Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853252.7069 | 713598.1494 | 139654.5575 | 2083854.6549 | -612718.7403 | 2696573.3951 |
Total P&L (%) | 853.2527 | 713.5981 | 139.6546 | 2083.8547 | -612.7187 | 2696.5734 |
Avg Daily Profit (%) | 0.4422 | 0.3698 | 0.0724 | 0.1599 | 0 | 0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91379 | -76260 | -69700 | -5218008 | -5211455 | -1169957 |
Profit Factor | 1.8848 | 2.3721 | 1.3143 | 1.0905 | 0.9566 | 1.3025 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
Losing Trades | 102 | 58 | 44 | 102 | 58 | 44 |
Profitability (%) | 43.6464 | 36.2637 | 51.1111 | 43.6464 | 36.2637 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.4335 | 4.1692 | 1.2572 | 1.408 | 1.6812 | 1.2459 |
Largest Winning Trade | 369350 | 369350 | 51730 | 2778003 | 2778003 | 1464225 |
Largest Losing Trade | -38096 | -32242 | -38096 | -1528724 | -1528724 | -815604 |
Avg Bars in Trades | 125 | 125 | 125 | 125 | 125 | 125 |
Avg Bars in Winners | 186 | 192 | 181 | 186 | 192 | 181 |
Avg Bars in Losers | 78 | 86 | 67 | 78 | 86 | 67 |
Bars Traded | 22706 | 11386 | 11320 | 22706 | 11386 | 11320 |
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 | 437845 | 300757 | -96312 | -114779 | -583653 | 278436 |
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{ "first_band": { "type": "t3", "factors": { "length": 107, "offset": 0, "a": 0.66135 } }, "second_band": { "type": "ssf", "factors": { "length": 79, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 107, "offset": 0, "a": 0.66135 } }, "second_band": { "type": "ssf", "factors": { "length": 79, "offset": 0, "poles": 3 } } }
# | 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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