Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79130.5804 | 28780.3357 | 50350.2447 | 58742.5602 | 7583.2766 | 51159.2835 |
Total P&L (%) | 79.1306 | 28.7803 | 50.3502 | 58.7426 | 7.5833 | 51.1593 |
Avg Daily Profit (%) | 0.3039 | 0.1105 | 0.1933 | 0.1776 | 0.0281 | 0.1588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70394 | -59563 | -44687 | -54838 | -54674 | -27951 |
Profit Factor | 1.2378 | 1.1395 | 1.398 | 1.2031 | 1.04 | 1.5133 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 54.375 | 51.25 | 57.5 | 54.375 | 51.25 | 57.5 |
Ratio Avg Win / Avg Loss | 1.0386 | 1.0839 | 1.0333 | 1.0095 | 0.9893 | 1.1185 |
Largest Winning Trade | 25258 | 25258 | 12594 | 24543 | 24543 | 10227 |
Largest Losing Trade | -22412 | -22412 | -21655 | -20985 | -20985 | -12738 |
Avg Bars in Trades | 154 | 214 | 93 | 154 | 214 | 93 |
Avg Bars in Winners | 151 | 207 | 101 | 151 | 207 | 101 |
Avg Bars in Losers | 157 | 221 | 83 | 157 | 221 | 83 |
Bars Traded | 24679 | 17164 | 7515 | 24679 | 17164 | 7515 |
Profit Streak | 4.3022 | 9.4376 | 4.3022 | 4.3022 | 9.4376 | 4.3022 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314896 | -135308 | -12604 | 241390 | -518941 | -12141 |
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 193, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 193, "offset": 0, "scalar": 1 } } }
# | 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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