Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197087.8708 | 1188834.4385 | 8253.4323 | 831570.5201 | 1358866.1484 | -527295.6283 |
Total P&L (%) | 1197.0879 | 1188.8344 | 8.2534 | 831.5705 | 1358.8661 | -527.2956 |
Avg Daily Profit (%) | 0.6586 | 0.6541 | 0.0045 | 0.1229 | 0.1476 | 0 |
Buy And Hold Return (%) | 578.5332 | 578.5332 | 578.5332 | 578.5332 | 578.5332 | 578.5332 |
Max Trade Drawdown | -135441 | -95217 | -78604 | -2738677 | -1960853 | -1071269 |
Profit Factor | 2.8102 | 4.1263 | 1.0294 | 1.1004 | 1.2675 | 0.8352 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 44.6809 | 46.8085 | 42.5532 | 44.6809 | 46.8085 | 42.5532 |
Ratio Avg Win / Avg Loss | 3.4793 | 4.6889 | 1.3896 | 1.3625 | 1.4404 | 1.1275 |
Largest Winning Trade | 682306 | 682306 | 68559 | 1671217 | 1671217 | 545902 |
Largest Losing Trade | -42925 | -42925 | -36120 | -1001541 | -1001541 | -419123 |
Avg Bars in Trades | 74 | 102 | 46 | 74 | 102 | 46 |
Avg Bars in Winners | 106 | 143 | 66 | 106 | 143 | 66 |
Avg Bars in Losers | 47 | 65 | 31 | 47 | 65 | 31 |
Bars Traded | 6980 | 4796 | 2184 | 6980 | 4796 | 2184 |
Profit Streak | 0 | 87.7681 | 0 | 0 | 87.7681 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326733 | 430154 | -543565 | -170126 | -898 | -581926 |
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{ "first_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 24, "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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