Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186403.2229 | 62506.7611 | 123896.4618 | 231419.0964 | 119445.521 | 111973.5755 |
Total P&L (%) | 186.4032 | 62.5068 | 123.8965 | 231.4191 | 119.4455 | 111.9736 |
Avg Daily Profit (%) | 0.3579 | 0.12 | 0.2379 | 0.2303 | 0.151 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43923 | -45516 | -43704 | -115357 | -65984 | -132452 |
Profit Factor | 1.3544 | 1.3463 | 1.3587 | 1.2501 | 1.3897 | 1.1809 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 98 | 40 | 58 | 98 | 40 | 58 |
Losing Trades | 111 | 64 | 47 | 111 | 64 | 47 |
Profitability (%) | 46.89 | 38.4615 | 55.2381 | 46.89 | 38.4615 | 55.2381 |
Ratio Avg Win / Avg Loss | 1.5341 | 2.154 | 1.101 | 1.4159 | 2.2235 | 0.9569 |
Largest Winning Trade | 25622 | 23065 | 25622 | 50121 | 48532 | 50121 |
Largest Losing Trade | -25461 | -8174 | -25461 | -51209 | -21608 | -51209 |
Avg Bars in Trades | 118 | 66 | 170 | 118 | 66 | 170 |
Avg Bars in Winners | 157 | 90 | 203 | 157 | 90 | 203 |
Avg Bars in Losers | 84 | 51 | 130 | 84 | 51 | 130 |
Bars Traded | 24835 | 6886 | 17948 | 24835 | 6886 | 17948 |
Profit Streak | 11.6655 | 11.6655 | 12.228 | 11.6655 | 11.6655 | 12.228 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407967 | -36513 | 335079 | 305757 | 152683 | -22604 |
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 1 } } }
# | 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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