Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680607.9802 | 542055.6656 | 138552.3146 | 3484148.5229 | 2419524.2556 | 1064624.2673 |
Total P&L (%) | 680.608 | 542.0557 | 138.5523 | 3484.1485 | 2419.5243 | 1064.6243 |
Avg Daily Profit (%) | 0.3267 | 0.2602 | 0.0665 | 0.1719 | 0.155 | 0.1179 |
Buy And Hold Return (%) | 136.1972 | 136.1972 | 136.1972 | 136.1972 | 136.1972 | 136.1972 |
Max Trade Drawdown | -65642 | -65809 | -64703 | -2493853 | -1969558 | -2263283 |
Profit Factor | 1.7687 | 2.1515 | 1.3342 | 1.1712 | 1.2299 | 1.1084 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 100 | 41 | 59 | 100 | 41 | 59 |
Losing Trades | 144 | 81 | 63 | 144 | 81 | 63 |
Profitability (%) | 40.9836 | 33.6066 | 48.3607 | 40.9836 | 33.6066 | 48.3607 |
Ratio Avg Win / Avg Loss | 2.547 | 4.2506 | 1.4246 | 1.6866 | 2.4299 | 1.1835 |
Largest Winning Trade | 169714 | 169714 | 29643 | 2382489 | 2382489 | 734099 |
Largest Losing Trade | -27219 | -24610 | -27219 | -1238133 | -757233 | -1238133 |
Avg Bars in Trades | 101 | 96 | 107 | 101 | 96 | 107 |
Avg Bars in Winners | 153 | 154 | 153 | 153 | 154 | 153 |
Avg Bars in Losers | 66 | 66 | 65 | 66 | 66 | 65 |
Bars Traded | 24885 | 11728 | 13157 | 24885 | 11728 | 13157 |
Profit Streak | 16.2958 | 0 | 42.3791 | 16.2958 | 0 | 42.3791 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341450 | 136778 | -264118 | -24910 | 65322 | -136381 |
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{ "first_band": { "type": "ssf", "factors": { "length": 208, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "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": [ [ 680607.9801734021, 542055.6655827389, 138552.3145906637, 3484148.5228722757, 2419524.255561303, 1064624.2673109695 ], [ 680.60798, 542.055666, 138.552315, 3484.148523, 2419.524256, 1064.624267 ], [ 0.326692, 0.260187, 0.066505, 0.171945, 0.155, 0.117909 ], [ 136.197155, 136.197155, 136.197155, 136.197155, 136.197155, 136.197155 ], [ -65642, -65809, -64703, -2493853, -1969558, -2263283 ], [ 1.768738, 2.15154, 1.334154, 1.171238, 1.229937, 1.108367 ], [ 244, 122, 122, 244, 122, 122 ], [ 100, 41, 59, 100, 41, 59 ], [ 144, 81, 63, 144, 81, 63 ], [ 40.983607, 33.606557, 48.360656, 40.983607, 33.606557, 48.360656 ], [ 2.546982, 4.250603, 1.424606, 1.686583, 2.429876, 1.18351 ], [ 169714, 169714, 29643, 2382489, 2382489, 734099 ], [ -27219, -24610, -27219, -1238133, -757233, -1238133 ], [ 101, 96, 107, 101, 96, 107 ], [ 153, 154, 153, 153, 154, 153 ], [ 66, 66, 65, 66, 66, 65 ], [ 24885, 11728, 13157, 24885, 11728, 13157 ], [ 16.295775, 0, 42.379108, 16.295775, 0, 42.379108 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341450, 136778, -264118, -24910, 65322, -136381 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 208, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "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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