Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424333.2288 | 287250.0836 | 137083.1452 | 675597.9902 | 527335.5256 | 148262.4646 |
Total P&L (%) | 424.3332 | 287.2501 | 137.0831 | 675.598 | 527.3355 | 148.2625 |
Avg Daily Profit (%) | 0.3 | 0.2031 | 0.0969 | 0.1449 | 0.1299 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73222 | -51217 | -62592 | -354222 | -403521 | -365852 |
Profit Factor | 1.6865 | 1.8431 | 1.4942 | 1.2965 | 1.431 | 1.1405 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 55.6452 | 51.6129 | 59.6774 | 55.6452 | 51.6129 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.3443 | 1.7279 | 1.0096 | 1.0334 | 1.3416 | 0.7706 |
Largest Winning Trade | 131534 | 131534 | 47253 | 447049 | 447049 | 191244 |
Largest Losing Trade | -40642 | -30852 | -40642 | -261098 | -214791 | -261098 |
Avg Bars in Trades | 66 | 82 | 51 | 66 | 82 | 51 |
Avg Bars in Winners | 71 | 88 | 56 | 71 | 88 | 56 |
Avg Bars in Losers | 61 | 77 | 42 | 61 | 77 | 42 |
Bars Traded | 8302 | 5140 | 3162 | 8302 | 5140 | 3162 |
Profit Streak | 0 | 0 | 73.1359 | 0 | 0 | 73.1359 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418337 | -142826 | -214686 | 70750 | -172269 | -327098 |
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{ "first_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 138, "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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