311887, 311887, 57178, 8876446, 8876446, 3840113 ], [ -49034, -20639, -49034, -3410776, -3410776, -3043045 ], [ 37, 38, 36, 37, 38, 36 ], [ 54, 59, 50, 54, 59, 50 ], [ 25, 25, 25, 25, 25, 25 ], [ 10800, 5568, 5232, 10800, 5568, 5232 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303727, 192776, -277138, -98764, 192399, -581326 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 116, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "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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