Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520262.3143 | 513022.8627 | 7239.4516 | 138602.857 | 1717828.8646 | -1579226.0076 |
Total P&L (%) | 520.2623 | 513.0229 | 7.2395 | 138.6029 | 1717.8289 | -1579.226 |
Avg Daily Profit (%) | 0.2497 | 0.2463 | 0.0035 | 0.0418 | 0.1393 | 0 |
Buy And Hold Return (%) | 89.8515 | 89.8515 | 89.8515 | 89.8515 | 89.8515 | 89.8515 |
Max Trade Drawdown | -105120 | -99700 | -127640 | -2047342 | -1016967 | -1921610 |
Profit Factor | 1.5326 | 2.2161 | 1.013 | 1.0209 | 1.777 | 0.6432 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 43.8356 | 43.8356 | 43.8356 | 43.8356 | 43.8356 | 43.8356 |
Ratio Avg Win / Avg Loss | 1.9637 | 2.8394 | 1.298 | 1.308 | 2.2768 | 0.8241 |
Largest Winning Trade | 161778 | 161778 | 58701 | 858285 | 858285 | 414797 |
Largest Losing Trade | -54985 | -49845 | -54985 | -663461 | -338804 | -663461 |
Avg Bars in Trades | 167 | 143 | 192 | 167 | 143 | 192 |
Avg Bars in Winners | 238 | 201 | 276 | 238 | 201 | 276 |
Avg Bars in Losers | 112 | 98 | 127 | 112 | 98 | 127 |
Bars Traded | 24520 | 10478 | 14043 | 24520 | 10478 | 14043 |
Profit Streak | 9.7669 | 0 | 34.9335 | 9.7669 | 0 | 34.9335 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321352 | -62565 | -633490 | -345979 | -77631 | -654141 |
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } } }
# | 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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