Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411390.4865 | 349405.3936 | 61985.0929 | 109155.6333 | 104943.5255 | 4212.1078 |
Total P&L (%) | 411.3905 | 349.4054 | 61.9851 | 109.1556 | 104.9435 | 4.2121 |
Avg Daily Profit (%) | 0.3821 | 0.3245 | 0.0576 | 0.0686 | 0.0667 | 0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137494 | -96969 | -69654 | -925253 | -662342 | -597226 |
Profit Factor | 1.8409 | 2.38 | 1.2626 | 1.0292 | 1.0537 | 1.0024 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 41.8367 | 34.6939 | 48.9796 | 41.8367 | 34.6939 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.5593 | 4.48 | 1.3152 | 1.4308 | 1.9834 | 1.0441 |
Largest Winning Trade | 424965 | 424965 | 40054 | 766323 | 766323 | 287196 |
Largest Losing Trade | -25505 | -18847 | -25505 | -224788 | -199325 | -224788 |
Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Winners | 88 | 86 | 89 | 88 | 86 | 89 |
Avg Bars in Losers | 47 | 51 | 42 | 47 | 51 | 42 |
Bars Traded | 6335 | 3119 | 3216 | 6335 | 3119 | 3216 |
Profit Streak | 0 | 0 | 79.9024 | 0 | 0 | 79.9024 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351254 | 265061 | -116061 | -292746 | -270148 | -570746 |
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 64, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 64, "offset": 0, "scalar": 1 } } }
# | 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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