Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1538557.3035 | 1468300.2851 | 70257.0183 | 945912.706 | -613725.0214 | 1559637.7274 |
Total P&L (%) | 1538.5573 | 1468.3003 | 70.257 | 945.9127 | -613.725 | 1559.6377 |
Avg Daily Profit (%) | 0.8327 | 0.7947 | 0.038 | 0.1271 | 0 | 0.1522 |
Buy And Hold Return (%) | 26.8358 | 26.8358 | 26.8358 | 26.8358 | 26.8358 | 26.8358 |
Max Trade Drawdown | -128462 | -97888 | -60618 | -4284503 | -3746880 | -1506375 |
Profit Factor | 4.6488 | 7.0956 | 1.3886 | 1.0815 | 0.9155 | 1.3588 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 35.0877 | 34.4828 | 35.7143 | 35.0877 | 34.4828 | 35.7143 |
Ratio Avg Win / Avg Loss | 8.6003 | 13.4817 | 2.4995 | 2.0007 | 1.7395 | 2.4459 |
Largest Winning Trade | 1399496 | 1399496 | 59404 | 2256101 | 2256101 | 1986456 |
Largest Losing Trade | -40332 | -26421 | -40332 | -954879 | -954879 | -851668 |
Avg Bars in Trades | 184 | 188 | 181 | 184 | 188 | 181 |
Avg Bars in Winners | 304 | 312 | 296 | 304 | 312 | 296 |
Avg Bars in Losers | 120 | 122 | 117 | 120 | 122 | 117 |
Bars Traded | 10536 | 5461 | 5075 | 10536 | 5461 | 5075 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164845 | 560130 | -170431 | -338274 | -584089 | -17427 |
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{ "first_band": { "type": "t3", "factors": { "length": 172, "offset": 0, "a": 0.75707 } }, "second_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 172, "offset": 0, "a": 0.75707 } }, "second_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 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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