Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814813.9907 | 663316.2648 | 151497.7258 | 2154420.6845 | -370157.3355 | 2524578.02 |
Total P&L (%) | 814.814 | 663.3163 | 151.4977 | 2154.4207 | -370.1573 | 2524.578 |
Avg Daily Profit (%) | 0.3913 | 0.3185 | 0.0727 | 0.1497 | 0 | 0.157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131835 | -74229 | -140829 | -2227686 | -2548308 | -673062 |
Profit Factor | 1.9859 | 2.5757 | 1.3736 | 1.2624 | 0.9239 | 1.7542 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
Profitability (%) | 42.2819 | 33.3333 | 51.3514 | 42.2819 | 33.3333 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.7109 | 5.1513 | 1.3013 | 1.7233 | 1.8478 | 1.6619 |
Largest Winning Trade | 320110 | 320110 | 67543 | 1521575 | 1521575 | 1140405 |
Largest Losing Trade | -50036 | -35954 | -50036 | -779773 | -779773 | -396390 |
Avg Bars in Trades | 166 | 146 | 186 | 166 | 146 | 186 |
Avg Bars in Winners | 263 | 249 | 272 | 263 | 249 | 272 |
Avg Bars in Losers | 95 | 95 | 96 | 95 | 95 | 96 |
Bars Traded | 24798 | 10992 | 13806 | 24798 | 10992 | 13806 |
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 | 390175 | -49477 | -159558 | 201178 | -641439 | -53286 |
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 70, "offset": 0, "a": 0.71384 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 70, "offset": 0, "a": 0.71384 } } }
# | 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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