Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127388.2315 | 58232.1854 | 69156.046 | 154841.0738 | 78985.4604 | 75855.6134 |
Total P&L (%) | 127.3882 | 58.2322 | 69.156 | 154.8411 | 78.9855 | 75.8556 |
Avg Daily Profit (%) | 0.4892 | 0.2236 | 0.2656 | 0.3599 | 0.2238 | 0.217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48763 | -32621 | -43829 | -161424 | -104484 | -141569 |
Profit Factor | 1.3733 | 1.303 | 1.4639 | 1.1648 | 1.1537 | 1.1782 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 60.4762 | 58.0952 | 62.8571 | 60.4762 | 58.0952 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.8975 | 0.9399 | 0.865 | 0.7612 | 0.8322 | 0.6962 |
Largest Winning Trade | 16675 | 16675 | 16511 | 39714 | 39714 | 31423 |
Largest Losing Trade | -29644 | -17806 | -29644 | -101114 | -38145 | -101114 |
Avg Bars in Trades | 116 | 115 | 118 | 116 | 115 | 118 |
Avg Bars in Winners | 91 | 77 | 105 | 91 | 77 | 105 |
Avg Bars in Losers | 155 | 168 | 140 | 155 | 168 | 140 |
Bars Traded | 24568 | 12121 | 12447 | 24568 | 12121 | 12447 |
Profit Streak | 0 | 0 | 13.2714 | 0 | 0 | 13.2714 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360704 | 174723 | 310316 | -30870 | -45952 | -17300 |
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 66, "offset": 123 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 66, "offset": 123 } } }
# | 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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