Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84369.859 | 49623.7458 | 34746.1132 | 79086.3361 | 64465.8583 | 14620.4777 |
Total P&L (%) | 84.3699 | 49.6237 | 34.7461 | 79.0863 | 64.4659 | 14.6205 |
Avg Daily Profit (%) | 0.6074 | 0.3572 | 0.2501 | 0.4204 | 0.3588 | 0.0983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38975 | -23640 | -39124 | -46448 | -22576 | -52781 |
Profit Factor | 1.3747 | 1.5075 | 1.2728 | 1.2985 | 1.6336 | 1.0896 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 61.4865 | 60.8108 | 62.1622 | 61.4865 | 60.8108 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.8611 | 0.9715 | 0.7747 | 0.8134 | 1.0528 | 0.6632 |
Largest Winning Trade | 12773 | 12773 | 9877 | 15106 | 15106 | 12692 |
Largest Losing Trade | -33071 | -12842 | -33071 | -44562 | -12381 | -44562 |
Avg Bars in Trades | 88 | 86 | 89 | 88 | 86 | 89 |
Avg Bars in Winners | 69 | 71 | 67 | 69 | 71 | 67 |
Avg Bars in Losers | 118 | 111 | 126 | 118 | 111 | 126 |
Bars Traded | 13066 | 6420 | 6646 | 13066 | 6420 | 6646 |
Profit Streak | 138.443 | 138.443 | 138.6097 | 138.443 | 138.443 | 138.6097 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412519 | -56316 | -59813 | 338226 | -53007 | -270845 |
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{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 189, "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": [ [ 84369.859037075, 49623.7458001677, 34746.1132369074, 79086.3360597582, 64465.8583451728, 14620.4777145855 ], [ 84.369859, 49.623746, 34.746113, 79.086336, 64.465858, 14.620478 ], [ 0.607371, 0.357237, 0.250134, 0.42036, 0.358811, 0.098282 ], [ 10, 10, 10, 10, 10, 10 ], [ -38975, -23640, -39124, -46448, -22576, -52781 ], [ 1.37468, 1.507468, 1.27275, 1.298542, 1.633623, 1.089605 ], [ 148, 74, 74, 148, 74, 74 ], [ 91, 45, 46, 91, 45, 46 ], [ 57, 29, 28, 57, 29, 28 ], [ 61.486486, 60.810811, 62.162162, 61.486486, 60.810811, 62.162162 ], [ 0.861063, 0.971479, 0.774718, 0.813373, 1.052779, 0.663238 ], [ 12773, 12773, 9877, 15106, 15106, 12692 ], [ -33071, -12842, -33071, -44562, -12381, -44562 ], [ 88, 86, 89, 88, 86, 89 ], [ 69, 71, 67, 69, 71, 67 ], [ 118, 111, 126, 118, 111, 126 ], [ 13066, 6420, 6646, 13066, 6420, 6646 ], [ 138.443039, 138.443039, 138.609706, 138.443039, 138.443039, 138.609706 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412519, -56316, -59813, 338226, -53007, -270845 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 189, "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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