Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106591.0525 | 33347.9692 | 73243.0834 | 98076.2638 | 34449.448 | 63626.8157 |
Total P&L (%) | 106.5911 | 33.348 | 73.2431 | 98.0763 | 34.4494 | 63.6268 |
Avg Daily Profit (%) | 0.2047 | 0.064 | 0.1406 | 0.1313 | 0.0569 | 0.0946 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59395 | -46292 | -57570 | -76043 | -55454 | -69579 |
Profit Factor | 1.4625 | 1.2953 | 1.6233 | 1.3384 | 1.2545 | 1.4119 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 67.3267 | 66.6667 | 68 | 67.3267 | 66.6667 | 68 |
Ratio Avg Win / Avg Loss | 0.7098 | 0.6476 | 0.7639 | 0.6495 | 0.6273 | 0.6644 |
Largest Winning Trade | 22938 | 16403 | 22938 | 17784 | 17101 | 17784 |
Largest Losing Trade | -45137 | -23584 | -45137 | -54777 | -21052 | -54777 |
Avg Bars in Trades | 241 | 274 | 209 | 241 | 274 | 209 |
Avg Bars in Winners | 178 | 208 | 147 | 178 | 208 | 147 |
Avg Bars in Losers | 373 | 404 | 339 | 373 | 404 | 339 |
Bars Traded | 24435 | 13981 | 10454 | 24435 | 13981 | 10454 |
Profit Streak | 0 | 0 | 44.5471 | 0 | 0 | 44.5471 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334623 | -290323 | -181803 | -16842 | -300043 | -244806 |
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 241, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 241, "offset": 0, "scalar": 4 } } }
# | 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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