Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558424.4162 | 531796.04 | 26628.3762 | 131251.1942 | -61221.4038 | 192472.598 |
Total P&L (%) | 558.4244 | 531.796 | 26.6284 | 131.2512 | -61.2214 | 192.4726 |
Avg Daily Profit (%) | 0.2966 | 0.2825 | 0.0141 | 0.0445 | -0.0503 | 0.057 |
Buy And Hold Return (%) | 27.8495 | 27.8495 | 27.8495 | 27.8495 | 27.8495 | 27.8495 |
Max Trade Drawdown | -196487 | -167811 | -44592 | -2133676 | -1852456 | -315837 |
Profit Factor | 1.537 | 1.7165 | 1.0895 | 1.0182 | 0.9884 | 1.099 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 44.8598 | 42.0561 | 47.6636 | 44.8598 | 42.0561 | 47.6636 |
Ratio Avg Win / Avg Loss | 1.8893 | 2.365 | 1.1963 | 1.2515 | 1.3618 | 1.2068 |
Largest Winning Trade | 300917 | 300917 | 22657 | 1064868 | 1064868 | 190026 |
Largest Losing Trade | -44894 | -44894 | -29675 | -675196 | -675196 | -164584 |
Avg Bars in Trades | 34 | 61 | 7 | 34 | 61 | 7 |
Avg Bars in Winners | 45 | 86 | 8 | 45 | 86 | 8 |
Avg Bars in Losers | 25 | 43 | 5 | 25 | 43 | 5 |
Bars Traded | 7370 | 6596 | 774 | 7370 | 6596 | 774 |
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 | 382608 | 310935 | -462752 | -336420 | -582469 | -229320 |
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{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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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