Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984223.2823 | 890561.5906 | 93661.6917 | -34199.785 | -103579.3806 | 69379.5956 |
Total P&L (%) | 984.2233 | 890.5616 | 93.6617 | -34.1998 | -103.5794 | 69.3796 |
Avg Daily Profit (%) | 0.4183 | 0.3785 | 0.0398 | -0.0178 | 0 | 0.0224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131803 | -93100 | -168401 | -145413 | -151145 | -129545 |
Profit Factor | 2.6503 | 4.0682 | 1.306 | 0.9369 | 0.6549 | 1.2868 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 43.3333 | 33.3333 | 53.3333 | 43.3333 | 33.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.4658 | 8.1364 | 1.1427 | 1.2252 | 1.3098 | 1.126 |
Largest Winning Trade | 825785 | 825785 | 65168 | 55522 | 55522 | 47913 |
Largest Losing Trade | -95015 | -29304 | -95015 | -77291 | -48997 | -77291 |
Avg Bars in Trades | 115 | 94 | 135 | 115 | 94 | 135 |
Avg Bars in Winners | 190 | 167 | 204 | 190 | 167 | 204 |
Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
Bars Traded | 6911 | 2847 | 4064 | 6911 | 2847 | 4064 |
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 | -161133 | 365250 | -139228 | -755203 | -585640 | -162595 |
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 67, "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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