Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538764.9995 | 380168.9347 | 158596.0648 | 842960.4027 | 725658.1924 | 117302.2102 |
Total P&L (%) | 538.765 | 380.1689 | 158.5961 | 842.9604 | 725.6582 | 117.3022 |
Avg Daily Profit (%) | 0.288 | 0.2032 | 0.0848 | 0.12 | 0.1129 | 0.0415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211547 | -119181 | -128577 | -692339 | -605041 | -673802 |
Profit Factor | 1.4027 | 1.565 | 1.2385 | 1.1204 | 1.204 | 1.034 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 188 | 91 | 97 | 188 | 91 | 97 |
Losing Trades | 212 | 109 | 103 | 212 | 109 | 103 |
Profitability (%) | 47 | 45.5 | 48.5 | 47 | 45.5 | 48.5 |
Ratio Avg Win / Avg Loss | 1.5817 | 1.8746 | 1.3151 | 1.2634 | 1.4422 | 1.098 |
Largest Winning Trade | 93184 | 93184 | 40708 | 411077 | 411077 | 128326 |
Largest Losing Trade | -41860 | -32598 | -41860 | -259870 | -258284 | -259870 |
Avg Bars in Trades | 55 | 62 | 48 | 55 | 62 | 48 |
Avg Bars in Winners | 64 | 67 | 61 | 64 | 67 | 61 |
Avg Bars in Losers | 47 | 58 | 36 | 47 | 58 | 36 |
Bars Traded | 22265 | 12506 | 9759 | 22265 | 12506 | 9759 |
Profit Streak | 0 | 0 | 54.8326 | 0 | 0 | 54.8326 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415317 | 331366 | -79167 | -119544 | -43601 | -319667 |
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{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } } }
# | 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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