Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2510232.6184 | 2667927.1174 | -157694.4989 | -97324.3986 | -112811.2273 | 15486.8287 |
Total P&L (%) | 2510.2326 | 2667.9271 | -157.6945 | -97.3244 | -112.8112 | 15.4868 |
Avg Daily Profit (%) | 1.088 | 1.1564 | -0.0684 | -0.1568 | 0 | 0.0062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249853 | -245333 | -191839 | -388586 | -379282 | -56957 |
Profit Factor | 2.7663 | 3.5815 | 0.5933 | 0.9143 | 0.8798 | 1.0787 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 80 | 33 | 47 | 80 | 33 | 47 |
Losing Trades | 131 | 72 | 59 | 131 | 72 | 59 |
Profitability (%) | 37.9147 | 31.4286 | 44.3396 | 37.9147 | 31.4286 | 44.3396 |
Ratio Avg Win / Avg Loss | 4.5298 | 7.8142 | 0.7448 | 1.4972 | 1.9197 | 1.3541 |
Largest Winning Trade | 2631690 | 2631690 | 23988 | 272558 | 272558 | 33950 |
Largest Losing Trade | -60850 | -60850 | -44103 | -146364 | -146364 | -34303 |
Avg Bars in Trades | 64 | 117 | 11 | 64 | 117 | 11 |
Avg Bars in Winners | 90 | 202 | 11 | 90 | 202 | 11 |
Avg Bars in Losers | 48 | 78 | 11 | 48 | 78 | 11 |
Bars Traded | 13509 | 12306 | 1203 | 13509 | 12306 | 1203 |
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 | 543585 | 458397 | -582973 | -582706 | -585496 | -330527 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 31, "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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