Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097846.7915 | 1116128.2418 | -18281.4503 | 348409.4393 | 479686.1259 | -131276.6866 |
Total P&L (%) | 1097.8468 | 1116.1282 | -18.2815 | 348.4094 | 479.6861 | -131.2767 |
Avg Daily Profit (%) | 0.6029 | 0.6129 | -0.01 | 0.0824 | 0.0965 | 0 |
Buy And Hold Return (%) | 602.4793 | 602.4793 | 602.4793 | 602.4793 | 602.4793 | 602.4793 |
Max Trade Drawdown | -156042 | -153191 | -30406 | -2907656 | -2892637 | -212168 |
Profit Factor | 3.023 | 3.2616 | 0.6283 | 1.0627 | 1.0922 | 0.6351 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 46.0177 | 50 | 42.1053 | 46.0177 | 50 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.5462 | 3.2616 | 0.8639 | 1.2466 | 1.0922 | 0.8733 |
Largest Winning Trade | 868888 | 868888 | 4416 | 2466204 | 2466204 | 51770 |
Largest Losing Trade | -69227 | -69227 | -6521 | -1632397 | -1632397 | -54059 |
Avg Bars in Trades | 192 | 386 | 2 | 192 | 386 | 2 |
Avg Bars in Winners | 210 | 388 | 2 | 210 | 388 | 2 |
Avg Bars in Losers | 177 | 384 | 1 | 177 | 384 | 1 |
Bars Traded | 21748 | 21619 | 129 | 21748 | 21619 | 129 |
Profit Streak | 34.6404 | 34.7238 | 34.6404 | 34.6404 | 34.7238 | 34.6404 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321320 | -169583 | -762805 | -400535 | -528443 | -763083 |
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{ "first_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 2 } } }
# | 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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