Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1268970.0983 | 1252794.3488 | 16175.7495 | 598090.406 | 859038.811 | -260948.4051 |
Total P&L (%) | 1268.9701 | 1252.7943 | 16.1757 | 598.0904 | 859.0388 | -260.9484 |
Avg Daily Profit (%) | 0.6975 | 0.6886 | 0.0089 | 0.1069 | 0.1243 | 0 |
Buy And Hold Return (%) | 652.2596 | 652.2596 | 652.2596 | 652.2596 | 652.2596 | 652.2596 |
Max Trade Drawdown | -227667 | -115534 | -166620 | -772794 | -410645 | -554553 |
Profit Factor | 2.9251 | 5.1956 | 1.0449 | 1.2463 | 1.7935 | 0.8061 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 46.0526 | 47.3684 | 44.7368 | 46.0526 | 47.3684 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.4265 | 5.7729 | 1.2907 | 1.46 | 1.9928 | 0.9957 |
Largest Winning Trade | 756275 | 756275 | 75948 | 700460 | 700460 | 254289 |
Largest Losing Trade | -82940 | -39533 | -82940 | -262081 | -244680 | -262081 |
Avg Bars in Trades | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Winners | 108 | 97 | 119 | 108 | 97 | 119 |
Avg Bars in Losers | 36 | 42 | 30 | 36 | 42 | 30 |
Bars Traded | 5269 | 2599 | 2669 | 5269 | 2599 | 2669 |
Profit Streak | 0 | 107.4179 | 0 | 0 | 107.4179 | 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 | -44689 | 442296 | -519944 | -271238 | -90797 | -582811 |
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{ "first_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 31, "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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