Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579430.2202 | 493307.3998 | 86122.8204 | 508681.1774 | 20444.1058 | 488237.0717 |
Total P&L (%) | 579.4302 | 493.3074 | 86.1228 | 508.6812 | 20.4441 | 488.2371 |
Avg Daily Profit (%) | 0.3124 | 0.2659 | 0.0464 | 0.0974 | 0.01 | 0.0956 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152559 | -127125 | -95259 | -3527760 | -2894747 | -1206785 |
Profit Factor | 1.5591 | 1.9475 | 1.167 | 1.027 | 1.0022 | 1.0523 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Profitability (%) | 37.5546 | 32.4561 | 42.6087 | 37.5546 | 32.4561 | 42.6087 |
Ratio Avg Win / Avg Loss | 2.5925 | 4.0529 | 1.5719 | 1.7077 | 2.0856 | 1.4173 |
Largest Winning Trade | 222655 | 222655 | 40025 | 1606084 | 1606084 | 734570 |
Largest Losing Trade | -28073 | -17375 | -28073 | -503166 | -503166 | -417283 |
Avg Bars in Trades | 96 | 93 | 99 | 96 | 93 | 99 |
Avg Bars in Winners | 170 | 181 | 162 | 170 | 181 | 162 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 22103 | 10635 | 11468 | 22103 | 10635 | 11468 |
Profit Streak | 10.3766 | 0 | 11.2933 | 10.3766 | 0 | 11.2933 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316428 | 173153 | -169102 | -255208 | -410149 | -230912 |
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{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 58, "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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