Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1656477.4793 | 1690715.7403 | -34238.261 | 115748.3285 | 937723.4744 | -821975.1459 |
Total P&L (%) | 1656.4775 | 1690.7157 | -34.2383 | 115.7483 | 937.7235 | -821.9751 |
Avg Daily Profit (%) | 0.7346 | 0.7498 | -0.0152 | 0.0341 | 0.1038 | 0 |
Buy And Hold Return (%) | 136.6554 | 136.6554 | 136.6554 | 136.6554 | 136.6554 | 136.6554 |
Max Trade Drawdown | -158375 | -105540 | -109398 | -2038505 | -1185649 | -1399265 |
Profit Factor | 2.7986 | 4.4811 | 0.9213 | 1.0177 | 1.291 | 0.753 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 32.4786 | 27.1186 | 37.931 | 32.4786 | 27.1186 | 37.931 |
Ratio Avg Win / Avg Loss | 5.8181 | 12.0429 | 1.5077 | 2.1157 | 3.4697 | 1.2322 |
Largest Winning Trade | 1512424 | 1512424 | 51031 | 1639001 | 1639001 | 748912 |
Largest Losing Trade | -35685 | -33526 | -35685 | -591697 | -338038 | -591697 |
Avg Bars in Trades | 114 | 109 | 118 | 114 | 109 | 118 |
Avg Bars in Winners | 221 | 238 | 209 | 221 | 238 | 209 |
Avg Bars in Losers | 62 | 61 | 62 | 62 | 61 | 62 |
Bars Traded | 13341 | 6463 | 6878 | 13341 | 6463 | 6878 |
Profit Streak | 0 | 0 | 43.4709 | 0 | 0 | 43.4709 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412034 | -177283 | -762473 | -519586 | -250357 | -763584 |
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{ "first_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 63, "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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