Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363806.749 | 408874.0697 | -45067.3207 | -28847.3726 | 244366.7841 | -273214.1567 |
Total P&L (%) | 363.8067 | 408.8741 | -45.0673 | -28.8474 | 244.3668 | -273.2142 |
Avg Daily Profit (%) | 0.2939 | 0.3303 | -0.0364 | -0.0275 | 0.0999 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201227 | -112744 | -116523 | -1511041 | -846223 | -772863 |
Profit Factor | 1.6107 | 2.2456 | 0.8315 | 0.9911 | 1.1435 | 0.8223 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 47.3684 | 39.4737 | 55.2632 | 47.3684 | 39.4737 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.7896 | 3.4433 | 0.6731 | 1.1012 | 1.7533 | 0.6657 |
Largest Winning Trade | 343073 | 343073 | 31269 | 407566 | 407566 | 327563 |
Largest Losing Trade | -47529 | -47529 | -45432 | -541965 | -320570 | -541965 |
Avg Bars in Trades | 47 | 65 | 29 | 47 | 65 | 29 |
Avg Bars in Winners | 49 | 69 | 35 | 49 | 69 | 35 |
Avg Bars in Losers | 45 | 63 | 20 | 45 | 63 | 20 |
Bars Traded | 3598 | 2493 | 1105 | 3598 | 2493 | 1105 |
Profit Streak | 0 | 0 | 48.824 | 0 | 0 | 48.824 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43328 | 321414 | -579242 | -633912 | -125251 | -579242 |
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{ "first_band": { "type": "ssf", "factors": { "length": 150, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 150, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "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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