Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350006.1809 | 217716.9708 | 132289.2101 | 176819.141 | 199400.6098 | -22581.4688 |
Total P&L (%) | 350.0062 | 217.717 | 132.2892 | 176.8191 | 199.4006 | -22.5815 |
Avg Daily Profit (%) | 0.2573 | 0.16 | 0.0972 | 0.0749 | 0.0806 | -0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140571 | -74987 | -74585 | -343265 | -300496 | -294944 |
Profit Factor | 1.5302 | 1.5971 | 1.4476 | 1.0986 | 1.2099 | 0.9732 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 42.2414 | 34.4828 | 50 | 42.2414 | 34.4828 | 50 |
Ratio Avg Win / Avg Loss | 2.0922 | 3.0344 | 1.4476 | 1.5022 | 2.2987 | 0.9732 |
Largest Winning Trade | 137388 | 137388 | 37329 | 243303 | 243303 | 72158 |
Largest Losing Trade | -48387 | -28437 | -48387 | -137119 | -88512 | -137119 |
Avg Bars in Trades | 69 | 63 | 76 | 69 | 63 | 76 |
Avg Bars in Winners | 117 | 117 | 117 | 117 | 117 | 117 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 8104 | 3673 | 4431 | 8104 | 3673 | 4431 |
Profit Streak | 22.6328 | 36.9662 | 0 | 22.6328 | 36.9662 | 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 | 307807 | -175533 | -242227 | -206097 | -270470 | -760833 |
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "offset": 0 } } }
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# | 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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