Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442961.0652 | 496056.6363 | -53095.5711 | -4490.031 | 114743.4269 | -119233.4579 |
Total P&L (%) | 442.9611 | 496.0566 | -53.0956 | -4.49 | 114.7434 | -119.2335 |
Avg Daily Profit (%) | 0.2393 | 0.268 | -0.0287 | -0.0025 | 0.0413 | 0 |
Buy And Hold Return (%) | 63.3316 | 63.3316 | 63.3316 | 63.3316 | 63.3316 | 63.3316 |
Max Trade Drawdown | -162747 | -132780 | -110392 | -343478 | -259889 | -158327 |
Profit Factor | 1.4714 | 2.0166 | 0.8825 | 0.9965 | 1.1647 | 0.8018 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 42.3469 | 41.8367 | 42.8571 | 42.3469 | 41.8367 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.0032 | 2.8035 | 1.1766 | 1.3567 | 1.6191 | 1.0691 |
Largest Winning Trade | 434488 | 434488 | 45878 | 243363 | 243363 | 120457 |
Largest Losing Trade | -30777 | -25548 | -30777 | -96610 | -96610 | -51279 |
Avg Bars in Trades | 27 | 32 | 22 | 27 | 32 | 22 |
Avg Bars in Winners | 36 | 47 | 26 | 36 | 47 | 26 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 5450 | 3221 | 2229 | 5450 | 3221 | 2229 |
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 | 306835 | 308412 | -581904 | -580783 | -187654 | -581904 |
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{ "first_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "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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