Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911433.5705 | 959228.1704 | -47794.5999 | 15050.9589 | 164065.5089 | -149014.55 |
Total P&L (%) | 911.4336 | 959.2282 | -47.7946 | 15.051 | 164.0655 | -149.0146 |
Avg Daily Profit (%) | 0.4862 | 0.5117 | -0.0255 | 0.0075 | 0.0518 | 0 |
Buy And Hold Return (%) | 194.0652 | 194.0652 | 194.0652 | 194.0652 | 194.0652 | 194.0652 |
Max Trade Drawdown | -198401 | -190582 | -107248 | -3459205 | -3361648 | -1013235 |
Profit Factor | 1.9419 | 2.6056 | 0.8709 | 1.0018 | 1.0303 | 0.9519 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 143 | 79 | 64 | 143 | 79 | 64 |
Profitability (%) | 37.2807 | 30.7018 | 43.8596 | 37.2807 | 30.7018 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.267 | 5.8811 | 1.1147 | 1.6853 | 2.3255 | 1.2184 |
Largest Winning Trade | 741677 | 741677 | 27267 | 2705052 | 2705052 | 542336 |
Largest Losing Trade | -38040 | -38040 | -22501 | -495591 | -495591 | -489923 |
Avg Bars in Trades | 96 | 154 | 38 | 96 | 154 | 38 |
Avg Bars in Winners | 126 | 245 | 43 | 126 | 245 | 43 |
Avg Bars in Losers | 78 | 114 | 33 | 78 | 114 | 33 |
Bars Traded | 21999 | 17665 | 4334 | 21999 | 17665 | 4334 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317356 | 235088 | -581750 | -569836 | -483358 | -581750 |
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{ "first_band": { "type": "ssf", "factors": { "length": 21, "offset": 193, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 146, "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": [ [ 911433.570498416, 959228.1704426552, -47794.5999442396, 15050.9589237305, 164065.5088958943, -149014.5499721632 ], [ 911.43357, 959.22817, -47.7946, 15.050959, 164.065509, -149.01455 ], [ 0.486163, 0.511657, -0.025494, 0.007479, 0.051808, 0 ], [ 194.065194, 194.065194, 194.065194, 194.065194, 194.065194, 194.065194 ], [ -198401, -190582, -107248, -3459205, -3361648, -1013235 ], [ 1.94191, 2.605552, 0.870895, 1.001768, 1.030291, 0.9519 ], [ 228, 114, 114, 228, 114, 114 ], [ 85, 35, 50, 85, 35, 50 ], [ 143, 79, 64, 143, 79, 64 ], [ 37.280702, 30.701754, 43.859649, 37.280702, 30.701754, 43.859649 ], [ 3.266978, 5.881104, 1.114746, 1.685327, 2.325515, 1.218432 ], [ 741677, 741677, 27267, 2705052, 2705052, 542336 ], [ -38040, -38040, -22501, -495591, -495591, -489923 ], [ 96, 154, 38, 96, 154, 38 ], [ 126, 245, 43, 126, 245, 43 ], [ 78, 114, 33, 78, 114, 33 ], [ 21999, 17665, 4334, 21999, 17665, 4334 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317356, 235088, -581750, -569836, -483358, -581750 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 21, "offset": 193, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 146, "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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