Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621695.4117 | 629572.9209 | -7877.5092 | 205643.3892 | 98137.0678 | 107506.3215 |
Total P&L (%) | 621.6954 | 629.5729 | -7.8775 | 205.6434 | 98.1371 | 107.5063 |
Avg Daily Profit (%) | 0.3367 | 0.341 | -0.0043 | 0.0605 | 0.037 | 0.0395 |
Buy And Hold Return (%) | 137.7082 | 137.7082 | 137.7082 | 137.7082 | 137.7082 | 137.7082 |
Max Trade Drawdown | -147504 | -96321 | -88674 | -1751648 | -1061914 | -876634 |
Profit Factor | 2.0495 | 3.7973 | 0.9786 | 1.0613 | 1.0571 | 1.0658 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.9034 | 5.3794 | 1.3863 | 1.5036 | 1.4976 | 1.5099 |
Largest Winning Trade | 358895 | 358895 | 76433 | 567891 | 567891 | 339164 |
Largest Losing Trade | -70441 | -35060 | -70441 | -594550 | -594550 | -526095 |
Avg Bars in Trades | 123 | 119 | 128 | 123 | 119 | 128 |
Avg Bars in Winners | 217 | 203 | 230 | 217 | 203 | 230 |
Avg Bars in Losers | 58 | 59 | 57 | 58 | 59 | 57 |
Bars Traded | 7188 | 3454 | 3734 | 7188 | 3454 | 3734 |
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 | -171515 | 397218 | -582518 | -459191 | -470306 | -456311 |
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 54, "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": [ [ 621695.4116955029, 629572.9209136866, -7877.5092181841, 205643.3892460436, 98137.0677781721, 107506.3214678716 ], [ 621.695412, 629.572921, -7.877509, 205.643389, 98.137068, 107.506321 ], [ 0.336689, 0.340955, -0.004266, 0.060525, 0.037038, 0.039542 ], [ 137.708168, 137.708168, 137.708168, 137.708168, 137.708168, 137.708168 ], [ -147504, -96321, -88674, -1751648, -1061914, -876634 ], [ 2.049477, 3.797251, 0.978554, 1.061347, 1.057117, 1.065794 ], [ 58, 29, 29, 58, 29, 29 ], [ 24, 12, 12, 24, 12, 12 ], [ 34, 17, 17, 34, 17, 17 ], [ 41.37931, 41.37931, 41.37931, 41.37931, 41.37931, 41.37931 ], [ 2.903425, 5.379439, 1.386285, 1.503574, 1.497582, 1.509875 ], [ 358895, 358895, 76433, 567891, 567891, 339164 ], [ -70441, -35060, -70441, -594550, -594550, -526095 ], [ 123, 119, 128, 123, 119, 128 ], [ 217, 203, 230, 217, 203, 230 ], [ 58, 59, 57, 58, 59, 57 ], [ 7188, 3454, 3734, 7188, 3454, 3734 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171515, 397218, -582518, -459191, -470306, -456311 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 54, "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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