Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62474.1405 | 18172.7718 | 44301.3687 | 56225.2843 | 17203.9559 | 39021.3284 |
Total P&L (%) | 62.4741 | 18.1728 | 44.3014 | 56.2253 | 17.204 | 39.0213 |
Avg Daily Profit (%) | 0.2399 | 0.0698 | 0.1701 | 0.1715 | 0.061 | 0.1266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42093 | -32834 | -31666 | -52798 | -43000 | -47636 |
Profit Factor | 1.4596 | 1.272 | 1.6409 | 1.3279 | 1.2105 | 1.4347 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 73.913 | 71.4286 | 76.4706 | 73.913 | 71.4286 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.5152 | 0.5088 | 0.5049 | 0.4687 | 0.4842 | 0.4414 |
Largest Winning Trade | 19495 | 8136 | 19495 | 23024 | 9296 | 23024 |
Largest Losing Trade | -30589 | -20410 | -30589 | -43275 | -26049 | -43275 |
Avg Bars in Trades | 353 | 388 | 318 | 353 | 388 | 318 |
Avg Bars in Winners | 211 | 228 | 196 | 211 | 228 | 196 |
Avg Bars in Losers | 756 | 788 | 716 | 756 | 788 | 716 |
Bars Traded | 24421 | 13589 | 10832 | 24421 | 13589 | 10832 |
Profit Streak | 27.8063 | 34.8167 | 27.8063 | 27.8063 | 34.8167 | 27.8063 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95727 | -106651 | 338847 | -97534 | -119416 | -23531 |
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{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 172, "offset": 242 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 172, "offset": 242 } } }
# | 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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