Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233998.3437 | 264761.0642 | -30762.7205 | 5427.6373 | 51822.5846 | -46394.9473 |
Total P&L (%) | 233.9983 | 264.7611 | -30.7627 | 5.4276 | 51.8226 | -46.3949 |
Avg Daily Profit (%) | 0.1658 | 0.1876 | -0.0218 | 0.0037 | 0.0296 | -0.0442 |
Buy And Hold Return (%) | 17.2764 | 17.2764 | 17.2764 | 17.2764 | 17.2764 | 17.2764 |
Max Trade Drawdown | -114171 | -130429 | -105161 | -639294 | -638384 | -259345 |
Profit Factor | 1.3872 | 1.6538 | 0.8457 | 1.0027 | 1.0344 | 0.9098 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 68.2171 | 73.4375 | 63.0769 | 68.2171 | 73.4375 | 63.0769 |
Ratio Avg Win / Avg Loss | 0.6463 | 0.5982 | 0.4951 | 0.4672 | 0.3742 | 0.5325 |
Largest Winning Trade | 39966 | 39966 | 10050 | 112327 | 112327 | 40908 |
Largest Losing Trade | -73674 | -73674 | -60575 | -390683 | -390683 | -160038 |
Avg Bars in Trades | 121 | 222 | 22 | 121 | 222 | 22 |
Avg Bars in Winners | 48 | 78 | 14 | 48 | 78 | 14 |
Avg Bars in Losers | 277 | 618 | 36 | 277 | 618 | 36 |
Bars Traded | 15673 | 14214 | 1459 | 15673 | 14214 | 1459 |
Profit Streak | 508.2481 | 509.1648 | 508.2481 | 508.2481 | 509.1648 | 508.2481 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357921 | -127688 | -709901 | -569163 | -476323 | -709901 |
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{ "first_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcu", "factors": { "length": 98, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcu", "factors": { "length": 98, "offset": 0, "scalar": 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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