Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114148.4706 | 49602.4738 | 64545.9968 | 119625.6558 | 71967.1358 | 47658.5199 |
Total P&L (%) | 114.1485 | 49.6025 | 64.546 | 119.6257 | 71.9671 | 47.6585 |
Avg Daily Profit (%) | 0.4383 | 0.1905 | 0.2479 | 0.3026 | 0.2084 | 0.1498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65806 | -62740 | -29933 | -92151 | -56170 | -75318 |
Profit Factor | 1.4077 | 1.3667 | 1.4459 | 1.3071 | 1.423 | 1.2172 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 46.5517 | 43.1034 | 50 | 46.5517 | 43.1034 | 50 |
Ratio Avg Win / Avg Loss | 1.6162 | 1.8041 | 1.4459 | 1.5008 | 1.8783 | 1.2172 |
Largest Winning Trade | 42002 | 42002 | 27284 | 37725 | 37725 | 32309 |
Largest Losing Trade | -11708 | -9431 | -11708 | -32020 | -11802 | -32020 |
Avg Bars in Trades | 211 | 214 | 208 | 211 | 214 | 208 |
Avg Bars in Winners | 298 | 306 | 292 | 298 | 306 | 292 |
Avg Bars in Losers | 135 | 144 | 125 | 135 | 144 | 125 |
Bars Traded | 24551 | 12440 | 12111 | 24551 | 12440 | 12111 |
Profit Streak | 13.8441 | 13.8441 | 14.8545 | 13.8441 | 13.8441 | 14.8545 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380867 | -175760 | -171735 | 316974 | -173895 | -175458 |
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{ "first_band": { "type": "t3", "factors": { "length": 207, "offset": 0, "a": 0.79623 } }, "second_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } } }
{ "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": [ [ 114148.4705813457, 49602.4737575635, 64545.9968237822, 119625.6557632944, 71967.1358435464, 47658.519919748 ], [ 114.148471, 49.602474, 64.545997, 119.625656, 71.967136, 47.65852 ], [ 0.438325, 0.190471, 0.247853, 0.302567, 0.208393, 0.149767 ], [ 10, 10, 10, 10, 10, 10 ], [ -65806, -62740, -29933, -92151, -56170, -75318 ], [ 1.407658, 1.366732, 1.445899, 1.307104, 1.422977, 1.217239 ], [ 116, 58, 58, 116, 58, 58 ], [ 54, 25, 29, 54, 25, 29 ], [ 62, 33, 29, 62, 33, 29 ], [ 46.551724, 43.103448, 50, 46.551724, 43.103448, 50 ], [ 1.6162, 1.804086, 1.445899, 1.50075, 1.87833, 1.217239 ], [ 42002, 42002, 27284, 37725, 37725, 32309 ], [ -11708, -9431, -11708, -32020, -11802, -32020 ], [ 211, 214, 208, 211, 214, 208 ], [ 298, 306, 292, 298, 306, 292 ], [ 135, 144, 125, 135, 144, 125 ], [ 24551, 12440, 12111, 24551, 12440, 12111 ], [ 13.844086, 13.844086, 14.854503, 13.844086, 13.844086, 14.854503 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 380867, -175760, -171735, 316974, -173895, -175458 ] ] }
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{ "first_band": { "type": "t3", "factors": { "length": 207, "offset": 0, "a": 0.79623 } }, "second_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } } }
# | 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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