Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569337.8952 | 515561.5183 | 53776.3769 | 95841.2697 | 200409.2463 | -104567.9767 |
Total P&L (%) | 569.3379 | 515.5615 | 53.7764 | 95.8413 | 200.4092 | -104.568 |
Avg Daily Profit (%) | 0.3076 | 0.2785 | 0.0291 | 0.0363 | 0.0594 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133568 | -96251 | -118283 | -710335 | -457407 | -376137 |
Profit Factor | 1.6772 | 2.2484 | 1.1257 | 1.0377 | 1.1598 | 0.919 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 38.8889 | 38.2716 | 39.5062 | 38.8889 | 38.2716 | 39.5062 |
Ratio Avg Win / Avg Loss | 2.6356 | 3.6264 | 1.7238 | 1.6306 | 1.8706 | 1.4072 |
Largest Winning Trade | 513411 | 513411 | 65028 | 339524 | 339524 | 130917 |
Largest Losing Trade | -30806 | -30806 | -19103 | -212307 | -212307 | -132330 |
Avg Bars in Trades | 135 | 110 | 160 | 135 | 110 | 160 |
Avg Bars in Winners | 239 | 197 | 280 | 239 | 197 | 280 |
Avg Bars in Losers | 68 | 55 | 81 | 68 | 55 | 81 |
Bars Traded | 21901 | 8917 | 12984 | 21901 | 8917 | 12984 |
Profit Streak | 7.8635 | 0 | 10.8635 | 7.8635 | 0 | 10.8635 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336173 | -3530 | -251659 | -325175 | -173713 | -594506 |
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 208, "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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