Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711292.4164 | 496011.7199 | 215280.6965 | 6565147.6457 | 3132799.2682 | 3432348.3775 |
Total P&L (%) | 711.2924 | 496.0117 | 215.2807 | 6565.1476 | 3132.7993 | 3432.3484 |
Avg Daily Profit (%) | 0.3739 | 0.2607 | 0.1132 | 0.221 | 0.1829 | 0.1875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106096 | -57810 | -86214 | -3155153 | -1514876 | -1728659 |
Profit Factor | 2.7243 | 3.3504 | 2.0684 | 1.9904 | 1.8896 | 2.1047 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.9024 | 41.4634 | 46.3415 | 43.9024 | 41.4634 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.481 | 4.73 | 2.395 | 2.5433 | 2.6676 | 2.437 |
Largest Winning Trade | 169732 | 169732 | 56990 | 2378161 | 2378161 | 1326040 |
Largest Losing Trade | -26353 | -20920 | -26353 | -960058 | -960058 | -907774 |
Avg Bars in Trades | 45 | 36 | 54 | 45 | 36 | 54 |
Avg Bars in Winners | 86 | 69 | 100 | 86 | 69 | 100 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3725 | 1509 | 2216 | 3725 | 1509 | 2216 |
Profit Streak | 0 | 0 | 535.5697 | 0 | 0 | 535.5697 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 128625 | 405443 | -38801 | 30595 | 294997 | 400691 |
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{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 44, "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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