Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137709.9082 | 121777.1159 | 15932.7923 | 22418.2477 | -13062.4906 | 35480.7383 |
Total P&L (%) | 137.7099 | 121.7771 | 15.9328 | 22.4182 | -13.0625 | 35.4807 |
Avg Daily Profit (%) | 0.2644 | 0.2338 | 0.0306 | 0.0388 | -0.0269 | 0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69758 | -76098 | -22174 | -137488 | -144847 | -17432 |
Profit Factor | 1.4943 | 1.5414 | 1.2969 | 1.0599 | 0.9585 | 1.6007 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 52.4272 | 49.0196 | 55.7692 | 52.4272 | 49.0196 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.356 | 1.6031 | 1.0285 | 0.9618 | 0.9969 | 1.2696 |
Largest Winning Trade | 149065 | 149065 | 12066 | 119891 | 119891 | 24171 |
Largest Losing Trade | -52038 | -52038 | -9033 | -94399 | -94399 | -13783 |
Avg Bars in Trades | 230 | 439 | 24 | 230 | 439 | 24 |
Avg Bars in Winners | 144 | 282 | 26 | 144 | 282 | 26 |
Avg Bars in Losers | 324 | 591 | 22 | 324 | 591 | 22 |
Bars Traded | 23720 | 22434 | 1286 | 23720 | 22434 | 1286 |
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 | 340663 | -170424 | -341152 | -302528 | -761783 | -295350 |
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{ "first_band": { "type": "dcl", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 205, "offset": 197, "poles": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 205, "offset": 197, "poles": 3 } } }
# | 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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