Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168127.5826 | 41760.5582 | 126367.0244 | 172510.3203 | 38481.9899 | 134028.3304 |
Total P&L (%) | 168.1276 | 41.7606 | 126.367 | 172.5103 | 38.482 | 134.0283 |
Avg Daily Profit (%) | 0.3228 | 0.0802 | 0.2426 | 0.1927 | 0.0625 | 0.1634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66165 | -58412 | -57812 | -115821 | -67247 | -64110 |
Profit Factor | 1.2745 | 1.1272 | 1.4447 | 1.2254 | 1.095 | 1.3721 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 103 | 44 | 59 | 103 | 44 | 59 |
Losing Trades | 146 | 80 | 66 | 146 | 80 | 66 |
Profitability (%) | 41.3655 | 35.4839 | 47.2 | 41.3655 | 35.4839 | 47.2 |
Ratio Avg Win / Avg Loss | 1.8065 | 2.0494 | 1.6161 | 1.737 | 1.9909 | 1.5349 |
Largest Winning Trade | 35762 | 35762 | 25355 | 45942 | 45942 | 29565 |
Largest Losing Trade | -18400 | -12590 | -18400 | -24913 | -24913 | -24867 |
Avg Bars in Trades | 99 | 101 | 98 | 99 | 101 | 98 |
Avg Bars in Winners | 145 | 156 | 137 | 145 | 156 | 137 |
Avg Bars in Losers | 67 | 70 | 63 | 67 | 70 | 63 |
Bars Traded | 24825 | 12545 | 12280 | 24825 | 12545 | 12280 |
Profit Streak | 14.135 | 14.135 | 14.635 | 14.135 | 14.135 | 14.635 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308907 | -173343 | 333296 | 258079 | -232545 | 292951 |
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{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 114, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 168127.5826202888, 41760.5582460126, 126367.0243742761, 172510.3203254633, 38481.9899113652, 134028.3304140983 ], [ 168.127583, 41.760558, 126.367024, 172.51032, 38.48199, 134.02833 ], [ 0.322807, 0.080181, 0.242626, 0.192668, 0.062529, 0.163387 ], [ 10, 10, 10, 10, 10, 10 ], [ -66165, -58412, -57812, -115821, -67247, -64110 ], [ 1.274462, 1.127164, 1.444685, 1.225436, 1.095005, 1.372121 ], [ 249, 124, 125, 249, 124, 125 ], [ 103, 44, 59, 103, 44, 59 ], [ 146, 80, 66, 146, 80, 66 ], [ 41.365462, 35.483871, 47.2, 41.365462, 35.483871, 47.2 ], [ 1.806519, 2.049389, 1.616088, 1.737026, 1.990917, 1.534915 ], [ 35762, 35762, 25355, 45942, 45942, 29565 ], [ -18400, -12590, -18400, -24913, -24913, -24867 ], [ 99, 101, 98, 99, 101, 98 ], [ 145, 156, 137, 145, 156, 137 ], [ 67, 70, 63, 67, 70, 63 ], [ 24825, 12545, 12280, 24825, 12545, 12280 ], [ 14.135018, 14.135018, 14.635018, 14.135018, 14.135018, 14.635018 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308907, -173343, 333296, 258079, -232545, 292951 ] ] }
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# | 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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