Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85484.4495 | 49040.0279 | 36444.4216 | 84057.8568 | 56637.2016 | 27420.6552 |
Total P&L (%) | 85.4844 | 49.04 | 36.4444 | 84.0579 | 56.6372 | 27.4207 |
Avg Daily Profit (%) | 0.3283 | 0.1883 | 0.1399 | 0.2345 | 0.1725 | 0.0931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36552 | -31511 | -46472 | -60923 | -43195 | -73376 |
Profit Factor | 1.3405 | 1.3763 | 1.3018 | 1.235 | 1.3189 | 1.1523 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 68.7898 | 67.0886 | 70.5128 | 68.7898 | 67.0886 | 70.5128 |
Ratio Avg Win / Avg Loss | 0.6082 | 0.6752 | 0.5444 | 0.5603 | 0.647 | 0.4819 |
Largest Winning Trade | 15519 | 15519 | 8568 | 18784 | 18784 | 10146 |
Largest Losing Trade | -26869 | -14804 | -26869 | -39478 | -19560 | -39478 |
Avg Bars in Trades | 157 | 160 | 154 | 157 | 160 | 154 |
Avg Bars in Winners | 100 | 99 | 101 | 100 | 99 | 101 |
Avg Bars in Losers | 283 | 285 | 282 | 283 | 285 | 282 |
Bars Traded | 24778 | 12689 | 12088 | 24778 | 12689 | 12088 |
Profit Streak | 13.5587 | 13.5587 | 26.2046 | 13.5587 | 13.5587 | 26.2046 |
Trades During Streak | 12 | 6 | 8 | 12 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397228 | -19245 | -41585 | 345184 | -19203 | -157994 |
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 189, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 85484.4494719437, 49040.0279149699, 36444.4215569738, 84057.856765779, 56637.2015938316, 27420.6551719472 ], [ 85.484449, 49.040028, 36.444422, 84.057857, 56.637202, 27.420655 ], [ 0.328256, 0.188311, 0.139945, 0.234542, 0.172471, 0.093094 ], [ 10, 10, 10, 10, 10, 10 ], [ -36552, -31511, -46472, -60923, -43195, -73376 ], [ 1.340483, 1.376324, 1.301806, 1.234988, 1.318872, 1.152258 ], [ 157, 79, 78, 157, 79, 78 ], [ 108, 53, 55, 108, 53, 55 ], [ 49, 26, 23, 49, 26, 23 ], [ 68.789809, 67.088608, 70.512821, 68.789809, 67.088608, 70.512821 ], [ 0.608182, 0.675178, 0.544392, 0.560319, 0.646994, 0.481853 ], [ 15519, 15519, 8568, 18784, 18784, 10146 ], [ -26869, -14804, -26869, -39478, -19560, -39478 ], [ 157, 160, 154, 157, 160, 154 ], [ 100, 99, 101, 100, 99, 101 ], [ 283, 285, 282, 283, 285, 282 ], [ 24778, 12689, 12088, 24778, 12689, 12088 ], [ 13.558737, 13.558737, 26.20457, 13.558737, 13.558737, 26.20457 ], [ 12, 6, 8, 12, 6, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397228, -19245, -41585, 345184, -19203, -157994 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 189, "offset": 0, "scalar": 2 } } }
# | 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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