Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186535.7609 | 54813.5123 | 131722.2486 | 283652.4429 | 104433.5798 | 179218.8631 |
Total P&L (%) | 186.5358 | 54.8135 | 131.7222 | 283.6524 | 104.4336 | 179.2189 |
Avg Daily Profit (%) | 0.3582 | 0.1052 | 0.2529 | 0.2585 | 0.1374 | 0.1973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76805 | -43901 | -42328 | -81654 | -49206 | -81012 |
Profit Factor | 1.6528 | 1.4435 | 1.8124 | 1.7678 | 1.7432 | 1.7829 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 69.6429 | 64.2857 | 75 | 69.6429 | 64.2857 | 75 |
Ratio Avg Win / Avg Loss | 0.7205 | 0.802 | 0.6041 | 0.7706 | 0.9684 | 0.5943 |
Largest Winning Trade | 19128 | 11902 | 19128 | 35909 | 24628 | 35909 |
Largest Losing Trade | -34177 | -23562 | -34177 | -76432 | -29603 | -76432 |
Avg Bars in Trades | 215 | 97 | 334 | 215 | 97 | 334 |
Avg Bars in Winners | 154 | 67 | 228 | 154 | 67 | 228 |
Avg Bars in Losers | 356 | 150 | 651 | 356 | 150 | 651 |
Bars Traded | 24167 | 5454 | 18713 | 24167 | 5454 | 18713 |
Profit Streak | 0 | 0 | 73.3905 | 0 | 0 | 73.3905 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427613 | -232972 | -167076 | 404937 | -187866 | -167608 |
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{ "first_band": { "type": "ssf", "factors": { "length": 53, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 230, "offset": 191 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 53, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 230, "offset": 191 } } }
# | 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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