Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810245.9879 | 804323.4049 | 5922.583 | 221331.851 | -312739.1794 | 534071.0304 |
Total P&L (%) | 810.246 | 804.3234 | 5.9226 | 221.3319 | -312.7392 | 534.071 |
Avg Daily Profit (%) | 0.4299 | 0.4268 | 0.0031 | 0.062 | 0 | 0.0981 |
Buy And Hold Return (%) | 293.8291 | 293.8291 | 293.8291 | 293.8291 | 293.8291 | 293.8291 |
Max Trade Drawdown | -185323 | -98594 | -146223 | -4096814 | -2204091 | -2571050 |
Profit Factor | 1.5948 | 2.2446 | 1.0083 | 1.0129 | 0.9641 | 1.0635 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Profitability (%) | 43.913 | 40 | 47.8261 | 43.913 | 40 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.037 | 3.3669 | 1.0999 | 1.2937 | 1.4462 | 1.1602 |
Largest Winning Trade | 255464 | 255464 | 38298 | 1653611 | 1653611 | 882109 |
Largest Losing Trade | -71321 | -37970 | -71321 | -1084820 | -1084820 | -943533 |
Avg Bars in Trades | 97 | 104 | 90 | 97 | 104 | 90 |
Avg Bars in Winners | 127 | 137 | 118 | 127 | 137 | 118 |
Avg Bars in Losers | 74 | 82 | 64 | 74 | 82 | 64 |
Bars Traded | 22419 | 12001 | 10418 | 22419 | 12001 | 10418 |
Profit Streak | 0 | 0 | 38.9145 | 0 | 0 | 38.9145 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306343 | 243593 | -566367 | -483444 | -583248 | -220947 |
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 121, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 121, "offset": 0, "scalar": 4 } } }
# | 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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