Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2018575.3239 | 1984584.3157 | 33991.0082 | 1436176.1689 | 6092050.158 | -4655873.9891 |
Total P&L (%) | 2018.5753 | 1984.5843 | 33.991 | 1436.1762 | 6092.0502 | -4655.874 |
Avg Daily Profit (%) | 0.9132 | 0.8979 | 0.0154 | 0.1237 | 0.1868 | 0 |
Buy And Hold Return (%) | 906.4341 | 906.4341 | 906.4341 | 906.4341 | 906.4341 | 906.4341 |
Max Trade Drawdown | -194061 | -93309 | -147890 | -8006588 | -2662136 | -5796903 |
Profit Factor | 3.6336 | 6.9825 | 1.0782 | 1.0941 | 2.0737 | 0.5147 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 43.299 | 44.898 | 41.6667 | 43.299 | 44.898 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.7582 | 8.5694 | 1.5095 | 1.4327 | 2.545 | 0.7206 |
Largest Winning Trade | 1744736 | 1744736 | 48974 | 8114816 | 8114816 | 653700 |
Largest Losing Trade | -57915 | -34089 | -57915 | -4969075 | -1230910 | -4969075 |
Avg Bars in Trades | 134 | 122 | 146 | 134 | 122 | 146 |
Avg Bars in Winners | 215 | 191 | 241 | 215 | 191 | 241 |
Avg Bars in Losers | 72 | 65 | 78 | 72 | 65 | 78 |
Bars Traded | 13010 | 5993 | 7017 | 13010 | 5993 | 7017 |
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 | 444013 | 513553 | -474643 | -156556 | 352572 | -583930 |
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 130, "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": [ [ 2018575.3239103244, 1984584.3157298095, 33991.0081805152, 1436176.168900815, 6092050.1580194775, -4655873.989118663 ], [ 2018.575324, 1984.584316, 33.991008, 1436.176169, 6092.050158, -4655.873989 ], [ 0.913246, 0.897868, 0.015378, 0.123672, 0.186837, 0 ], [ 906.434051, 906.434051, 906.434051, 906.434051, 906.434051, 906.434051 ], [ -194061, -93309, -147890, -8006588, -2662136, -5796903 ], [ 3.633562, 6.982468, 1.078186, 1.094065, 2.073664, 0.514702 ], [ 97, 49, 48, 97, 49, 48 ], [ 42, 22, 20, 42, 22, 20 ], [ 55, 27, 28, 55, 27, 28 ], [ 43.298969, 44.897959, 41.666667, 43.298969, 44.897959, 41.666667 ], [ 4.758236, 8.569393, 1.50946, 1.432704, 2.544951, 0.720583 ], [ 1744736, 1744736, 48974, 8114816, 8114816, 653700 ], [ -57915, -34089, -57915, -4969075, -1230910, -4969075 ], [ 134, 122, 146, 134, 122, 146 ], [ 215, 191, 241, 215, 191, 241 ], [ 72, 65, 78, 72, 65, 78 ], [ 13010, 5993, 7017, 13010, 5993, 7017 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444013, 513553, -474643, -156556, 352572, -583930 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 130, "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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