Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452303.5713 | 303848.5651 | 148455.0062 | 95923.303 | -182135.3511 | 278058.6541 |
Total P&L (%) | 452.3036 | 303.8486 | 148.455 | 95.9233 | -182.1354 | 278.0587 |
Avg Daily Profit (%) | 0.2503 | 0.1681 | 0.0821 | 0.0372 | 0 | 0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123287 | -146322 | -82015 | -1149336 | -1039936 | -620581 |
Profit Factor | 1.5441 | 1.5834 | 1.4783 | 1.0219 | 0.9316 | 1.1614 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 76 | 31 | 45 | 76 | 31 | 45 |
Losing Trades | 80 | 47 | 33 | 80 | 47 | 33 |
Profitability (%) | 48.7179 | 39.7436 | 57.6923 | 48.7179 | 39.7436 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.6254 | 2.4006 | 1.0841 | 1.0757 | 1.4124 | 0.8517 |
Largest Winning Trade | 323069 | 323069 | 41213 | 596395 | 596395 | 324081 |
Largest Losing Trade | -44044 | -35974 | -44044 | -386448 | -222436 | -386448 |
Avg Bars in Trades | 33 | 43 | 23 | 33 | 43 | 23 |
Avg Bars in Winners | 38 | 52 | 27 | 38 | 52 | 27 |
Avg Bars in Losers | 28 | 37 | 16 | 28 | 37 | 16 |
Bars Traded | 5197 | 3385 | 1812 | 5197 | 3385 | 1812 |
Profit Streak | 35.955 | 35.955 | 89.2884 | 35.955 | 35.955 | 89.2884 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452178 | -27180 | -113612 | -337824 | -616567 | -170843 |
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{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 25, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 25, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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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