Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140131.195 | 66321.8003 | 73809.3948 | 221592.0967 | 125621.7722 | 95970.3245 |
Total P&L (%) | 140.1312 | 66.3218 | 73.8094 | 221.5921 | 125.6218 | 95.9703 |
Avg Daily Profit (%) | 0.5381 | 0.2547 | 0.2834 | 0.4496 | 0.3129 | 0.2587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45895 | -24810 | -37139 | -77167 | -39070 | -57829 |
Profit Factor | 1.5087 | 1.4695 | 1.55 | 1.4788 | 1.5727 | 1.3942 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 54.4944 | 53.9326 | 55.0562 | 54.4944 | 53.9326 | 55.0562 |
Ratio Avg Win / Avg Loss | 1.2599 | 1.2552 | 1.2653 | 1.2349 | 1.3434 | 1.1381 |
Largest Winning Trade | 19590 | 16747 | 19590 | 24994 | 24994 | 23518 |
Largest Losing Trade | -13760 | -13760 | -11468 | -31509 | -22349 | -31509 |
Avg Bars in Trades | 135 | 137 | 134 | 135 | 137 | 134 |
Avg Bars in Winners | 148 | 155 | 141 | 148 | 155 | 141 |
Avg Bars in Losers | 120 | 115 | 126 | 120 | 115 | 126 |
Bars Traded | 24197 | 12200 | 11997 | 24197 | 12200 | 11997 |
Profit Streak | 9.0463 | 9.0463 | 9.5358 | 9.0463 | 9.0463 | 9.5358 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488924 | 319542 | 359925 | 455099 | 368996 | 318045 |
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{ "first_band": { "type": "ssf", "factors": { "length": 178, "offset": 133, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "offset": 209 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 178, "offset": 133, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "offset": 209 } } }
# | 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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