Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230304.148 | 1361054.8697 | -130750.7217 | -41162.7164 | 193514.5841 | -234677.3005 |
Total P&L (%) | 1230.3041 | 1361.0549 | -130.7507 | -41.1627 | 193.5146 | -234.6773 |
Avg Daily Profit (%) | 0.6793 | 0.7514 | -0.0722 | -0.0293 | 0.0595 | 0 |
Buy And Hold Return (%) | 519.2758 | 519.2758 | 519.2758 | 519.2758 | 519.2758 | 519.2758 |
Max Trade Drawdown | -204353 | -132210 | -249515 | -411006 | -237343 | -245396 |
Profit Factor | 1.9109 | 2.9901 | 0.8039 | 0.9627 | 1.324 | 0.5376 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Profitability (%) | 35.4478 | 35.0746 | 35.8209 | 35.4478 | 35.0746 | 35.8209 |
Ratio Avg Win / Avg Loss | 3.4798 | 5.5349 | 1.4403 | 1.7532 | 2.4507 | 0.9631 |
Largest Winning Trade | 1042113 | 1042113 | 69015 | 370933 | 370933 | 22809 |
Largest Losing Trade | -38598 | -38598 | -34285 | -162851 | -162851 | -88820 |
Avg Bars in Trades | 80 | 72 | 88 | 80 | 72 | 88 |
Avg Bars in Winners | 140 | 126 | 153 | 140 | 126 | 153 |
Avg Bars in Losers | 47 | 44 | 51 | 47 | 44 | 51 |
Bars Traded | 21570 | 9762 | 11808 | 21570 | 9762 | 11808 |
Profit Streak | 5.6665 | 12.4165 | 0 | 5.6665 | 12.4165 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280123 | 346600 | -584824 | -581554 | -283340 | -586490 |
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{ "first_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 154, "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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