Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164890.439 | 88482.1613 | 76408.2777 | 261807.0904 | 154824.5772 | 106982.5132 |
Total P&L (%) | 164.8904 | 88.4822 | 76.4083 | 261.8071 | 154.8246 | 106.9825 |
Avg Daily Profit (%) | 0.6332 | 0.3398 | 0.2934 | 0.495 | 0.3598 | 0.2797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49202 | -36270 | -45375 | -192771 | -105523 | -162862 |
Profit Factor | 1.4869 | 1.5009 | 1.4716 | 1.2682 | 1.3178 | 1.2187 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Profitability (%) | 51.5284 | 50.8772 | 52.1739 | 51.5284 | 50.8772 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.3987 | 1.4492 | 1.349 | 1.1929 | 1.2724 | 1.1172 |
Largest Winning Trade | 51507 | 51507 | 24708 | 72850 | 72850 | 31017 |
Largest Losing Trade | -14465 | -14465 | -13391 | -49882 | -29845 | -49882 |
Avg Bars in Trades | 108 | 106 | 109 | 108 | 106 | 109 |
Avg Bars in Winners | 103 | 93 | 112 | 103 | 93 | 112 |
Avg Bars in Losers | 114 | 121 | 107 | 114 | 121 | 107 |
Bars Traded | 24836 | 12187 | 12649 | 24836 | 12187 | 12649 |
Profit Streak | 0 | 6.8109 | 0 | 0 | 6.8109 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451812 | 351110 | 294829 | 361184 | 317002 | 234992 |
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{ "first_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.72348 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.72348 } } }
# | 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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