Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452465.0684 | 434482.5237 | 17982.5447 | 169450.1063 | 141733.2111 | 27716.8952 |
Total P&L (%) | 452.4651 | 434.4825 | 17.9825 | 169.4501 | 141.7332 | 27.7169 |
Avg Daily Profit (%) | 0.8687 | 0.8342 | 0.0345 | 0.1905 | 0.1696 | 0.047 |
Buy And Hold Return (%) | 121.5291 | 121.5291 | 121.5291 | 121.5291 | 121.5291 | 121.5291 |
Max Trade Drawdown | -65490 | -69513 | -10365 | -142340 | -161998 | -16877 |
Profit Factor | 2.7819 | 3.0132 | 1.472 | 1.3953 | 1.3952 | 1.3957 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 68 | 41 | 27 | 68 | 41 | 27 |
Profitability (%) | 40.8696 | 29.3103 | 52.6316 | 40.8696 | 29.3103 | 52.6316 |
Ratio Avg Win / Avg Loss | 4.0249 | 7.2671 | 1.3248 | 2.0187 | 3.365 | 1.2561 |
Largest Winning Trade | 503024 | 503024 | 6767 | 231902 | 231902 | 18262 |
Largest Losing Trade | -15650 | -15650 | -4951 | -41912 | -41912 | -8429 |
Avg Bars in Trades | 216 | 419 | 10 | 216 | 419 | 10 |
Avg Bars in Winners | 242 | 650 | 11 | 242 | 650 | 11 |
Avg Bars in Losers | 198 | 323 | 9 | 198 | 323 | 9 |
Bars Traded | 24909 | 24311 | 598 | 24909 | 24311 | 598 |
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 | 426083 | -175784 | -491140 | -37598 | -296636 | -475276 |
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcu", "factors": { "length": 16, "offset": 0, "scalar": 5 } } }
# | 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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