Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655939.2015 | 611571.0163 | 44368.1851 | 1462834.2314 | 6718042.0834 | -5255207.852 |
Total P&L (%) | 655.9392 | 611.571 | 44.3682 | 1462.8342 | 6718.0421 | -5255.2079 |
Avg Daily Profit (%) | 0.2623 | 0.2446 | 0.0177 | 0.11 | 0.169 | 0 |
Buy And Hold Return (%) | 862.704 | 862.704 | 862.704 | 862.704 | 862.704 | 862.704 |
Max Trade Drawdown | -111792 | -43565 | -123857 | -5280230 | -499294 | -5934850 |
Profit Factor | 2.4328 | 5.4124 | 1.139 | 1.1502 | 5.7596 | 0.3687 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 65.8537 | 68.2927 | 63.4146 | 65.8537 | 68.2927 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.2615 | 2.5129 | 0.6571 | 0.5964 | 2.6741 | 0.2127 |
Largest Winning Trade | 184127 | 184127 | 51359 | 4434620 | 4434620 | 318898 |
Largest Losing Trade | -77457 | -35645 | -77457 | -3786924 | -421090 | -3786924 |
Avg Bars in Trades | 55 | 68 | 43 | 55 | 68 | 43 |
Avg Bars in Winners | 63 | 65 | 62 | 63 | 65 | 62 |
Avg Bars in Losers | 40 | 74 | 10 | 40 | 74 | 10 |
Bars Traded | 4564 | 2794 | 1770 | 4564 | 2794 | 1770 |
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 | -160127 | -146854 | -402444 | -118005 | 667143 | -579003 |
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{ "first_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 231, "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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