Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212925.8451 | 1169246.6524 | 43679.1927 | 1593504.6143 | 564385.1741 | 1029119.4402 |
Total P&L (%) | 1212.9258 | 1169.2467 | 43.6792 | 1593.5046 | 564.3852 | 1029.1194 |
Avg Daily Profit (%) | 0.6439 | 0.6207 | 0.0232 | 0.1503 | 0.1006 | 0.1288 |
Buy And Hold Return (%) | 349.2565 | 349.2565 | 349.2565 | 349.2565 | 349.2565 | 349.2565 |
Max Trade Drawdown | -140199 | -109162 | -84346 | -4421433 | -2710236 | -2013582 |
Profit Factor | 2.5326 | 3.771 | 1.1182 | 1.1073 | 1.0677 | 1.1581 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 35.2518 | 30 | 40.5797 | 35.2518 | 30 | 40.5797 |
Ratio Avg Win / Avg Loss | 4.6518 | 8.7989 | 1.6374 | 2.0339 | 2.4913 | 1.6958 |
Largest Winning Trade | 581445 | 581445 | 57202 | 2161933 | 2161933 | 1421907 |
Largest Losing Trade | -32976 | -23661 | -32976 | -1040523 | -612894 | -1040523 |
Avg Bars in Trades | 79 | 78 | 81 | 79 | 78 | 81 |
Avg Bars in Winners | 132 | 139 | 127 | 132 | 139 | 127 |
Avg Bars in Losers | 51 | 52 | 50 | 51 | 52 | 50 |
Bars Traded | 11114 | 5477 | 5637 | 11114 | 5477 | 5637 |
Profit Streak | 0 | 0 | 33.2409 | 0 | 0 | 33.2409 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309650 | -86510 | -522113 | -100830 | -314941 | -174424 |
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{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 47, "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": [ [ 1212925.8450904214, 1169246.6524027751, 43679.1926876467, 1593504.6143230211, 564385.1740847465, 1029119.4402382735 ], [ 1212.925845, 1169.246652, 43.679193, 1593.504614, 564.385174, 1029.11944 ], [ 0.643862, 0.620675, 0.023186, 0.150306, 0.100574, 0.128758 ], [ 349.256481, 349.256481, 349.256481, 349.256481, 349.256481, 349.256481 ], [ -140199, -109162, -84346, -4421433, -2710236, -2013582 ], [ 2.532626, 3.770976, 1.11823, 1.107329, 1.067682, 1.15813 ], [ 139, 70, 69, 139, 70, 69 ], [ 49, 21, 28, 49, 21, 28 ], [ 90, 49, 41, 90, 49, 41 ], [ 35.251799, 30, 40.57971, 35.251799, 30, 40.57971 ], [ 4.651762, 8.798945, 1.637409, 2.03387, 2.491258, 1.695833 ], [ 581445, 581445, 57202, 2161933, 2161933, 1421907 ], [ -32976, -23661, -32976, -1040523, -612894, -1040523 ], [ 79, 78, 81, 79, 78, 81 ], [ 132, 139, 127, 132, 139, 127 ], [ 51, 52, 50, 51, 52, 50 ], [ 11114, 5477, 5637, 11114, 5477, 5637 ], [ 0, 0, 33.240924, 0, 0, 33.240924 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309650, -86510, -522113, -100830, -314941, -174424 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 47, "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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