Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692591.7341 | 654569.8013 | 38021.9327 | 582221.3668 | 497124.352 | 85097.0148 |
Total P&L (%) | 692.5917 | 654.5698 | 38.0219 | 582.2214 | 497.1244 | 85.097 |
Avg Daily Profit (%) | 0.3667 | 0.3466 | 0.0201 | 0.1017 | 0.0947 | 0.0326 |
Buy And Hold Return (%) | 315.9938 | 315.9938 | 315.9938 | 315.9938 | 315.9938 | 315.9938 |
Max Trade Drawdown | -85391 | -99395 | -152438 | -439883 | -477615 | -558478 |
Profit Factor | 2.012 | 2.7313 | 1.1241 | 1.2337 | 1.3345 | 1.0846 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 48.2759 | 44.186 | 52.2727 | 48.2759 | 44.186 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.1557 | 3.45 | 1.0264 | 1.3218 | 1.6857 | 0.9903 |
Largest Winning Trade | 301383 | 301383 | 36913 | 411996 | 411996 | 196414 |
Largest Losing Trade | -47924 | -37005 | -47924 | -236665 | -236665 | -215304 |
Avg Bars in Trades | 61 | 79 | 44 | 61 | 79 | 44 |
Avg Bars in Winners | 69 | 86 | 55 | 69 | 86 | 55 |
Avg Bars in Losers | 54 | 73 | 32 | 54 | 73 | 32 |
Bars Traded | 5342 | 3397 | 1945 | 5342 | 3397 | 1945 |
Profit Streak | 179.9133 | 182.9133 | 179.9133 | 179.9133 | 182.9133 | 179.9133 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310369 | 246632 | -414388 | -64077 | -76160 | -442881 |
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "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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