Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1793786.6076 | 1630935.9831 | 162850.6245 | 28506438.7949 | 17559063.9438 | 10947374.8511 |
Total P&L (%) | 1793.7866 | 1630.936 | 162.8506 | 28506.4388 | 17559.0639 | 10947.3749 |
Avg Daily Profit (%) | 0.9824 | 0.8932 | 0.0892 | 0.3102 | 0.2837 | 0.258 |
Buy And Hold Return (%) | 686.4071 | 686.4071 | 686.4071 | 686.4071 | 686.4071 | 686.4071 |
Max Trade Drawdown | -86476 | -80990 | -46669 | -5335505 | -6262877 | -5356620 |
Profit Factor | 4.7807 | 8.2448 | 1.6531 | 1.7103 | 1.8749 | 1.5457 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 45.8333 | 43.75 | 47.9167 | 45.8333 | 43.75 | 47.9167 |
Ratio Avg Win / Avg Loss | 5.65 | 10.6005 | 1.7969 | 2.0213 | 2.4105 | 1.6801 |
Largest Winning Trade | 789392 | 789392 | 68544 | 8860055 | 8860055 | 7495780 |
Largest Losing Trade | -30462 | -27011 | -30462 | -4280932 | -3964919 | -4280932 |
Avg Bars in Trades | 37 | 40 | 33 | 37 | 40 | 33 |
Avg Bars in Winners | 53 | 61 | 46 | 53 | 61 | 46 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 3555 | 1944 | 1611 | 3555 | 1944 | 1611 |
Profit Streak | 0 | 76.567 | 0 | 0 | 76.567 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581007 | 561931 | -237262 | 390839 | 379016 | 378296 |
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{ "first_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 53, "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": [ [ 1793786.6076068396, 1630935.9831351354, 162850.6244717047, 28506438.794897366, 17559063.943796806, 10947374.851100568 ], [ 1793.786608, 1630.935983, 162.850624, 28506.438795, 17559.063944, 10947.374851 ], [ 0.982358, 0.893174, 0.089184, 0.31024, 0.283744, 0.257987 ], [ 686.407073, 686.407073, 686.407073, 686.407073, 686.407073, 686.407073 ], [ -86476, -80990, -46669, -5335505, -6262877, -5356620 ], [ 4.780739, 8.244809, 1.653137, 1.71031, 1.874864, 1.545684 ], [ 96, 48, 48, 96, 48, 48 ], [ 44, 21, 23, 44, 21, 23 ], [ 52, 27, 25, 52, 27, 25 ], [ 45.833333, 43.75, 47.916667, 45.833333, 43.75, 47.916667 ], [ 5.649965, 10.600469, 1.796888, 2.021276, 2.410539, 1.680091 ], [ 789392, 789392, 68544, 8860055, 8860055, 7495780 ], [ -30462, -27011, -30462, -4280932, -3964919, -4280932 ], [ 37, 40, 33, 37, 40, 33 ], [ 53, 61, 46, 53, 61, 46 ], [ 23, 24, 22, 23, 24, 22 ], [ 3555, 1944, 1611, 3555, 1944, 1611 ], [ 0, 76.566966, 0, 0, 76.566966, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 581007, 561931, -237262, 390839, 379016, 378296 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 53, "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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