Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851387.8604 | 875625.4826 | -24237.6222 | 108507.637 | 539625.6009 | -431117.9639 |
Total P&L (%) | 851.3879 | 875.6255 | -24.2376 | 108.5076 | 539.6256 | -431.118 |
Avg Daily Profit (%) | 0.4087 | 0.4204 | -0.0116 | 0.0353 | 0.0891 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174764 | -117894 | -207519 | -1096621 | -778368 | -577332 |
Profit Factor | 1.8073 | 2.5676 | 0.9511 | 1.0272 | 1.2474 | 0.7608 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 38.6667 | 34.6667 | 42.6667 | 38.6667 | 34.6667 | 42.6667 |
Ratio Avg Win / Avg Loss | 2.8667 | 4.8389 | 1.2781 | 1.6294 | 2.3508 | 1.0224 |
Largest Winning Trade | 393699 | 393699 | 79839 | 654678 | 654678 | 290544 |
Largest Losing Trade | -59836 | -59836 | -34072 | -216131 | -216131 | -133221 |
Avg Bars in Trades | 164 | 140 | 187 | 164 | 140 | 187 |
Avg Bars in Winners | 285 | 256 | 308 | 285 | 256 | 308 |
Avg Bars in Losers | 88 | 79 | 98 | 88 | 79 | 98 |
Bars Traded | 24667 | 10573 | 14093 | 24667 | 10573 | 14093 |
Profit Streak | 0 | 0 | 31.1636 | 0 | 0 | 31.1636 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346639 | -48104 | -638381 | -338839 | -135594 | -638381 |
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{ "first_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 244, "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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