Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244553.9379 | 41722.9674 | 202830.9705 | 222053.2872 | -206810.9932 | 428864.2805 |
Total P&L (%) | 244.5539 | 41.723 | 202.831 | 222.0533 | -206.811 | 428.8643 |
Avg Daily Profit (%) | 0.19 | 0.0324 | 0.1576 | 0.0909 | 0 | 0.1295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77893 | -78308 | -54775 | -436339 | -397687 | -338416 |
Profit Factor | 1.4773 | 1.1412 | 1.9359 | 1.099 | 0.8441 | 1.4675 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 44.5455 | 38.1818 | 50.9091 | 44.5455 | 38.1818 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.8391 | 1.8476 | 1.8667 | 1.3681 | 1.3666 | 1.415 |
Largest Winning Trade | 61862 | 61862 | 40915 | 220844 | 220844 | 174863 |
Largest Losing Trade | -27274 | -20591 | -27274 | -144701 | -92051 | -144701 |
Avg Bars in Trades | 69 | 65 | 72 | 69 | 65 | 72 |
Avg Bars in Winners | 107 | 102 | 111 | 107 | 102 | 111 |
Avg Bars in Losers | 37 | 42 | 31 | 37 | 42 | 31 |
Bars Traded | 7591 | 3595 | 3995 | 7591 | 3595 | 3995 |
Profit Streak | 38.6796 | 38.6796 | 79.3463 | 38.6796 | 38.6796 | 79.3463 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323056 | -399913 | -168039 | -184101 | -763216 | -198032 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 32, "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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