Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528057.874 | 437486.4495 | 90571.4245 | 589004.1628 | 192644.7062 | 396359.4566 |
Total P&L (%) | 528.0579 | 437.4865 | 90.5714 | 589.0042 | 192.6447 | 396.3595 |
Avg Daily Profit (%) | 0.2835 | 0.2349 | 0.0486 | 0.1037 | 0.0577 | 0.0861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100052 | -90580 | -114982 | -2237287 | -1855700 | -1056811 |
Profit Factor | 1.4677 | 1.8145 | 1.153 | 1.0444 | 1.0297 | 1.0584 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 167 | 85 | 82 | 167 | 85 | 82 |
Profitability (%) | 38.8278 | 37.9562 | 39.7059 | 38.8278 | 37.9562 | 39.7059 |
Ratio Avg Win / Avg Loss | 2.3123 | 2.9661 | 1.7508 | 1.6454 | 1.6832 | 1.6072 |
Largest Winning Trade | 248337 | 248337 | 42616 | 883566 | 883566 | 469986 |
Largest Losing Trade | -27727 | -17447 | -27727 | -293347 | -259373 | -293347 |
Avg Bars in Trades | 81 | 78 | 84 | 81 | 78 | 84 |
Avg Bars in Winners | 128 | 123 | 132 | 128 | 123 | 132 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 22206 | 10761 | 11445 | 22206 | 10761 | 11445 |
Profit Streak | 11.3008 | 17.8842 | 0 | 11.3008 | 17.8842 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312840 | 253881 | -183304 | -227030 | -306977 | -237412 |
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 51, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 51, "offset": 0, "scalar": 3 } } }
# | 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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