Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265732.3067 | 108896.0907 | 156836.216 | 246113.0372 | 56184.2154 | 189928.8218 |
Total P&L (%) | 265.7323 | 108.8961 | 156.8362 | 246.113 | 56.1842 | 189.9288 |
Avg Daily Profit (%) | 0.2551 | 0.1045 | 0.1506 | 0.1193 | 0.0428 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101949 | -126513 | -84309 | -193366 | -120677 | -101053 |
Profit Factor | 1.3202 | 1.2468 | 1.4036 | 1.2144 | 1.0882 | 1.3714 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Losing Trades | 149 | 73 | 76 | 149 | 73 | 76 |
Profitability (%) | 51.3072 | 52.2876 | 50.3268 | 51.3072 | 52.2876 | 50.3268 |
Ratio Avg Win / Avg Loss | 1.2529 | 1.1377 | 1.3854 | 1.1525 | 0.993 | 1.3536 |
Largest Winning Trade | 100830 | 100830 | 29507 | 71432 | 71432 | 65089 |
Largest Losing Trade | -31593 | -25080 | -31593 | -75709 | -75709 | -52073 |
Avg Bars in Trades | 80 | 85 | 76 | 80 | 85 | 76 |
Avg Bars in Winners | 93 | 93 | 92 | 93 | 93 | 92 |
Avg Bars in Losers | 67 | 75 | 59 | 67 | 75 | 59 |
Bars Traded | 24708 | 13041 | 11667 | 24708 | 13041 | 11667 |
Profit Streak | 3.1933 | 24.6933 | 0 | 3.1933 | 24.6933 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327723 | -51653 | 295347 | -33423 | -259768 | -55676 |
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{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 10, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 10, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 178, "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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