Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411341.2529 | 515212.1111 | -103870.8582 | -39121.174 | 96292.7221 | -135413.8961 |
Total P&L (%) | 411.3413 | 515.2121 | -103.8709 | -39.1212 | 96.2927 | -135.4139 |
Avg Daily Profit (%) | 0.189 | 0.2368 | -0.0477 | -0.0228 | 0.031 | 0 |
Buy And Hold Return (%) | 223.5602 | 223.5602 | 223.5602 | 223.5602 | 223.5602 | 223.5602 |
Max Trade Drawdown | -113516 | -107723 | -82919 | -221050 | -200210 | -133838 |
Profit Factor | 1.5083 | 2.1521 | 0.713 | 0.9606 | 1.1586 | 0.6501 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 58.5106 | 63.8298 | 53.1915 | 58.5106 | 63.8298 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.0696 | 1.2195 | 0.6275 | 0.6812 | 0.6566 | 0.5721 |
Largest Winning Trade | 116734 | 116734 | 27203 | 69193 | 69193 | 25547 |
Largest Losing Trade | -68137 | -68137 | -64722 | -170712 | -170712 | -96901 |
Avg Bars in Trades | 87 | 130 | 44 | 87 | 130 | 44 |
Avg Bars in Winners | 51 | 67 | 32 | 51 | 67 | 32 |
Avg Bars in Losers | 138 | 242 | 58 | 138 | 242 | 58 |
Bars Traded | 8234 | 6136 | 2098 | 8234 | 6136 | 2098 |
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 | 82167 | 300603 | -580283 | -579424 | -363072 | -580283 |
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } } }
# | 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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