Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105756.3871 | 79649.8405 | 26106.5465 | 98076.6324 | 83918.8777 | 14157.7547 |
Total P&L (%) | 105.7564 | 79.6498 | 26.1065 | 98.0766 | 83.9189 | 14.1578 |
Avg Daily Profit (%) | 0.4061 | 0.3059 | 0.1002 | 0.2628 | 0.2343 | 0.0509 |
Buy And Hold Return (%) | 14.8926 | 14.8926 | 14.8926 | 14.8926 | 14.8926 | 14.8926 |
Max Trade Drawdown | -53358 | -24303 | -68098 | -109495 | -53708 | -130255 |
Profit Factor | 1.2672 | 1.4418 | 1.1211 | 1.1423 | 1.2598 | 1.0387 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 62.8906 | 63.2813 | 62.5 | 62.8906 | 63.2813 | 62.5 |
Ratio Avg Win / Avg Loss | 0.7477 | 0.8366 | 0.6727 | 0.674 | 0.731 | 0.6232 |
Largest Winning Trade | 14379 | 14379 | 13916 | 18417 | 18417 | 16293 |
Largest Losing Trade | -30514 | -17351 | -30514 | -56889 | -33349 | -56889 |
Avg Bars in Trades | 95 | 94 | 96 | 95 | 94 | 96 |
Avg Bars in Winners | 59 | 56 | 62 | 59 | 56 | 62 |
Avg Bars in Losers | 156 | 160 | 152 | 156 | 160 | 152 |
Bars Traded | 24471 | 12110 | 12361 | 24471 | 12110 | 12361 |
Profit Streak | 3.1233 | 3.1233 | 8.9149 | 3.1233 | 3.1233 | 8.9149 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311095 | 208376 | -155072 | -56706 | 153174 | -468861 |
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{ "first_band": { "type": "ssf", "factors": { "length": 53, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 179, "offset": 0, "scalar": 5 } } }
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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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