Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907446.3436 | 785771.9378 | 121674.4058 | 9902865.0531 | 12830475.4738 | -2927610.4208 |
Total P&L (%) | 907.4463 | 785.7719 | 121.6744 | 9902.8651 | 12830.4755 | -2927.6104 |
Avg Daily Profit (%) | 0.3629 | 0.3142 | 0.0487 | 0.1844 | 0.1946 | 0 |
Buy And Hold Return (%) | 738.2637 | 738.2637 | 738.2637 | 738.2637 | 738.2637 | 738.2637 |
Max Trade Drawdown | -111865 | -41256 | -102883 | -7935599 | -1417651 | -8742131 |
Profit Factor | 3.1656 | 6.1348 | 1.4574 | 1.6227 | 3.8616 | 0.7436 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 60.2564 | 61.5385 | 58.9744 | 60.2564 | 61.5385 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.0879 | 3.8343 | 1.0139 | 1.0703 | 2.4135 | 0.5173 |
Largest Winning Trade | 342551 | 342551 | 49311 | 5794558 | 5794558 | 1704085 |
Largest Losing Trade | -67432 | -25586 | -67432 | -6489423 | -825424 | -6489423 |
Avg Bars in Trades | 62 | 67 | 57 | 62 | 67 | 57 |
Avg Bars in Winners | 75 | 74 | 77 | 75 | 74 | 77 |
Avg Bars in Losers | 42 | 55 | 29 | 42 | 55 | 29 |
Bars Traded | 4870 | 2629 | 2241 | 4870 | 2629 | 2241 |
Profit Streak | 93.9387 | 94.9387 | 93.9387 | 93.9387 | 94.9387 | 93.9387 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115214 | -126139 | -290915 | -26346 | 612995 | -579034 |
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 3.52304 } } }
{ "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": [ [ 907446.3435748845, 785771.9377729788, 121674.4058019057, 9902865.053084252, 12830475.473841187, -2927610.420756934 ], [ 907.446344, 785.771938, 121.674406, 9902.865053, 12830.475474, -2927.610421 ], [ 0.362906, 0.314246, 0.04866, 0.184351, 0.194637, 0 ], [ 738.263666, 738.263666, 738.263666, 738.263666, 738.263666, 738.263666 ], [ -111865, -41256, -102883, -7935599, -1417651, -8742131 ], [ 3.165566, 6.134828, 1.457412, 1.622677, 3.861581, 0.743641 ], [ 78, 39, 39, 78, 39, 39 ], [ 47, 24, 23, 47, 24, 23 ], [ 31, 15, 16, 31, 15, 16 ], [ 60.25641, 61.538462, 58.974359, 60.25641, 61.538462, 58.974359 ], [ 2.087927, 3.834268, 1.013852, 1.070277, 2.413488, 0.517316 ], [ 342551, 342551, 49311, 5794558, 5794558, 1704085 ], [ -67432, -25586, -67432, -6489423, -825424, -6489423 ], [ 62, 67, 57, 62, 67, 57 ], [ 75, 74, 77, 75, 74, 77 ], [ 42, 55, 29, 42, 55, 29 ], [ 4870, 2629, 2241, 4870, 2629, 2241 ], [ 93.938711, 94.938711, 93.938711, 93.938711, 94.938711, 93.938711 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -115214, -126139, -290915, -26346, 612995, -579034 ] ] }
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 3.52304 } } }
# | 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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