Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450757.7716 | 357102.1338 | 93655.6379 | 105172.1911 | 79827.035 | 25345.1561 |
Total P&L (%) | 450.7578 | 357.1021 | 93.6556 | 105.1722 | 79.827 | 25.3452 |
Avg Daily Profit (%) | 0.3306 | 0.2619 | 0.0687 | 0.0527 | 0.043 | 0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157998 | -98787 | -94468 | -109030 | -59540 | -70739 |
Profit Factor | 1.7 | 2.0683 | 1.3025 | 1.2659 | 1.4545 | 1.1152 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 42.7083 | 31.25 | 54.1667 | 42.7083 | 31.25 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.2806 | 4.5503 | 1.1021 | 1.6981 | 3.1999 | 0.9437 |
Largest Winning Trade | 322155 | 322155 | 41422 | 51402 | 51402 | 39187 |
Largest Losing Trade | -49809 | -29419 | -49809 | -38862 | -18349 | -38862 |
Avg Bars in Trades | 168 | 152 | 183 | 168 | 152 | 183 |
Avg Bars in Winners | 261 | 283 | 248 | 261 | 283 | 248 |
Avg Bars in Losers | 98 | 92 | 107 | 98 | 92 | 107 |
Bars Traded | 16143 | 7314 | 8829 | 16143 | 7314 | 8829 |
Profit Streak | 44.6367 | 44.6367 | 54.72 | 44.6367 | 44.6367 | 54.72 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373189 | 195629 | -99932 | -123116 | -139919 | -268496 |
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{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 125, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 130, "std": 2.17566 } } }
{ "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": [ [ 450757.7716155436, 357102.133762516, 93655.6378530276, 105172.1911394649, 79827.0349914581, 25345.1561480068 ], [ 450.757772, 357.102134, 93.655638, 105.172191, 79.827035, 25.345156 ], [ 0.330589, 0.261901, 0.068688, 0.052722, 0.043047, 0.016569 ], [ 10, 10, 10, 10, 10, 10 ], [ -157998, -98787, -94468, -109030, -59540, -70739 ], [ 1.700047, 2.068314, 1.302476, 1.265856, 1.454509, 1.115223 ], [ 96, 48, 48, 96, 48, 48 ], [ 41, 15, 26, 41, 15, 26 ], [ 55, 33, 22, 55, 33, 22 ], [ 42.708333, 31.25, 54.166667, 42.708333, 31.25, 54.166667 ], [ 2.280551, 4.550292, 1.102095, 1.698099, 3.199921, 0.94365 ], [ 322155, 322155, 41422, 51402, 51402, 39187 ], [ -49809, -29419, -49809, -38862, -18349, -38862 ], [ 168, 152, 183, 168, 152, 183 ], [ 261, 283, 248, 261, 283, 248 ], [ 98, 92, 107, 98, 92, 107 ], [ 16143, 7314, 8829, 16143, 7314, 8829 ], [ 44.636656, 44.636656, 54.719989, 44.636656, 44.636656, 54.719989 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373189, 195629, -99932, -123116, -139919, -268496 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 125, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 130, "std": 2.17566 } } }
# | 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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