Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113868.0742 | 84055.1357 | 29812.9385 | 101528.4791 | 76141.6094 | 25386.8698 |
Total P&L (%) | 113.8681 | 84.0551 | 29.8129 | 101.5285 | 76.1416 | 25.3869 |
Avg Daily Profit (%) | 0.4372 | 0.3228 | 0.1145 | 0.2695 | 0.2176 | 0.0869 |
Buy And Hold Return (%) | 17.5146 | 17.5146 | 17.5146 | 17.5146 | 17.5146 | 17.5146 |
Max Trade Drawdown | -42866 | -37600 | -33021 | -62563 | -54189 | -67506 |
Profit Factor | 1.2435 | 1.3324 | 1.1388 | 1.137 | 1.1929 | 1.0733 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 51.89 | 51.3699 | 52.4138 | 51.89 | 51.3699 | 52.4138 |
Ratio Avg Win / Avg Loss | 1.1529 | 1.2613 | 1.0339 | 1.0541 | 1.1292 | 0.9744 |
Largest Winning Trade | 33124 | 33124 | 12628 | 29124 | 29124 | 20557 |
Largest Losing Trade | -37600 | -37600 | -12872 | -54189 | -54189 | -26284 |
Avg Bars in Trades | 85 | 86 | 83 | 85 | 86 | 83 |
Avg Bars in Winners | 86 | 84 | 87 | 86 | 84 | 87 |
Avg Bars in Losers | 83 | 87 | 79 | 83 | 87 | 79 |
Bars Traded | 24766 | 12588 | 12178 | 24766 | 12588 | 12178 |
Profit Streak | 0 | 0 | 2.4475 | 0 | 0 | 2.4475 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339348 | 217969 | -119795 | -62074 | -3907 | -247370 |
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 179, "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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