Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607062.1861 | 523878.3272 | 83183.8589 | 157625.6986 | 54860.518 | 102765.1806 |
Total P&L (%) | 607.0622 | 523.8783 | 83.1839 | 157.6257 | 54.8605 | 102.7652 |
Avg Daily Profit (%) | 0.3793 | 0.3273 | 0.052 | 0.0591 | 0.0273 | 0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171042 | -111129 | -96623 | -312337 | -258960 | -127409 |
Profit Factor | 1.8127 | 2.3337 | 1.2349 | 1.1432 | 1.0889 | 1.2126 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 54 | 48 | 60 | 54 | 48 | 60 |
Ratio Avg Win / Avg Loss | 1.5441 | 2.5282 | 0.8232 | 0.9739 | 1.1796 | 0.8084 |
Largest Winning Trade | 368297 | 368297 | 49931 | 125543 | 102554 | 125543 |
Largest Losing Trade | -63909 | -61448 | -63909 | -103721 | -103721 | -81416 |
Avg Bars in Trades | 61 | 70 | 53 | 61 | 70 | 53 |
Avg Bars in Winners | 74 | 84 | 66 | 74 | 84 | 66 |
Avg Bars in Losers | 47 | 57 | 34 | 47 | 57 | 34 |
Bars Traded | 6198 | 3527 | 2671 | 6198 | 3527 | 2671 |
Profit Streak | 44.0022 | 44.0022 | 52.0022 | 44.0022 | 44.0022 | 52.0022 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532119 | -166709 | -303683 | -176821 | -460407 | -314217 |
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{ "first_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 72, "offset": 0, "scalar": 3 } } }
# | 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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