Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440577.5392 | 430920.4224 | 9657.1168 | -32616.1241 | 1198890.6916 | -1231506.8157 |
Total P&L (%) | 440.5775 | 430.9204 | 9.6571 | -32.6161 | 1198.8907 | -1231.5068 |
Avg Daily Profit (%) | 0.223 | 0.2181 | 0.0049 | -0.02 | 0.1298 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272219 | -230753 | -169744 | -1423552 | -415898 | -1581869 |
Profit Factor | 1.4665 | 1.8741 | 1.0214 | 0.9904 | 2.1813 | 0.482 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 45.045 | 41.0714 | 49.0909 | 45.045 | 41.0714 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.7892 | 2.6889 | 1.0592 | 1.2083 | 3.1297 | 0.4998 |
Largest Winning Trade | 160525 | 160525 | 48859 | 608533 | 608533 | 285978 |
Largest Losing Trade | -78238 | -53140 | -78238 | -1013104 | -165407 | -1013104 |
Avg Bars in Trades | 104 | 107 | 101 | 104 | 107 | 101 |
Avg Bars in Winners | 151 | 161 | 143 | 151 | 161 | 143 |
Avg Bars in Losers | 65 | 69 | 61 | 65 | 69 | 61 |
Bars Traded | 11593 | 6001 | 5592 | 11593 | 6001 | 5592 |
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 | 302328 | -172194 | -729471 | -580743 | -198639 | -761186 |
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{ "first_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 46, "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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