Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276123.6821 | 211931.5884 | 64192.0938 | 607713.4063 | 508339.5592 | 99373.8471 |
Total P&L (%) | 276.1237 | 211.9316 | 64.1921 | 607.7134 | 508.3396 | 99.3738 |
Avg Daily Profit (%) | 0.5302 | 0.4069 | 0.1233 | 0.3764 | 0.3473 | 0.1326 |
Buy And Hold Return (%) | 64.5386 | 64.5386 | 64.5386 | 64.5386 | 64.5386 | 64.5386 |
Max Trade Drawdown | -43196 | -45492 | -53034 | -182897 | -131751 | -116944 |
Profit Factor | 1.4398 | 1.6596 | 1.2094 | 1.3588 | 1.5974 | 1.1179 |
Total Trades | 425 | 213 | 212 | 425 | 213 | 212 |
Winning Trades | 155 | 83 | 72 | 155 | 83 | 72 |
Losing Trades | 270 | 130 | 140 | 270 | 130 | 140 |
Profitability (%) | 36.4706 | 38.9671 | 33.9623 | 36.4706 | 38.9671 | 33.9623 |
Ratio Avg Win / Avg Loss | 2.5081 | 2.5994 | 2.3517 | 2.3669 | 2.502 | 2.1737 |
Largest Winning Trade | 85798 | 85798 | 17719 | 153420 | 153420 | 59229 |
Largest Losing Trade | -8994 | -7485 | -8994 | -42421 | -32793 | -42421 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 102 | 101 | 104 | 102 | 101 | 104 |
Avg Bars in Losers | 33 | 31 | 34 | 33 | 31 | 34 |
Bars Traded | 24846 | 12542 | 12304 | 24846 | 12542 | 12304 |
Profit Streak | 4.6858 | 8.8525 | 0 | 4.6858 | 8.8525 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263889 | 233709 | -199860 | 284844 | 328562 | -121995 |
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{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 44, "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": [ [ 276123.6821384422, 211931.5883633746, 64192.0937750677, 607713.406283538, 508339.5591673328, 99373.8471162054 ], [ 276.123682, 211.931588, 64.192094, 607.713406, 508.339559, 99.373847 ], [ 0.530161, 0.406911, 0.12325, 0.376428, 0.347272, 0.132571 ], [ 64.538551, 64.538551, 64.538551, 64.538551, 64.538551, 64.538551 ], [ -43196, -45492, -53034, -182897, -131751, -116944 ], [ 1.439822, 1.659617, 1.209427, 1.358769, 1.5974, 1.117886 ], [ 425, 213, 212, 425, 213, 212 ], [ 155, 83, 72, 155, 83, 72 ], [ 270, 130, 140, 270, 130, 140 ], [ 36.470588, 38.967136, 33.962264, 36.470588, 38.967136, 33.962264 ], [ 2.508078, 2.5994, 2.351664, 2.366888, 2.501952, 2.173668 ], [ 85798, 85798, 17719, 153420, 153420, 59229 ], [ -8994, -7485, -8994, -42421, -32793, -42421 ], [ 58, 58, 58, 58, 58, 58 ], [ 102, 101, 104, 102, 101, 104 ], [ 33, 31, 34, 33, 31, 34 ], [ 24846, 12542, 12304, 24846, 12542, 12304 ], [ 4.685815, 8.852481, 0, 4.685815, 8.852481, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 263889, 233709, -199860, 284844, 328562, -121995 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 44, "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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