Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39482.2471 | 8371.3877 | 31110.8594 | 44166.1577 | 6594.6898 | 37571.4679 |
Total P&L (%) | 39.4822 | 8.3714 | 31.1109 | 44.1662 | 6.5947 | 37.5715 |
Avg Daily Profit (%) | 0.7581 | 0.1607 | 0.5974 | 0.7048 | 0.1227 | 0.6143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17567 | -14863 | -8506 | -27909 | -22850 | -13866 |
Profit Factor | 1.5101 | 1.2392 | 1.7337 | 1.4219 | 1.1367 | 1.6656 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 55.303 | 48.4848 | 62.1212 | 55.303 | 48.4848 | 62.1212 |
Ratio Avg Win / Avg Loss | 1.2205 | 1.3166 | 1.0571 | 1.1492 | 1.2078 | 1.0156 |
Largest Winning Trade | 9293 | 9293 | 6097 | 9619 | 9619 | 7664 |
Largest Losing Trade | -6848 | -6848 | -5494 | -8733 | -8733 | -7194 |
Avg Bars in Trades | 183 | 103 | 263 | 183 | 103 | 263 |
Avg Bars in Winners | 143 | 78 | 193 | 143 | 78 | 193 |
Avg Bars in Losers | 232 | 126 | 377 | 232 | 126 | 377 |
Bars Traded | 24194 | 6808 | 17386 | 24194 | 6808 | 17386 |
Profit Streak | 11.1716 | 11.1716 | 11.2591 | 11.1716 | 11.1716 | 11.2591 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431852 | -284968 | -113394 | 411055 | -391298 | -112806 |
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{ "first_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 219, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 219, "offset": 0, "scalar": 2 } } }
# | 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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