Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915844.5201 | 886786.1547 | 29058.3654 | 578029.5052 | 609064.9435 | -31035.4382 |
Total P&L (%) | 915.8445 | 886.7862 | 29.0584 | 578.0295 | 609.0649 | -31.0354 |
Avg Daily Profit (%) | 0.4224 | 0.409 | 0.0134 | 0.0883 | 0.0904 | -0.0171 |
Buy And Hold Return (%) | 169.8113 | 169.8113 | 169.8113 | 169.8113 | 169.8113 | 169.8113 |
Max Trade Drawdown | -205140 | -176441 | -50574 | -1937181 | -1582478 | -431098 |
Profit Factor | 3.0647 | 3.7798 | 1.2333 | 1.1404 | 1.2 | 0.971 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 45.2055 | 36.1111 | 54.0541 | 45.2055 | 36.1111 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.7147 | 6.6874 | 1.0483 | 1.3823 | 2.1231 | 0.8254 |
Largest Winning Trade | 558530 | 558530 | 53278 | 1124715 | 1124715 | 182108 |
Largest Losing Trade | -37839 | -37839 | -18575 | -566507 | -566507 | -395464 |
Avg Bars in Trades | 87 | 163 | 13 | 87 | 163 | 13 |
Avg Bars in Winners | 124 | 288 | 18 | 124 | 288 | 18 |
Avg Bars in Losers | 57 | 93 | 8 | 57 | 93 | 8 |
Bars Traded | 6403 | 5889 | 515 | 6403 | 5889 | 515 |
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 | -63420 | 364876 | -340231 | -221619 | -79312 | -579969 |
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "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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