Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432247.3501 | 304942.6618 | 127304.6883 | 212351.6777 | 116538.6808 | 95812.9969 |
Total P&L (%) | 432.2474 | 304.9427 | 127.3047 | 212.3517 | 116.5387 | 95.813 |
Avg Daily Profit (%) | 0.1992 | 0.1405 | 0.0587 | 0.0525 | 0.0356 | 0.031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131056 | -87410 | -172396 | -137039 | -87425 | -105719 |
Profit Factor | 1.4526 | 1.6122 | 1.2786 | 1.2453 | 1.2477 | 1.2425 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 58.7156 | 57.7982 | 59.633 | 58.7156 | 57.7982 | 59.633 |
Ratio Avg Win / Avg Loss | 1.0214 | 1.1772 | 0.8655 | 0.8756 | 0.911 | 0.8411 |
Largest Winning Trade | 52516 | 52516 | 46692 | 71586 | 71586 | 57852 |
Largest Losing Trade | -60252 | -56818 | -60252 | -73725 | -40494 | -73725 |
Avg Bars in Trades | 39 | 46 | 31 | 39 | 46 | 31 |
Avg Bars in Winners | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Losers | 39 | 53 | 24 | 39 | 53 | 24 |
Bars Traded | 8534 | 5104 | 3430 | 8534 | 5104 | 3430 |
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 | 392454 | -2749 | -115313 | -122452 | -146482 | -152460 |
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{ "first_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "offset": 6 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "offset": 6 } } }
# | 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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