Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705995.6438 | 666913.617 | 39082.0268 | 810571.9273 | 730030.6016 | 80541.3257 |
Total P&L (%) | 705.9956 | 666.9136 | 39.082 | 810.5719 | 730.0306 | 80.5413 |
Avg Daily Profit (%) | 0.3838 | 0.3626 | 0.0212 | 0.1202 | 0.1151 | 0.0321 |
Buy And Hold Return (%) | 73.5956 | 73.5956 | 73.5956 | 73.5956 | 73.5956 | 73.5956 |
Max Trade Drawdown | -64801 | -88601 | -75677 | -516924 | -344529 | -478549 |
Profit Factor | 2.3692 | 3.8715 | 1.1379 | 1.4188 | 1.8428 | 1.0753 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 44.4444 | 50 | 38.7097 | 44.4444 | 50 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.9615 | 3.8715 | 1.8017 | 1.7735 | 1.8428 | 1.7026 |
Largest Winning Trade | 474155 | 474155 | 49532 | 472855 | 318820 | 472855 |
Largest Losing Trade | -43103 | -31520 | -43103 | -344529 | -344529 | -162038 |
Avg Bars in Trades | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Winners | 91 | 86 | 98 | 91 | 86 | 98 |
Avg Bars in Losers | 27 | 31 | 23 | 27 | 31 | 23 |
Bars Traded | 3522 | 1889 | 1633 | 3522 | 1889 | 1633 |
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 | -139316 | 589036 | -402393 | -183701 | -35441 | -427396 |
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 26, "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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