Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568234.9938 | 407021.0637 | 161213.9301 | 891406.4257 | 956069.9068 | -64663.4811 |
Total P&L (%) | 568.235 | 407.0211 | 161.2139 | 891.4064 | 956.0699 | -64.6635 |
Avg Daily Profit (%) | 0.2987 | 0.214 | 0.0847 | 0.1207 | 0.124 | -0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88329 | -146168 | -75749 | -1894850 | -2221562 | -1259696 |
Profit Factor | 1.8102 | 2.0126 | 1.5385 | 1.114 | 1.2146 | 0.9808 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 44.9153 | 42.3729 | 47.4576 | 44.9153 | 42.3729 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.2201 | 2.7372 | 1.7034 | 1.3662 | 1.6518 | 1.0859 |
Largest Winning Trade | 166338 | 166338 | 54629 | 1287081 | 1287081 | 448250 |
Largest Losing Trade | -33711 | -33711 | -25737 | -592179 | -592179 | -446754 |
Avg Bars in Trades | 47 | 45 | 50 | 47 | 45 | 50 |
Avg Bars in Winners | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 5618 | 2662 | 2956 | 5618 | 2662 | 2956 |
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 | 383445 | -168081 | -254828 | -128291 | -206049 | -756780 |
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{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "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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