Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84196.8797 | 51410.2966 | 32786.5831 | 80309.5256 | 55015.7023 | 25293.8233 |
Total P&L (%) | 84.1969 | 51.4103 | 32.7866 | 80.3095 | 55.0157 | 25.2938 |
Avg Daily Profit (%) | 0.6061 | 0.3701 | 0.236 | 0.4253 | 0.3161 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55273 | -25219 | -47039 | -57189 | -32120 | -51398 |
Profit Factor | 1.4395 | 1.7773 | 1.2614 | 1.3813 | 1.7675 | 1.1821 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 62.2807 | 61.4035 | 63.1579 | 62.2807 | 61.4035 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.8718 | 1.1172 | 0.7358 | 0.8366 | 1.111 | 0.6895 |
Largest Winning Trade | 13487 | 13487 | 12129 | 13403 | 13403 | 12982 |
Largest Losing Trade | -30941 | -19304 | -30941 | -36677 | -21946 | -36677 |
Avg Bars in Trades | 114 | 63 | 164 | 114 | 63 | 164 |
Avg Bars in Winners | 109 | 70 | 146 | 109 | 70 | 146 |
Avg Bars in Losers | 122 | 53 | 195 | 122 | 53 | 195 |
Bars Traded | 13020 | 3646 | 9374 | 13020 | 3646 | 9374 |
Profit Streak | 129.9875 | 130.2062 | 0 | 129.9875 | 130.2062 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397559 | -169695 | -176883 | 329106 | -169936 | -198286 |
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "offset": 122 } } }
{ "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": [ [ 84196.8796705246, 51410.2966064512, 32786.5830640734, 80309.5255803262, 55015.7022741876, 25293.8233061386 ], [ 84.19688, 51.410297, 32.786583, 80.309526, 55.015702, 25.293823 ], [ 0.606125, 0.370098, 0.236028, 0.425281, 0.316067, 0.162461 ], [ 10, 10, 10, 10, 10, 10 ], [ -55273, -25219, -47039, -57189, -32120, -51398 ], [ 1.43954, 1.777345, 1.261412, 1.381316, 1.767504, 1.182061 ], [ 114, 57, 57, 114, 57, 57 ], [ 71, 35, 36, 71, 35, 36 ], [ 43, 22, 21, 43, 22, 21 ], [ 62.280702, 61.403509, 63.157895, 62.280702, 61.403509, 63.157895 ], [ 0.871834, 1.117188, 0.735824, 0.836572, 1.111002, 0.689536 ], [ 13487, 13487, 12129, 13403, 13403, 12982 ], [ -30941, -19304, -30941, -36677, -21946, -36677 ], [ 114, 63, 164, 114, 63, 164 ], [ 109, 70, 146, 109, 70, 146 ], [ 122, 53, 195, 122, 53, 195 ], [ 13020, 3646, 9374, 13020, 3646, 9374 ], [ 129.987463, 130.206213, 0, 129.987463, 130.206213, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397559, -169695, -176883, 329106, -169936, -198286 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "offset": 122 } } }
# | 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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