Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562752.7565 | 513836.1381 | 48916.6184 | -10083.0879 | 205726.5115 | -215809.5994 |
Total P&L (%) | 562.7528 | 513.8361 | 48.9166 | -10.0831 | 205.7265 | -215.8096 |
Avg Daily Profit (%) | 0.3007 | 0.2745 | 0.0261 | -0.0057 | 0.0597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166079 | -96744 | -143831 | -509838 | -260378 | -301487 |
Profit Factor | 1.6513 | 2.0968 | 1.1237 | 0.9915 | 1.3377 | 0.6285 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 40.8602 | 36.1702 | 45.6522 | 40.8602 | 36.1702 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.39 | 3.7003 | 1.3377 | 1.4351 | 2.3606 | 0.7483 |
Largest Winning Trade | 363428 | 363428 | 83608 | 342128 | 342128 | 55144 |
Largest Losing Trade | -49294 | -38021 | -49294 | -165698 | -165698 | -76884 |
Avg Bars in Trades | 238 | 221 | 255 | 238 | 221 | 255 |
Avg Bars in Winners | 406 | 403 | 409 | 406 | 403 | 409 |
Avg Bars in Losers | 121 | 117 | 126 | 121 | 117 | 126 |
Bars Traded | 22149 | 10388 | 11761 | 22149 | 10388 | 11761 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313883 | 265126 | -245516 | -582417 | -117048 | -582395 |
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{ "first_band": { "type": "t3", "factors": { "length": 221, "offset": 0, "a": 0.60376 } }, "second_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 221, "offset": 0, "a": 0.60376 } }, "second_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 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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