Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945272.1635 | 701985.5551 | 243286.6084 | 2527806.2934 | 1256062.7842 | 1271743.5093 |
Total P&L (%) | 945.2722 | 701.9856 | 243.2866 | 2527.8063 | 1256.0628 | 1271.7435 |
Avg Daily Profit (%) | 0.6352 | 0.4717 | 0.1635 | 0.2199 | 0.1753 | 0.1761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75631 | -103588 | -65718 | -3472783 | -3005397 | -1866800 |
Profit Factor | 1.8536 | 2.1913 | 1.4695 | 1.1144 | 1.1079 | 1.1216 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 123 | 52 | 71 | 123 | 52 | 71 |
Losing Trades | 219 | 119 | 100 | 219 | 119 | 100 |
Profitability (%) | 35.9649 | 30.4094 | 41.5205 | 35.9649 | 30.4094 | 41.5205 |
Ratio Avg Win / Avg Loss | 3.3003 | 5.0148 | 2.0697 | 1.9841 | 2.5354 | 1.5797 |
Largest Winning Trade | 540389 | 540389 | 38883 | 1759051 | 1759051 | 914090 |
Largest Losing Trade | -31600 | -18028 | -31600 | -984263 | -602109 | -984263 |
Avg Bars in Trades | 51 | 46 | 57 | 51 | 46 | 57 |
Avg Bars in Winners | 93 | 93 | 94 | 93 | 93 | 94 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 17730 | 7912 | 9818 | 17730 | 7912 | 9818 |
Profit Streak | 9.1015 | 9.8515 | 0 | 9.1015 | 9.8515 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441809 | 284941 | 236964 | -88405 | -99514 | -80817 |
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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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