Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238396.7511 | 112452.4419 | 125944.3092 | 340104.4881 | -6551.6793 | 346656.1674 |
Total P&L (%) | 238.3968 | 112.4524 | 125.9443 | 340.1045 | -6.5517 | 346.6562 |
Avg Daily Profit (%) | 0.2585 | 0.1219 | 0.1366 | 0.1608 | -0.0073 | 0.1624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78275 | -67102 | -58268 | -682353 | -549336 | -403343 |
Profit Factor | 1.5238 | 1.4732 | 1.5791 | 1.1467 | 0.9948 | 1.3289 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 41.958 | 33.8028 | 50 | 41.958 | 33.8028 | 50 |
Ratio Avg Win / Avg Loss | 2.1079 | 2.885 | 1.5791 | 1.5862 | 1.9482 | 1.3289 |
Largest Winning Trade | 58014 | 58014 | 36436 | 287101 | 287101 | 274786 |
Largest Losing Trade | -20061 | -19244 | -20061 | -177876 | -177876 | -103676 |
Avg Bars in Trades | 76 | 72 | 80 | 76 | 72 | 80 |
Avg Bars in Winners | 123 | 134 | 115 | 123 | 134 | 115 |
Avg Bars in Losers | 42 | 39 | 46 | 42 | 39 | 46 |
Bars Traded | 10939 | 5113 | 5826 | 10939 | 5113 | 5826 |
Profit Streak | 15.2711 | 0 | 38.8544 | 15.2711 | 0 | 38.8544 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306681 | -121219 | -86276 | -52960 | -671257 | -70909 |
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{ "first_band": { "type": "ssf", "factors": { "length": 144, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 49, "offset": 0, "scalar": 5 } } }
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# | 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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