Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341049.9009 | 242781.5874 | 98268.3135 | 161982.4545 | 178116.2135 | -16133.759 |
Total P&L (%) | 341.0499 | 242.7816 | 98.2683 | 161.9825 | 178.1162 | -16.1338 |
Avg Daily Profit (%) | 0.1812 | 0.129 | 0.0522 | 0.0512 | 0.0544 | -0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207370 | -89505 | -126969 | -460836 | -207957 | -255731 |
Profit Factor | 1.4711 | 1.6977 | 1.2614 | 1.1059 | 1.2331 | 0.9789 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 51.4124 | 51.1364 | 51.6854 | 51.4124 | 51.1364 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.3903 | 1.6222 | 1.1791 | 1.0452 | 1.1783 | 0.9151 |
Largest Winning Trade | 100183 | 100183 | 71977 | 209047 | 209047 | 87332 |
Largest Losing Trade | -55000 | -33721 | -55000 | -99780 | -99780 | -86553 |
Avg Bars in Trades | 61 | 68 | 55 | 61 | 68 | 55 |
Avg Bars in Winners | 74 | 77 | 70 | 74 | 77 | 70 |
Avg Bars in Losers | 48 | 58 | 39 | 48 | 58 | 39 |
Bars Traded | 10952 | 6009 | 4943 | 10952 | 6009 | 4943 |
Profit Streak | 4.021 | 8.021 | 4.021 | 4.021 | 8.021 | 4.021 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358561 | -17129 | -123655 | -227203 | -120161 | -581076 |
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{ "first_band": { "type": "ssf", "factors": { "length": 12, "offset": 218, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 12, "offset": 218, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 243, "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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