Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590021.8487 | 445348.4353 | 144673.4134 | 271540.5858 | -140327.9298 | 411868.5155 |
Total P&L (%) | 590.0218 | 445.3484 | 144.6734 | 271.5406 | -140.3279 | 411.8685 |
Avg Daily Profit (%) | 0.4007 | 0.3024 | 0.0983 | 0.0892 | 0 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173583 | -153494 | -74531 | -411733 | -406711 | -200576 |
Profit Factor | 1.8233 | 2.0333 | 1.5064 | 1.1508 | 0.8725 | 1.5889 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 38.5246 | 29.5082 | 47.541 | 38.5246 | 29.5082 | 47.541 |
Ratio Avg Win / Avg Loss | 2.9095 | 4.8572 | 1.6623 | 1.8364 | 2.0844 | 1.7532 |
Largest Winning Trade | 313291 | 313291 | 64431 | 305485 | 305485 | 162757 |
Largest Losing Trade | -42856 | -42856 | -33290 | -198024 | -108928 | -198024 |
Avg Bars in Trades | 71 | 66 | 75 | 71 | 66 | 75 |
Avg Bars in Winners | 107 | 96 | 114 | 107 | 96 | 114 |
Avg Bars in Losers | 48 | 54 | 40 | 48 | 54 | 40 |
Bars Traded | 8706 | 4079 | 4627 | 8706 | 4079 | 4627 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326637 | -159542 | -221986 | -131564 | -749903 | -204543 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "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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