Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45104.2637 | 26415.4374 | 18688.8263 | 30721.4426 | 27521.1085 | 3200.3342 |
Total P&L (%) | 45.1043 | 26.4154 | 18.6888 | 30.7214 | 27.5211 | 3.2003 |
Avg Daily Profit (%) | 0.3247 | 0.1902 | 0.1345 | 0.193 | 0.1752 | 0.0227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31425 | -33000 | -31425 | -36999 | -33597 | -38054 |
Profit Factor | 1.2564 | 1.3406 | 1.1901 | 1.1621 | 1.3605 | 1.0283 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 139 | 66 | 73 | 139 | 66 | 73 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 73.9362 | 70.2128 | 77.6596 | 73.9362 | 70.2128 | 77.6596 |
Ratio Avg Win / Avg Loss | 0.4429 | 0.5687 | 0.3423 | 0.4096 | 0.5772 | 0.2958 |
Largest Winning Trade | 7781 | 7681 | 7781 | 8083 | 8083 | 7756 |
Largest Losing Trade | -31425 | -19189 | -31425 | -36999 | -19049 | -36999 |
Avg Bars in Trades | 69 | 73 | 65 | 69 | 73 | 65 |
Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Losers | 171 | 172 | 169 | 171 | 172 | 169 |
Bars Traded | 13006 | 6895 | 6111 | 13006 | 6895 | 6111 |
Profit Streak | 136.3302 | 136.3302 | 149.2156 | 136.3302 | 136.3302 | 149.2156 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300083 | 149595 | -31008 | -36150 | 152898 | -516131 |
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{ "first_band": { "type": "ssf", "factors": { "length": 18, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 18, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 142, "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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