Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198123.3101 | 252433.6334 | -54310.3233 | 1277640.81 | 303218.3139 | 974422.496 |
Total P&L (%) | 198.1233 | 252.4336 | -54.3103 | 1277.6408 | 303.2183 | 974.4225 |
Avg Daily Profit (%) | 0.1605 | 0.2045 | -0.044 | 0.2127 | 0.113 | 0.1926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240618 | -64647 | -295060 | -1644220 | -1367585 | -676881 |
Profit Factor | 1.2301 | 1.9075 | 0.9068 | 1.2769 | 1.1278 | 1.4349 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 106 | 49 | 57 | 98 | 47 | 51 |
Losing Trades | 43 | 25 | 18 | 51 | 27 | 24 |
Profitability (%) | 71.1409 | 66.2162 | 76 | 65.7718 | 63.5135 | 68 |
Ratio Avg Win / Avg Loss | 0.499 | 0.9732 | 0.2864 | 0.6645 | 0.6479 | 0.6752 |
Largest Winning Trade | 38386 | 34058 | 38386 | 651155 | 254469 | 651155 |
Largest Losing Trade | -217651 | -46761 | -217651 | -1129801 | -1129801 | -565246 |
Avg Bars in Trades | 96 | 101 | 91 | 96 | 101 | 91 |
Avg Bars in Winners | 62 | 58 | 65 | 71 | 72 | 70 |
Avg Bars in Losers | 182 | 187 | 175 | 145 | 153 | 137 |
Bars Traded | 14440 | 7546 | 6894 | 14440 | 7546 | 6894 |
Profit Streak | 15.8162 | 15.8162 | 38.3995 | 15.8162 | 15.8162 | 38.3995 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356138 | -52995 | -632656 | 372454 | -185585 | -45700 |
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{ "first_band": { "type": "ssf", "factors": { "length": 43, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.64361 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 43, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.64361 } } }
# | 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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