Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305365.5345 | 260605.6851 | 44759.8494 | 202173.1486 | 219300.7334 | -17127.5848 |
Total P&L (%) | 305.3655 | 260.6057 | 44.7598 | 202.1731 | 219.3007 | -17.1276 |
Avg Daily Profit (%) | 0.2455 | 0.2095 | 0.036 | 0.0889 | 0.0934 | -0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124697 | -50612 | -126335 | -106780 | -94812 | -145705 |
Profit Factor | 1.4964 | 2.1902 | 1.113 | 1.3252 | 2.0146 | 0.9578 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 64.2857 | 67.1429 | 61.4286 | 64.2857 | 67.1429 | 61.4286 |
Ratio Avg Win / Avg Loss | 0.8314 | 1.0718 | 0.6989 | 0.7362 | 0.9859 | 0.6014 |
Largest Winning Trade | 43672 | 35975 | 43672 | 43476 | 43476 | 40041 |
Largest Losing Trade | -66582 | -36031 | -66582 | -74516 | -69320 | -74516 |
Avg Bars in Trades | 101 | 121 | 81 | 101 | 121 | 81 |
Avg Bars in Winners | 81 | 94 | 67 | 81 | 94 | 67 |
Avg Bars in Losers | 136 | 175 | 104 | 136 | 175 | 104 |
Bars Traded | 14199 | 8482 | 5717 | 14199 | 8482 | 5717 |
Profit Streak | 55.6719 | 92.5053 | 55.6719 | 55.6719 | 92.5053 | 55.6719 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412042 | -79714 | -335842 | -71847 | -157744 | -672074 |
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{ "first_band": { "type": "ssf", "factors": { "length": 72, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 242, "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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