Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534584.6226 | 452169.6022 | 82415.0204 | 1317631.5105 | 586286.2228 | 731345.2877 |
Total P&L (%) | 534.5846 | 452.1696 | 82.415 | 1317.6315 | 586.2862 | 731.3453 |
Avg Daily Profit (%) | 0.2915 | 0.2466 | 0.0449 | 0.1447 | 0.1051 | 0.1156 |
Buy And Hold Return (%) | 79.0543 | 79.0543 | 79.0543 | 79.0543 | 79.0543 | 79.0543 |
Max Trade Drawdown | -66327 | -104577 | -9473 | -945185 | -1265396 | -76300 |
Profit Factor | 2.8504 | 2.756 | 3.6247 | 1.3671 | 1.1773 | 3.5811 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 61.5385 | 50 | 72.7273 | 61.5385 | 50 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.7815 | 2.756 | 1.3593 | 0.8544 | 1.1773 | 1.3429 |
Largest Winning Trade | 241970 | 241970 | 17259 | 953834 | 953834 | 285441 |
Largest Losing Trade | -33813 | -33813 | -6701 | -764671 | -764671 | -76300 |
Avg Bars in Trades | 105 | 207 | 6 | 105 | 207 | 6 |
Avg Bars in Winners | 57 | 133 | 5 | 57 | 133 | 5 |
Avg Bars in Losers | 182 | 281 | 6 | 182 | 281 | 6 |
Bars Traded | 6850 | 6651 | 199 | 6850 | 6651 | 199 |
Profit Streak | 59.3552 | 0 | 63.1052 | 59.3552 | 0 | 63.1052 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119840 | 446129 | -276000 | -134568 | -77762 | -28906 |
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{ "first_band": { "type": "dcl", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 158, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 158, "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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