Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163145.2646 | 138025.1943 | 25120.0703 | 148543.9548 | 114359.5533 | 34184.4016 |
Total P&L (%) | 163.1453 | 138.0252 | 25.1201 | 148.544 | 114.3596 | 34.1844 |
Avg Daily Profit (%) | 0.3132 | 0.265 | 0.0482 | 0.175 | 0.1465 | 0.0565 |
Buy And Hold Return (%) | 27.0955 | 27.0955 | 27.0955 | 27.0955 | 27.0955 | 27.0955 |
Max Trade Drawdown | -91081 | -84749 | -21414 | -176489 | -158113 | -47495 |
Profit Factor | 1.4588 | 1.5763 | 1.2164 | 1.289 | 1.327 | 1.2082 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 51.5625 | 48.4375 | 54.6875 | 51.5625 | 48.4375 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.3704 | 1.678 | 1.0079 | 1.2109 | 1.4126 | 1.0011 |
Largest Winning Trade | 81607 | 81607 | 10315 | 91180 | 91180 | 20346 |
Largest Losing Trade | -23716 | -23716 | -20309 | -58308 | -58308 | -30807 |
Avg Bars in Trades | 189 | 309 | 69 | 189 | 309 | 69 |
Avg Bars in Winners | 182 | 283 | 93 | 182 | 283 | 93 |
Avg Bars in Losers | 196 | 334 | 39 | 196 | 334 | 39 |
Bars Traded | 24235 | 19817 | 4418 | 24235 | 19817 | 4418 |
Profit Streak | 25.6611 | 26.4528 | 25.6611 | 25.6611 | 26.4528 | 25.6611 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375415 | -129550 | -433302 | 282580 | -138583 | -340968 |
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcu", "factors": { "length": 142, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcu", "factors": { "length": 142, "offset": 0, "scalar": 1 } } }
# | 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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