Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343104.9596 | 346670.938 | -3565.9784 | -111246.2266 | 547262.1815 | -658508.4081 |
Total P&L (%) | 343.105 | 346.6709 | -3.566 | -111.2462 | 547.2622 | -658.5084 |
Avg Daily Profit (%) | 0.2121 | 0.2143 | -0.0022 | 0 | 0.1155 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246782 | -116234 | -223966 | -624182 | -162191 | -723705 |
Profit Factor | 1.4808 | 1.9978 | 0.9903 | 0.8861 | 3.6353 | 0.1437 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 47 | 20 | 27 | 44 | 27 | 17 |
Losing Trades | 49 | 28 | 21 | 52 | 21 | 31 |
Profitability (%) | 48.9583 | 41.6667 | 56.25 | 45.8333 | 56.25 | 35.4167 |
Ratio Avg Win / Avg Loss | 1.5438 | 2.7969 | 0.7702 | 1.0472 | 2.8274 | 0.262 |
Largest Winning Trade | 226594 | 226594 | 48827 | 291014 | 291014 | 40076 |
Largest Losing Trade | -105743 | -59907 | -105743 | -427512 | -79754 | -427512 |
Avg Bars in Trades | 198 | 196 | 199 | 198 | 196 | 199 |
Avg Bars in Winners | 272 | 310 | 244 | 150 | 166 | 124 |
Avg Bars in Losers | 127 | 115 | 142 | 238 | 234 | 241 |
Bars Traded | 19030 | 9442 | 9588 | 19030 | 9442 | 9588 |
Profit Streak | 0 | 0 | 588.5993 | 498.3493 | 555.5159 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355496 | 301925 | -578545 | -579891 | -29372 | -586360 |
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{ "first_band": { "type": "ssf", "factors": { "length": 53, "offset": 219, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 53, "offset": 219, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 138, "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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