Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751456.3511 | 570629.7376 | 180826.6135 | 1068339.0952 | 480272.6853 | 588066.4099 |
Total P&L (%) | 751.4564 | 570.6297 | 180.8266 | 1068.3391 | 480.2727 | 588.0664 |
Avg Daily Profit (%) | 0.5104 | 0.3875 | 0.1228 | 0.1671 | 0.1195 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136426 | -111394 | -54241 | -1678187 | -1208852 | -864881 |
Profit Factor | 1.9881 | 2.3459 | 1.5374 | 1.1368 | 1.1101 | 1.1706 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 126 | 68 | 58 | 126 | 68 | 58 |
Profitability (%) | 33.3333 | 28.4211 | 38.2979 | 33.3333 | 28.4211 | 38.2979 |
Ratio Avg Win / Avg Loss | 3.9763 | 5.9081 | 2.4769 | 2.2736 | 2.7958 | 1.886 |
Largest Winning Trade | 431563 | 431563 | 73094 | 922778 | 922778 | 609528 |
Largest Losing Trade | -27492 | -17719 | -27492 | -373013 | -373013 | -312428 |
Avg Bars in Trades | 92 | 67 | 117 | 92 | 67 | 117 |
Avg Bars in Winners | 206 | 150 | 247 | 206 | 150 | 247 |
Avg Bars in Losers | 35 | 33 | 37 | 35 | 33 | 37 |
Bars Traded | 17433 | 6376 | 11056 | 17433 | 6376 | 11056 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323131 | -929 | -31269 | -66677 | -146852 | -54225 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 131, "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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