Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148678.8684 | 113698.3684 | 34980.5 | 166658.759 | 136145.6346 | 30513.1243 |
Total P&L (%) | 148.6789 | 113.6984 | 34.9805 | 166.6588 | 136.1456 | 30.5131 |
Avg Daily Profit (%) | 0.2855 | 0.2183 | 0.0672 | 0.1885 | 0.1651 | 0.0511 |
Buy And Hold Return (%) | 11.7792 | 11.7792 | 11.7792 | 11.7792 | 11.7792 | 11.7792 |
Max Trade Drawdown | -115250 | -106778 | -17948 | -310935 | -279567 | -47620 |
Profit Factor | 1.5601 | 1.6191 | 1.4276 | 1.2732 | 1.3267 | 1.1579 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 67.9612 | 72.549 | 63.4615 | 67.9612 | 72.549 | 63.4615 |
Ratio Avg Win / Avg Loss | 0.7355 | 0.6126 | 0.822 | 0.6002 | 0.502 | 0.6667 |
Largest Winning Trade | 25682 | 25682 | 9614 | 61727 | 61727 | 23016 |
Largest Losing Trade | -35859 | -35859 | -12011 | -102912 | -102912 | -29648 |
Avg Bars in Trades | 231 | 397 | 68 | 231 | 397 | 68 |
Avg Bars in Winners | 140 | 212 | 60 | 140 | 212 | 60 |
Avg Bars in Losers | 424 | 887 | 83 | 424 | 887 | 83 |
Bars Traded | 23868 | 20294 | 3574 | 23868 | 20294 | 3574 |
Profit Streak | 17.7174 | 0 | 50.3216 | 17.7174 | 0 | 50.3216 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404492 | -169636 | -284660 | 311541 | -171798 | -354050 |
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{ "first_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcu", "factors": { "length": 205, "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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