Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566025.8901 | 431326.3302 | 134699.5599 | 1906119.1726 | 837919.2944 | 1068199.8782 |
Total P&L (%) | 566.0259 | 431.3263 | 134.6996 | 1906.1192 | 837.9193 | 1068.1999 |
Avg Daily Profit (%) | 0.2262 | 0.1723 | 0.0538 | 0.1199 | 0.0895 | 0.0983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74917 | -112295 | -67632 | -1448690 | -1685992 | -747202 |
Profit Factor | 1.578 | 1.8871 | 1.2732 | 1.1764 | 1.1509 | 1.2033 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Profitability (%) | 44.2748 | 42.7481 | 45.8015 | 44.2748 | 42.7481 | 45.8015 |
Ratio Avg Win / Avg Loss | 1.9862 | 2.5274 | 1.5066 | 1.4806 | 1.5414 | 1.4239 |
Largest Winning Trade | 91792 | 91792 | 49660 | 755491 | 755491 | 543474 |
Largest Losing Trade | -24001 | -18502 | -24001 | -508128 | -318316 | -508128 |
Avg Bars in Trades | 56 | 60 | 52 | 56 | 60 | 52 |
Avg Bars in Winners | 84 | 92 | 77 | 84 | 92 | 77 |
Avg Bars in Losers | 34 | 37 | 31 | 34 | 37 | 31 |
Bars Traded | 14878 | 7983 | 6895 | 14878 | 7983 | 6895 |
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 | 370783 | 285845 | -121855 | -59904 | -129527 | -63724 |
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "offset": 0 } } }
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# | 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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