Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688698.4374 | 569713.9328 | 118984.5046 | 651098.0624 | -67690.111 | 718788.1734 |
Total P&L (%) | 688.6984 | 569.7139 | 118.9845 | 651.0981 | -67.6901 | 718.7882 |
Avg Daily Profit (%) | 0.2985 | 0.2469 | 0.0516 | 0.0874 | -0.049 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109378 | -90522 | -287282 | -1811493 | -1461959 | -993123 |
Profit Factor | 1.299 | 1.5368 | 1.0958 | 1.0766 | 0.9847 | 1.1765 |
Total Trades | 760 | 380 | 380 | 760 | 380 | 380 |
Winning Trades | 267 | 132 | 135 | 267 | 132 | 135 |
Losing Trades | 493 | 248 | 245 | 493 | 248 | 245 |
Profitability (%) | 35.1316 | 34.7368 | 35.5263 | 35.1316 | 34.7368 | 35.5263 |
Ratio Avg Win / Avg Loss | 2.3986 | 2.8873 | 1.9887 | 1.9879 | 1.85 | 2.1351 |
Largest Winning Trade | 202245 | 202245 | 60027 | 445667 | 445667 | 374282 |
Largest Losing Trade | -25829 | -16667 | -25829 | -297087 | -297087 | -227759 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 13774 | 6649 | 7125 | 13774 | 6649 | 7125 |
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 | 307231 | 246746 | -241975 | -212477 | -582227 | -100022 |
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{ "first_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 4, "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": [ [ 688698.4373914833, 569713.932803297, 118984.5045881867, 651098.0624106119, -67690.11100204, 718788.1734126519 ], [ 688.698437, 569.713933, 118.984505, 651.098062, -67.690111, 718.788173 ], [ 0.298504, 0.246932, 0.051572, 0.087434, -0.048957, 0.091177 ], [ 10, 10, 10, 10, 10, 10 ], [ -109378, -90522, -287282, -1811493, -1461959, -993123 ], [ 1.29904, 1.536809, 1.095822, 1.076622, 0.984702, 1.176485 ], [ 760, 380, 380, 760, 380, 380 ], [ 267, 132, 135, 267, 132, 135 ], [ 493, 248, 245, 493, 248, 245 ], [ 35.131579, 34.736842, 35.526316, 35.131579, 34.736842, 35.526316 ], [ 2.398603, 2.887337, 1.988713, 1.987919, 1.850046, 2.135102 ], [ 202245, 202245, 60027, 445667, 445667, 374282 ], [ -25829, -16667, -25829, -297087, -297087, -227759 ], [ 18, 17, 18, 18, 17, 18 ], [ 33, 31, 35, 33, 31, 35 ], [ 9, 9, 9, 9, 9, 9 ], [ 13774, 6649, 7125, 13774, 6649, 7125 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307231, 246746, -241975, -212477, -582227, -100022 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 4, "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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