Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411375.8404 | 384639.5512 | 26736.2893 | -26611.7052 | 110291.3676 | -136903.0728 |
Total P&L (%) | 411.3758 | 384.6396 | 26.7363 | -26.6117 | 110.2914 | -136.9031 |
Avg Daily Profit (%) | 0.1738 | 0.1625 | 0.0113 | -0.0131 | 0.0314 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175180 | -122546 | -221700 | -225937 | -234992 | -285753 |
Profit Factor | 1.2252 | 1.4259 | 1.0289 | 0.9876 | 1.1065 | 0.8761 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 164 | 73 | 91 | 164 | 73 | 91 |
Losing Trades | 226 | 122 | 104 | 226 | 122 | 104 |
Profitability (%) | 42.0513 | 37.4359 | 46.6667 | 42.0513 | 37.4359 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.6883 | 2.383 | 1.1759 | 1.3609 | 1.8492 | 1.0013 |
Largest Winning Trade | 195004 | 195004 | 46722 | 104881 | 104881 | 46267 |
Largest Losing Trade | -49735 | -23413 | -49735 | -53081 | -41052 | -53081 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 34 | 36 | 32 | 34 | 36 | 32 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 9421 | 4904 | 4517 | 9421 | 4904 | 4517 |
Profit Streak | 37.507 | 38.507 | 37.507 | 37.507 | 38.507 | 37.507 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316580 | 219982 | -369845 | -578452 | -256362 | -579119 |
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{ "first_band": { "type": "ssf", "factors": { "length": 64, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 64, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 3 } } }
# | 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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