Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10539.3194 | -12068.7794 | 22608.0988 | 8477.3549 | -13803.3384 | 22280.6933 |
Total P&L (%) | 10.5393 | -12.0688 | 22.6081 | 8.4774 | -13.8033 | 22.2807 |
Avg Daily Profit (%) | 0.2024 | -0.2317 | 0.4341 | 0.1564 | -0.2848 | 0.387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10403 | -22192 | -8360 | -12225 | -24620 | -9476 |
Profit Factor | 1.1867 | 0.6316 | 1.954 | 1.1349 | 0.6181 | 1.8352 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 63.4921 | 62.5 | 64.5161 | 63.4921 | 62.5 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.6823 | 0.379 | 1.0747 | 0.6526 | 0.3709 | 1.0093 |
Largest Winning Trade | 5152 | 5152 | 4841 | 5597 | 5597 | 4947 |
Largest Losing Trade | -7895 | -7895 | -6651 | -8841 | -8841 | -7425 |
Avg Bars in Trades | 359 | 123 | 603 | 359 | 123 | 603 |
Avg Bars in Winners | 238 | 69 | 408 | 238 | 69 | 408 |
Avg Bars in Losers | 570 | 214 | 958 | 570 | 214 | 958 |
Bars Traded | 22671 | 3963 | 18708 | 22671 | 3963 | 18708 |
Profit Streak | 11.4916 | 11.4916 | 17.65 | 11.4916 | 11.4916 | 17.65 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -308422 | -580614 | 313698 | -382515 | -580614 | 283083 |
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{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 215, "offset": 0, "scalar": 4 } } }
# | 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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