Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282554.2801 | 209741.043 | 72813.2372 | 650973.5503 | 502701.1225 | 148272.4278 |
Total P&L (%) | 282.5543 | 209.741 | 72.8132 | 650.9736 | 502.7011 | 148.2724 |
Avg Daily Profit (%) | 0.5425 | 0.4027 | 0.1398 | 0.3879 | 0.3455 | 0.1748 |
Buy And Hold Return (%) | 49.5959 | 49.5959 | 49.5959 | 49.5959 | 49.5959 | 49.5959 |
Max Trade Drawdown | -53102 | -53357 | -30702 | -280764 | -222571 | -229687 |
Profit Factor | 1.6008 | 1.8815 | 1.3134 | 1.3661 | 1.5481 | 1.1722 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 38.7097 | 35.7798 | 41.6667 | 38.7097 | 35.7798 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.5347 | 3.377 | 1.8388 | 2.1629 | 2.7787 | 1.641 |
Largest Winning Trade | 92679 | 92679 | 25845 | 195685 | 195685 | 86335 |
Largest Losing Trade | -10384 | -10384 | -9276 | -70540 | -68977 | -70540 |
Avg Bars in Trades | 113 | 117 | 110 | 113 | 117 | 110 |
Avg Bars in Winners | 167 | 170 | 165 | 167 | 170 | 165 |
Avg Bars in Losers | 79 | 87 | 71 | 79 | 87 | 71 |
Bars Traded | 24683 | 12769 | 11914 | 24683 | 12769 | 11914 |
Profit Streak | 11.531 | 16.9685 | 11.531 | 11.531 | 16.9685 | 11.531 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374631 | 216812 | -28709 | 321792 | 255913 | -29189 |
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{ "first_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 122, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 122, "offset": 0, "scalar": 4 } } }
# | 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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