Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 18683.552 | -1234.283 | 19917.835 | 18278.9259 | -4959.7118 | 23238.6377 |
Total P&L (%) | 18.6836 | -1.2343 | 19.9178 | 18.2789 | -4.9597 | 23.2386 |
Avg Daily Profit (%) | 0.3587 | -0.0237 | 0.3824 | 0.3229 | -0.0976 | 0.402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21525 | -19503 | -6288 | -28848 | -25766 | -8533 |
Profit Factor | 1.3392 | 0.968 | 2.202 | 1.2583 | 0.8999 | 2.0964 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 56.6667 | 53.3333 | 60 | 56.6667 | 53.3333 | 60 |
Ratio Avg Win / Avg Loss | 1.0241 | 0.847 | 1.468 | 0.9623 | 0.7874 | 1.3976 |
Largest Winning Trade | 5593 | 5155 | 5593 | 6099 | 6099 | 5978 |
Largest Losing Trade | -7368 | -7368 | -2464 | -9144 | -9144 | -3036 |
Avg Bars in Trades | 273 | 298 | 247 | 273 | 298 | 247 |
Avg Bars in Winners | 194 | 179 | 206 | 194 | 179 | 206 |
Avg Bars in Losers | 376 | 434 | 309 | 376 | 434 | 309 |
Bars Traded | 24595 | 13446 | 11149 | 24595 | 13446 | 11149 |
Profit Streak | 3.8822 | 0 | 11.0364 | 3.8822 | 0 | 11.0364 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 9102 | -582336 | 235755 | -2484 | -582336 | 314137 |
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 249, "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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