Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163421.7137 | 73090.5783 | 90331.1354 | 210698.6011 | 102888.2121 | 107810.3891 |
Total P&L (%) | 163.4217 | 73.0906 | 90.3311 | 210.6986 | 102.8882 | 107.8104 |
Avg Daily Profit (%) | 0.3138 | 0.1403 | 0.1734 | 0.2179 | 0.1359 | 0.1405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33402 | -29807 | -25309 | -89130 | -60347 | -64008 |
Profit Factor | 1.5222 | 1.4412 | 1.6135 | 1.3543 | 1.3258 | 1.3865 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 42.5373 | 40.2985 | 44.7761 | 42.5373 | 40.2985 | 44.7761 |
Ratio Avg Win / Avg Loss | 2.0564 | 2.1351 | 1.9899 | 1.8294 | 1.9641 | 1.71 |
Largest Winning Trade | 57104 | 57104 | 31418 | 65759 | 65759 | 51562 |
Largest Losing Trade | -11714 | -10765 | -11714 | -32777 | -32777 | -27307 |
Avg Bars in Trades | 181 | 153 | 210 | 181 | 153 | 210 |
Avg Bars in Winners | 290 | 269 | 308 | 290 | 269 | 308 |
Avg Bars in Losers | 101 | 74 | 131 | 101 | 74 | 131 |
Bars Traded | 24387 | 10251 | 14136 | 24387 | 10251 | 14136 |
Profit Streak | 13.0091 | 13.0091 | 16.2174 | 13.0091 | 13.0091 | 16.2174 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328000 | -124326 | -108533 | 261545 | -130905 | -122679 |
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{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 247, "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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