Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873709.2317 | 575456.4593 | 298252.7724 | 21993925.4512 | 8964878.779 | 13029046.6722 |
Total P&L (%) | 873.7092 | 575.4565 | 298.2528 | 21993.9255 | 8964.8788 | 13029.0467 |
Avg Daily Profit (%) | 0.4595 | 0.3027 | 0.1569 | 0.2843 | 0.2373 | 0.2569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65137 | -112805 | -69773 | -5758684 | -7033548 | -3165092 |
Profit Factor | 2.4151 | 2.6972 | 2.0715 | 1.7199 | 1.4571 | 2.1909 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 42.8571 | 38.5714 | 47.1429 | 42.8571 | 38.5714 | 47.1429 |
Ratio Avg Win / Avg Loss | 3.2202 | 4.2956 | 2.3226 | 2.2931 | 2.3206 | 2.4564 |
Largest Winning Trade | 193390 | 193390 | 53008 | 9505894 | 9505894 | 6680844 |
Largest Losing Trade | -30705 | -16677 | -30705 | -3165092 | -2661475 | -3165092 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 135 | 138 | 133 | 135 | 138 | 133 |
Avg Bars in Losers | 38 | 34 | 43 | 38 | 34 | 43 |
Bars Traded | 11243 | 5223 | 6020 | 11243 | 5223 | 6020 |
Profit Streak | 497.5661 | 502.0661 | 0 | 497.5661 | 502.0661 | 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 | 469238 | -84257 | -84378 | 367021 | -87806 | -82876 |
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 36, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 36, "offset": 0, "scalar": 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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