Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728411.3656 | 662649.8671 | 65761.4985 | 359727.182 | 506732.0697 | -147004.8877 |
Total P&L (%) | 728.4114 | 662.6499 | 65.7615 | 359.7272 | 506.7321 | -147.0049 |
Avg Daily Profit (%) | 0.3902 | 0.355 | 0.0352 | 0.0818 | 0.0966 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288120 | -152793 | -168370 | -544504 | -214905 | -343056 |
Profit Factor | 2.2534 | 3.0909 | 1.2489 | 1.5536 | 2.8604 | 0.6105 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 43.3333 | 51.6129 | 47.541 | 43.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.4865 | 4.042 | 1.1708 | 1.7144 | 3.7405 | 0.5723 |
Largest Winning Trade | 347187 | 347187 | 50713 | 353523 | 353523 | 52209 |
Largest Losing Trade | -56171 | -45609 | -56171 | -229598 | -86417 | -229598 |
Avg Bars in Trades | 114 | 124 | 104 | 114 | 124 | 104 |
Avg Bars in Winners | 159 | 181 | 142 | 159 | 181 | 142 |
Avg Bars in Losers | 72 | 81 | 63 | 72 | 81 | 63 |
Bars Traded | 6966 | 3735 | 3231 | 6966 | 3735 | 3231 |
Profit Streak | 324.3687 | 325.8687 | 324.3687 | 324.3687 | 325.8687 | 324.3687 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151596 | 503020 | -144832 | -246609 | -59388 | -579263 |
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{ "first_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 124, "offset": 0, "scalar": 4 } } }
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# | 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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