Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1755768.897 | 1663239.2517 | 92529.6453 | 734036.0609 | 194685.5814 | 539350.4795 |
Total P&L (%) | 1755.7689 | 1663.2393 | 92.5296 | 734.0361 | 194.6856 | 539.3505 |
Avg Daily Profit (%) | 0.9502 | 0.9001 | 0.0501 | 0.1149 | 0.0585 | 0.1005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142988 | -136449 | -55503 | -1754450 | -1833901 | -620936 |
Profit Factor | 3.7671 | 5.6212 | 1.337 | 1.1101 | 1.0516 | 1.1863 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 35 | 28 | 42 | 35 | 28 | 42 |
Ratio Avg Win / Avg Loss | 6.9961 | 14.4545 | 1.8463 | 2.0617 | 2.7042 | 1.6383 |
Largest Winning Trade | 1621812 | 1621812 | 64653 | 1229801 | 1229801 | 714509 |
Largest Losing Trade | -31612 | -31612 | -27069 | -569056 | -569056 | -417024 |
Avg Bars in Trades | 73 | 69 | 77 | 73 | 69 | 77 |
Avg Bars in Winners | 131 | 129 | 131 | 131 | 129 | 131 |
Avg Bars in Losers | 42 | 45 | 38 | 42 | 45 | 38 |
Bars Traded | 7345 | 3454 | 3890 | 7345 | 3454 | 3890 |
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 | 526324 | -175422 | -307782 | -143071 | -474334 | -256052 |
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{ "first_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 215, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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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