Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523136.7361 | 478937.6995 | 44199.0366 | 668169.7593 | 862433.1964 | -194263.4371 |
Total P&L (%) | 523.1367 | 478.9377 | 44.199 | 668.1698 | 862.4332 | -194.2634 |
Avg Daily Profit (%) | 0.3705 | 0.3392 | 0.0313 | 0.1445 | 0.1605 | 0 |
Buy And Hold Return (%) | 51.672 | 51.672 | 51.672 | 51.672 | 51.672 | 51.672 |
Max Trade Drawdown | -148534 | -76139 | -111715 | -1130248 | -453794 | -780322 |
Profit Factor | 2.0443 | 2.8569 | 1.1819 | 1.2277 | 1.573 | 0.8641 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 48.1481 | 48.7805 | 47.5 | 48.1481 | 48.7805 | 47.5 |
Ratio Avg Win / Avg Loss | 2.2016 | 2.9997 | 1.3063 | 1.3221 | 1.6516 | 0.955 |
Largest Winning Trade | 171805 | 171805 | 60306 | 787164 | 787164 | 253610 |
Largest Losing Trade | -35905 | -32716 | -35905 | -402991 | -163619 | -402991 |
Avg Bars in Trades | 50 | 48 | 53 | 50 | 48 | 53 |
Avg Bars in Winners | 63 | 65 | 62 | 63 | 65 | 62 |
Avg Bars in Losers | 38 | 32 | 45 | 38 | 32 | 45 |
Bars Traded | 4110 | 1974 | 2136 | 4110 | 1974 | 2136 |
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 | -3617 | 497737 | -338238 | -17081 | 364483 | -581722 |
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{ "first_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 50, "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": [ [ 523136.7360851672, 478937.6995140053, 44199.0365711618, 668169.7592790775, 862433.1963608119, -194263.4370817343 ], [ 523.136736, 478.9377, 44.199037, 668.169759, 862.433196, -194.263437 ], [ 0.370493, 0.339191, 0.031302, 0.144498, 0.160489, 0 ], [ 51.672034, 51.672034, 51.672034, 51.672034, 51.672034, 51.672034 ], [ -148534, -76139, -111715, -1130248, -453794, -780322 ], [ 2.044338, 2.856851, 1.181892, 1.227701, 1.572955, 0.864074 ], [ 81, 41, 40, 81, 41, 40 ], [ 39, 20, 19, 39, 20, 19 ], [ 42, 21, 21, 42, 21, 21 ], [ 48.148148, 48.780488, 47.5, 48.148148, 48.780488, 47.5 ], [ 2.201595, 2.999694, 1.306301, 1.322139, 1.651602, 0.955029 ], [ 171805, 171805, 60306, 787164, 787164, 253610 ], [ -35905, -32716, -35905, -402991, -163619, -402991 ], [ 50, 48, 53, 50, 48, 53 ], [ 63, 65, 62, 63, 65, 62 ], [ 38, 32, 45, 38, 32, 45 ], [ 4110, 1974, 2136, 4110, 1974, 2136 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -3617, 497737, -338238, -17081, 364483, -581722 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 50, "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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