Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90595.4086 | 6852.8451 | 83742.5635 | 119786.7013 | 5919.4378 | 113867.2636 |
Total P&L (%) | 90.5954 | 6.8528 | 83.7426 | 119.7867 | 5.9194 | 113.8673 |
Avg Daily Profit (%) | 0.3479 | 0.0263 | 0.3216 | 0.3028 | 0.0221 | 0.2923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19498 | -26361 | -18385 | -33408 | -38731 | -32094 |
Profit Factor | 1.6904 | 1.1148 | 2.1712 | 1.5863 | 1.0654 | 2.001 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 67.3267 | 60.7843 | 74 | 67.3267 | 60.7843 | 74 |
Ratio Avg Win / Avg Loss | 0.8204 | 0.7192 | 0.7628 | 0.7698 | 0.6873 | 0.7031 |
Largest Winning Trade | 8897 | 6691 | 8897 | 11192 | 9417 | 11192 |
Largest Losing Trade | -17916 | -15209 | -17916 | -31161 | -21929 | -31161 |
Avg Bars in Trades | 238 | 111 | 367 | 238 | 111 | 367 |
Avg Bars in Winners | 190 | 92 | 273 | 190 | 92 | 273 |
Avg Bars in Losers | 335 | 140 | 635 | 335 | 140 | 635 |
Bars Traded | 24048 | 5667 | 18381 | 24048 | 5667 | 18381 |
Profit Streak | 7.679 | 7.679 | 50.2936 | 7.679 | 7.679 | 50.2936 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426438 | -598821 | -166698 | 403277 | -658814 | -167276 |
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{ "first_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcl", "factors": { "length": 182, "offset": 158 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcl", "factors": { "length": 182, "offset": 158 } } }
# | 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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