Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483155.1181 | 495896.5389 | -12741.4208 | 522140.6399 | 483196.6383 | 38944.0016 |
Total P&L (%) | 483.1551 | 495.8965 | -12.7414 | 522.1406 | 483.1966 | 38.944 |
Avg Daily Profit (%) | 0.203 | 0.2084 | -0.0054 | 0.0768 | 0.0741 | 0.0138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88949 | -88949 | -67188 | -1994832 | -2022328 | -192519 |
Profit Factor | 2.5038 | 3.2579 | 0.8747 | 1.1654 | 1.1756 | 1.0963 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Losing Trades | 21 | 5 | 16 | 21 | 5 | 16 |
Profitability (%) | 74.0741 | 87.5 | 60.9756 | 74.0741 | 87.5 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.8763 | 0.4654 | 0.5598 | 0.4079 | 0.1679 | 0.7016 |
Largest Winning Trade | 131224 | 131224 | 27021 | 713851 | 713851 | 128716 |
Largest Losing Trade | -88949 | -88949 | -14709 | -1994832 | -1994832 | -113312 |
Avg Bars in Trades | 40 | 80 | 1 | 40 | 80 | 1 |
Avg Bars in Winners | 11 | 18 | 1 | 11 | 18 | 1 |
Avg Bars in Losers | 123 | 515 | 1 | 123 | 515 | 1 |
Bars Traded | 3276 | 3233 | 43 | 3276 | 3233 | 43 |
Profit Streak | 299.6626 | 351.1626 | 299.6626 | 299.6626 | 351.1626 | 299.6626 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1869 | 618172 | -578074 | -141667 | -116979 | -290300 |
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{ "first_band": { "type": "ssf", "factors": { "length": 2, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 2, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 202, "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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