Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33333.007 | 575.7788 | 32757.2283 | 34324.4673 | -5890.956 | 40215.4233 |
Total P&L (%) | 33.333 | 0.5758 | 32.7572 | 34.3245 | -5.891 | 40.2154 |
Avg Daily Profit (%) | 0.64 | 0.0111 | 0.629 | 0.5682 | -0.1165 | 0.6511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14142 | -18416 | -4908 | -20812 | -27549 | -6205 |
Profit Factor | 1.4019 | 1.0101 | 2.2686 | 1.3193 | 0.9221 | 2.261 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Losing Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Profitability (%) | 60.6061 | 66.6667 | 54.5455 | 60.6061 | 66.6667 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.9113 | 0.505 | 1.8905 | 0.8576 | 0.461 | 1.8842 |
Largest Winning Trade | 8761 | 8761 | 5721 | 10338 | 10338 | 6210 |
Largest Losing Trade | -11261 | -11261 | -3032 | -14703 | -14703 | -3823 |
Avg Bars in Trades | 180 | 188 | 171 | 180 | 188 | 171 |
Avg Bars in Winners | 130 | 133 | 126 | 130 | 133 | 126 |
Avg Bars in Losers | 256 | 299 | 225 | 256 | 299 | 225 |
Bars Traded | 23797 | 12454 | 11343 | 23797 | 12454 | 11343 |
Profit Streak | 14.2778 | 15.4633 | 14.2778 | 14.2778 | 15.4633 | 14.2778 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317869 | -677536 | -111555 | 280767 | -703368 | -110717 |
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{ "first_band": { "type": "ssf", "factors": { "length": 191, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "offset": 115 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 191, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "offset": 115 } } }
# | 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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