Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366968.3429 | 1303346.0254 | 63622.3175 | 3320888.9805 | 2690078.3698 | 630810.6107 |
Total P&L (%) | 1366.9683 | 1303.346 | 63.6223 | 3320.889 | 2690.0784 | 630.8106 |
Avg Daily Profit (%) | 0.7504 | 0.7155 | 0.0349 | 0.1941 | 0.1829 | 0.1092 |
Buy And Hold Return (%) | 534.1494 | 534.1494 | 534.1494 | 534.1494 | 534.1494 | 534.1494 |
Max Trade Drawdown | -98605 | -78114 | -66188 | -7371359 | -6158632 | -3977741 |
Profit Factor | 2.9852 | 5.0963 | 1.1718 | 1.1407 | 1.2324 | 1.0524 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 36.5385 | 32.6923 | 40.3846 | 36.5385 | 32.6923 | 40.3846 |
Ratio Avg Win / Avg Loss | 5.1849 | 10.4924 | 1.7298 | 1.9812 | 2.5373 | 1.5536 |
Largest Winning Trade | 778014 | 778014 | 70154 | 4611290 | 4611290 | 2422221 |
Largest Losing Trade | -52427 | -23214 | -52427 | -2241290 | -2241290 | -1784176 |
Avg Bars in Trades | 102 | 99 | 106 | 102 | 99 | 106 |
Avg Bars in Winners | 186 | 194 | 180 | 186 | 194 | 180 |
Avg Bars in Losers | 54 | 52 | 56 | 54 | 52 | 56 |
Bars Traded | 10692 | 5150 | 5542 | 10692 | 5150 | 5542 |
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 | 359357 | -170710 | -526283 | -62150 | -179699 | -501734 |
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{ "first_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 23, "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": [ [ 1366968.3429423003, 1303346.0254277072, 63622.3175145934, 3320888.980462614, 2690078.3698106674, 630810.610651944 ], [ 1366.968343, 1303.346025, 63.622318, 3320.88898, 2690.07837, 630.810611 ], [ 0.750393, 0.715468, 0.034925, 0.194103, 0.182892, 0.109244 ], [ 534.149446, 534.149446, 534.149446, 534.149446, 534.149446, 534.149446 ], [ -98605, -78114, -66188, -7371359, -6158632, -3977741 ], [ 2.985222, 5.096305, 1.171768, 1.14069, 1.232398, 1.052441 ], [ 104, 52, 52, 104, 52, 52 ], [ 38, 17, 21, 38, 17, 21 ], [ 66, 35, 31, 66, 35, 31 ], [ 36.538462, 32.692308, 40.384615, 36.538462, 32.692308, 40.384615 ], [ 5.18486, 10.492392, 1.729753, 1.981198, 2.537289, 1.553603 ], [ 778014, 778014, 70154, 4611290, 4611290, 2422221 ], [ -52427, -23214, -52427, -2241290, -2241290, -1784176 ], [ 102, 99, 106, 102, 99, 106 ], [ 186, 194, 180, 186, 194, 180 ], [ 54, 52, 56, 54, 52, 56 ], [ 10692, 5150, 5542, 10692, 5150, 5542 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359357, -170710, -526283, -62150, -179699, -501734 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 23, "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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