Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259299.8848 | 166972.3752 | 92327.5096 | 75788.778 | 69079.9593 | 6708.8188 |
Total P&L (%) | 259.2999 | 166.9724 | 92.3275 | 75.7888 | 69.08 | 6.7088 |
Avg Daily Profit (%) | 0.1825 | 0.1175 | 0.065 | 0.0397 | 0.037 | 0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153468 | -67703 | -123046 | -364430 | -168599 | -276566 |
Profit Factor | 1.31 | 1.4088 | 1.2157 | 1.0528 | 1.096 | 1.0094 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 48.6034 | 47.191 | 50 | 48.6034 | 47.191 | 50 |
Ratio Avg Win / Avg Loss | 1.3853 | 1.5766 | 1.2157 | 1.1134 | 1.2265 | 1.0094 |
Largest Winning Trade | 78731 | 78731 | 35931 | 129779 | 129779 | 58862 |
Largest Losing Trade | -49662 | -49662 | -45103 | -93422 | -75684 | -93422 |
Avg Bars in Trades | 31 | 36 | 25 | 31 | 36 | 25 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 30 | 37 | 23 | 30 | 37 | 23 |
Bars Traded | 5580 | 3285 | 2295 | 5580 | 3285 | 2295 |
Profit Streak | 17.5959 | 0 | 77.0959 | 17.5959 | 0 | 77.0959 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308798 | -35684 | -105270 | -301301 | -259906 | -561356 |
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{ "first_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 66, "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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