Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578811.39 | 525851.8986 | 52959.4914 | -42552.3558 | -319531.5897 | 276979.2338 |
Total P&L (%) | 578.8114 | 525.8519 | 52.9595 | -42.5524 | -319.5316 | 276.9792 |
Avg Daily Profit (%) | 0.3906 | 0.3549 | 0.0357 | -0.0374 | 0 | 0.0896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187904 | -205578 | -84077 | -604186 | -812768 | -79053 |
Profit Factor | 1.7588 | 1.9328 | 1.266 | 0.9716 | 0.7547 | 2.4021 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 40.3509 | 29.8246 | 50.8772 | 40.3509 | 29.8246 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.5999 | 4.5478 | 1.2223 | 1.4363 | 1.7758 | 2.3193 |
Largest Winning Trade | 485659 | 485659 | 33775 | 485659 | 485659 | 77155 |
Largest Losing Trade | -44740 | -44740 | -26468 | -228174 | -228174 | -22904 |
Avg Bars in Trades | 50 | 77 | 24 | 50 | 77 | 24 |
Avg Bars in Winners | 60 | 112 | 30 | 60 | 112 | 30 |
Avg Bars in Losers | 43 | 62 | 17 | 43 | 62 | 17 |
Bars Traded | 5777 | 4407 | 1370 | 5777 | 4407 | 1370 |
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 | 343876 | -175851 | -326075 | -582560 | -766884 | -248429 |
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{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } } }
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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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