Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820292.7337 | 731554.2025 | 88738.5312 | 5466408.1291 | 4338076.9005 | 1128331.2286 |
Total P&L (%) | 820.2927 | 731.5542 | 88.7385 | 5466.4081 | 4338.0769 | 1128.3312 |
Avg Daily Profit (%) | 0.3281 | 0.2926 | 0.0355 | 0.1609 | 0.1518 | 0.1004 |
Buy And Hold Return (%) | 751.8588 | 751.8588 | 751.8588 | 751.8588 | 751.8588 | 751.8588 |
Max Trade Drawdown | -100420 | -89164 | -47432 | -1331865 | -1256686 | -682955 |
Profit Factor | 2.3161 | 2.8304 | 1.3969 | 1.9253 | 2.0789 | 1.5981 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 51.5385 | 52.3077 | 50.7692 | 51.5385 | 52.3077 | 50.7692 |
Ratio Avg Win / Avg Loss | 2.1778 | 2.5806 | 1.3545 | 1.8104 | 1.8954 | 1.5497 |
Largest Winning Trade | 313585 | 313585 | 59470 | 2189089 | 2189089 | 686070 |
Largest Losing Trade | -45912 | -45912 | -26748 | -739767 | -739767 | -299365 |
Avg Bars in Trades | 37 | 46 | 28 | 37 | 46 | 28 |
Avg Bars in Winners | 46 | 56 | 36 | 46 | 56 | 36 |
Avg Bars in Losers | 27 | 35 | 19 | 27 | 35 | 19 |
Bars Traded | 4847 | 3027 | 1820 | 4847 | 3027 | 1820 |
Profit Streak | 66.0632 | 152.5632 | 66.0632 | 66.0632 | 152.5632 | 66.0632 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122402 | -281575 | -441335 | 463485 | -119271 | -196521 |
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{ "first_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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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