Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767863.166 | 698350.8894 | 69512.2766 | 466628.1056 | 105972.4725 | 360655.6331 |
Total P&L (%) | 767.8632 | 698.3509 | 69.5123 | 466.6281 | 105.9725 | 360.6556 |
Avg Daily Profit (%) | 0.3964 | 0.3605 | 0.0359 | 0.0896 | 0.0373 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107142 | -84094 | -81494 | -1237009 | -859402 | -502052 |
Profit Factor | 1.7316 | 2.3846 | 1.1275 | 1.0721 | 1.0333 | 1.1097 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 73 | 28 | 45 | 73 | 28 | 45 |
Losing Trades | 116 | 67 | 49 | 116 | 67 | 49 |
Profitability (%) | 38.6243 | 29.4737 | 47.8723 | 38.6243 | 29.4737 | 47.8723 |
Ratio Avg Win / Avg Loss | 2.7517 | 5.706 | 1.2277 | 1.7037 | 2.4726 | 1.2083 |
Largest Winning Trade | 382884 | 382884 | 53253 | 745556 | 745556 | 308031 |
Largest Losing Trade | -47291 | -36585 | -47291 | -388173 | -262762 | -388173 |
Avg Bars in Trades | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Winners | 99 | 103 | 96 | 99 | 103 | 96 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 11392 | 5423 | 5969 | 11392 | 5423 | 5969 |
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 | 344328 | 127948 | -226380 | -216865 | -336226 | -188636 |
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{ "first_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.73438 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.73438 } } }
# | 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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