Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70193.1903 | 3745.4293 | 66447.761 | 78453.5976 | 11933.7642 | 66519.8335 |
Total P&L (%) | 70.1932 | 3.7454 | 66.4478 | 78.4536 | 11.9338 | 66.5198 |
Avg Daily Profit (%) | 0.2695 | 0.0144 | 0.2552 | 0.2226 | 0.0433 | 0.196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26885 | -26446 | -13119 | -25808 | -27767 | -12071 |
Profit Factor | 1.5608 | 1.0459 | 2.5264 | 1.6041 | 1.1474 | 2.3608 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 69.3333 | 64.8649 | 73.6842 | 69.3333 | 64.8649 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.6904 | 0.5665 | 0.9023 | 0.7095 | 0.6215 | 0.8431 |
Largest Winning Trade | 8795 | 8795 | 8695 | 8451 | 8451 | 8201 |
Largest Losing Trade | -24693 | -24693 | -9355 | -22814 | -22814 | -10428 |
Avg Bars in Trades | 317 | 344 | 291 | 317 | 344 | 291 |
Avg Bars in Winners | 195 | 214 | 178 | 195 | 214 | 178 |
Avg Bars in Losers | 593 | 582 | 608 | 593 | 582 | 608 |
Bars Traded | 23804 | 12729 | 11075 | 23804 | 12729 | 11075 |
Profit Streak | 12.5728 | 29.9686 | 12.5728 | 12.5728 | 29.9686 | 12.5728 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50579 | -509089 | 439071 | -50733 | -298743 | 409534 |
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{ "first_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.03228 } } }
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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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