Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634909.0206 | 555658.3839 | 79250.6367 | 435247.0882 | 397393.2208 | 37853.8674 |
Total P&L (%) | 634.909 | 555.6584 | 79.2506 | 435.2471 | 397.3932 | 37.8539 |
Avg Daily Profit (%) | 0.3392 | 0.2968 | 0.0423 | 0.0897 | 0.0857 | 0.0172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167297 | -55969 | -165954 | -374873 | -321516 | -218749 |
Profit Factor | 1.9952 | 2.7204 | 1.2516 | 1.3782 | 1.596 | 1.0782 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 56 | 56.7568 | 55.2632 | 56 | 56.7568 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.5677 | 2.0727 | 1.0132 | 1.0829 | 1.216 | 0.8728 |
Largest Winning Trade | 327389 | 327389 | 47066 | 416395 | 416395 | 123459 |
Largest Losing Trade | -50541 | -50541 | -41967 | -321516 | -321516 | -91278 |
Avg Bars in Trades | 92 | 115 | 70 | 92 | 115 | 70 |
Avg Bars in Winners | 96 | 110 | 81 | 96 | 110 | 81 |
Avg Bars in Losers | 88 | 121 | 56 | 88 | 121 | 56 |
Bars Traded | 6956 | 4277 | 2679 | 6956 | 4277 | 2679 |
Profit Streak | 65.1724 | 238.9224 | 65.1724 | 65.1724 | 238.9224 | 65.1724 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46231 | 586493 | -135317 | -131957 | -74368 | -307263 |
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 189, "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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