Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75341.4545 | 44503.4762 | 30837.9783 | 76964.9208 | 58735.8096 | 18229.1111 |
Total P&L (%) | 75.3415 | 44.5035 | 30.838 | 76.9649 | 58.7358 | 18.2291 |
Avg Daily Profit (%) | 0.5424 | 0.3204 | 0.222 | 0.4117 | 0.3332 | 0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48381 | -16280 | -42643 | -68285 | -19167 | -59067 |
Profit Factor | 1.5333 | 1.7694 | 1.3696 | 1.4153 | 1.8352 | 1.1585 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 72.973 | 72.973 | 72.973 | 72.973 | 72.973 | 72.973 |
Ratio Avg Win / Avg Loss | 0.5679 | 0.6553 | 0.5073 | 0.5242 | 0.6797 | 0.4291 |
Largest Winning Trade | 11943 | 10774 | 11943 | 16677 | 16677 | 13474 |
Largest Losing Trade | -29171 | -13813 | -29171 | -39920 | -19167 | -39920 |
Avg Bars in Trades | 175 | 172 | 177 | 175 | 172 | 177 |
Avg Bars in Winners | 125 | 135 | 115 | 125 | 135 | 115 |
Avg Bars in Losers | 309 | 272 | 345 | 309 | 272 | 345 |
Bars Traded | 12961 | 6385 | 6576 | 12961 | 6385 | 6576 |
Profit Streak | 142.858 | 142.858 | 149.8475 | 142.858 | 142.858 | 149.8475 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55467 | 358525 | 224284 | -57304 | 405593 | -85251 |
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{ "first_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.47368 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.47368 } } }
# | 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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