Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182954.0867 | 192382.209 | -9428.1224 | -117519.3859 | -55550.305 | -61969.0809 |
Total P&L (%) | 182.9541 | 192.3822 | -9.4281 | -117.5194 | -55.5503 | -61.9691 |
Avg Daily Profit (%) | 0.1461 | 0.1537 | -0.0075 | 0 | -0.0647 | -0.0772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159723 | -62067 | -187661 | -84277 | -14765 | -77146 |
Profit Factor | 1.2024 | 1.4362 | 0.9796 | 0.5156 | 0.5418 | 0.4894 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 181 | 84 | 97 | 81 | 47 | 34 |
Losing Trades | 83 | 48 | 35 | 183 | 85 | 98 |
Profitability (%) | 68.5606 | 63.6364 | 73.4848 | 30.6818 | 35.6061 | 25.7576 |
Ratio Avg Win / Avg Loss | 0.5514 | 0.8207 | 0.3535 | 1.1649 | 0.9799 | 1.4107 |
Largest Winning Trade | 36486 | 36486 | 15892 | 15071 | 9776 | 15071 |
Largest Losing Trade | -120603 | -50356 | -120603 | -63121 | -50356 | -63121 |
Avg Bars in Trades | 18 | 24 | 13 | 18 | 24 | 13 |
Avg Bars in Winners | 10 | 12 | 8 | 36 | 44 | 25 |
Avg Bars in Losers | 37 | 45 | 26 | 11 | 13 | 8 |
Bars Traded | 4957 | 3235 | 1722 | 4957 | 3235 | 1722 |
Profit Streak | 31.3873 | 31.3873 | 54.8873 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 198776 | 351873 | -576130 | -584965 | -586301 | -605513 |
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{ "first_band": { "type": "dcl", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 2 } } }
# | 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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