Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312288.5846 | 227702.574 | 84586.0106 | 73386.671 | 228124.0276 | -154737.3566 |
Total P&L (%) | 312.2886 | 227.7026 | 84.586 | 73.3867 | 228.124 | -154.7374 |
Avg Daily Profit (%) | 0.3033 | 0.2212 | 0.0822 | 0.0535 | 0.1155 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191591 | -110778 | -134991 | -379095 | -193027 | -306621 |
Profit Factor | 1.4736 | 1.7217 | 1.246 | 1.0517 | 1.3582 | 0.8021 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 40.5229 | 36.8421 | 44.1558 | 40.5229 | 36.8421 | 44.1558 |
Ratio Avg Win / Avg Loss | 2.1629 | 2.9514 | 1.5759 | 1.5437 | 2.3283 | 1.0145 |
Largest Winning Trade | 210932 | 210932 | 47853 | 274021 | 274021 | 78872 |
Largest Losing Trade | -38539 | -19984 | -38539 | -124515 | -65168 | -124515 |
Avg Bars in Trades | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Winners | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 6091 | 2967 | 3124 | 6091 | 2967 | 3124 |
Profit Streak | 14.8195 | 0 | 29.1528 | 14.8195 | 0 | 29.1528 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304731 | -43509 | -125157 | -286325 | -91852 | -621876 |
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{ "first_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "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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