Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279866.5168 | 187603.339 | 92263.1778 | 43566.1278 | -16711.4937 | 60277.6215 |
Total P&L (%) | 279.8665 | 187.6033 | 92.2632 | 43.5661 | -16.7115 | 60.2776 |
Avg Daily Profit (%) | 0.205 | 0.1374 | 0.0676 | 0.0265 | -0.0134 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144061 | -93282 | -90622 | -313823 | -301692 | -225731 |
Profit Factor | 1.4354 | 1.4807 | 1.3654 | 1.0347 | 0.9782 | 1.123 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 49.5727 | 44.8276 | 54.2373 | 49.5727 | 44.8276 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.4602 | 1.8225 | 1.1521 | 1.0525 | 1.2039 | 0.9475 |
Largest Winning Trade | 139980 | 139980 | 42585 | 218142 | 218142 | 82966 |
Largest Losing Trade | -51155 | -36219 | -51155 | -154027 | -96694 | -154027 |
Avg Bars in Trades | 31 | 42 | 21 | 31 | 42 | 21 |
Avg Bars in Winners | 41 | 56 | 29 | 41 | 56 | 29 |
Avg Bars in Losers | 22 | 31 | 11 | 22 | 31 | 11 |
Bars Traded | 3737 | 2486 | 1251 | 3737 | 2486 | 1251 |
Profit Streak | 46.347 | 0 | 59.6804 | 46.347 | 0 | 59.6804 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333992 | -189366 | -277514 | -341061 | -761178 | -409570 |
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "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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