Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1579945.9313 | 1552025.6585 | 27920.2728 | 573923.2912 | 800721.4764 | -226798.1851 |
Total P&L (%) | 1579.9459 | 1552.0257 | 27.9203 | 573.9233 | 800.7215 | -226.7982 |
Avg Daily Profit (%) | 0.7007 | 0.6883 | 0.0124 | 0.0847 | 0.0975 | 0 |
Buy And Hold Return (%) | 120.6299 | 120.6299 | 120.6299 | 120.6299 | 120.6299 | 120.6299 |
Max Trade Drawdown | -254215 | -124415 | -205480 | -652930 | -400790 | -726092 |
Profit Factor | 2.7339 | 4.2893 | 1.0635 | 1.1689 | 1.4641 | 0.8644 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 38.843 | 34.4262 | 43.3333 | 38.843 | 34.4262 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.3045 | 8.1701 | 1.3908 | 1.8405 | 2.7889 | 1.1303 |
Largest Winning Trade | 1268045 | 1268045 | 54854 | 454389 | 454389 | 200598 |
Largest Losing Trade | -40796 | -36558 | -40796 | -311509 | -235384 | -311509 |
Avg Bars in Trades | 110 | 97 | 124 | 110 | 97 | 124 |
Avg Bars in Winners | 203 | 185 | 217 | 203 | 185 | 217 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 13393 | 5932 | 7461 | 13393 | 5932 | 7461 |
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 | 486575 | -148529 | -664471 | -118662 | -228410 | -750884 |
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{ "first_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 99, "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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