Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298453.5347 | 233772.979 | 64680.5557 | 14840.8317 | 50641.7959 | -35800.9642 |
Total P&L (%) | 298.4535 | 233.773 | 64.6806 | 14.8408 | 50.6418 | -35.801 |
Avg Daily Profit (%) | 0.289 | 0.2264 | 0.0626 | 0.0134 | 0.0397 | -0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236217 | -128005 | -124921 | -337194 | -229608 | -200215 |
Profit Factor | 1.2273 | 1.3137 | 1.1139 | 1.009 | 1.0565 | 0.952 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 170 | 82 | 88 | 170 | 82 | 88 |
Losing Trades | 244 | 125 | 119 | 244 | 125 | 119 |
Profitability (%) | 41.0628 | 39.6135 | 42.5121 | 41.0628 | 39.6135 | 42.5121 |
Ratio Avg Win / Avg Loss | 1.7615 | 2.0026 | 1.5063 | 1.4483 | 1.6105 | 1.2874 |
Largest Winning Trade | 191599 | 191599 | 24175 | 105218 | 105218 | 60895 |
Largest Losing Trade | -27255 | -21301 | -27255 | -75945 | -75945 | -55121 |
Avg Bars in Trades | 29 | 36 | 23 | 29 | 36 | 23 |
Avg Bars in Winners | 39 | 48 | 32 | 39 | 48 | 32 |
Avg Bars in Losers | 22 | 27 | 16 | 22 | 27 | 16 |
Bars Traded | 12248 | 7455 | 4793 | 12248 | 7455 | 4793 |
Profit Streak | 8.0307 | 10.2807 | 0 | 8.0307 | 10.2807 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315824 | 225753 | -205924 | -401063 | -301338 | -581217 |
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{ "first_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "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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