Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34075.8128 | 29482.7917 | 4593.021 | -16346.4939 | 55644.5305 | -71991.0244 |
Total P&L (%) | 34.0758 | 29.4828 | 4.593 | -16.3465 | 55.6445 | -71.991 |
Avg Daily Profit (%) | 0.1308 | 0.1132 | 0.0176 | -0.0685 | 0.17 | -0.4875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102625 | -20197 | -93358 | -241809 | -23455 | -232530 |
Profit Factor | 1.1834 | 1.9172 | 1.0299 | 0.9578 | 2.1724 | 0.7884 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 56.7164 | 50 | 63.6364 | 56.7164 | 50 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.9031 | 1.9172 | 0.5885 | 0.731 | 2.1724 | 0.4505 |
Largest Winning Trade | 21650 | 19547 | 21650 | 52108 | 25955 | 52108 |
Largest Losing Trade | -56526 | -4129 | -56526 | -180169 | -8678 | -180169 |
Avg Bars in Trades | 342 | 35 | 658 | 342 | 35 | 658 |
Avg Bars in Winners | 245 | 50 | 403 | 245 | 50 | 403 |
Avg Bars in Losers | 469 | 20 | 1104 | 469 | 20 | 1104 |
Bars Traded | 22940 | 1211 | 21729 | 22940 | 1211 | 21729 |
Profit Streak | 17.56 | 17.56 | 17.9559 | 17.56 | 17.56 | 17.9559 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162033 | -41941 | -523474 | -701235 | 349035 | -579865 |
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{ "first_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 142, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 142, "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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