Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388338.5063 | 265697.4998 | 122641.0065 | 705751.6518 | 333166.8454 | 372584.8063 |
Total P&L (%) | 388.3385 | 265.6975 | 122.641 | 705.7517 | 333.1668 | 372.5848 |
Avg Daily Profit (%) | 0.3106 | 0.2125 | 0.0981 | 0.167 | 0.1173 | 0.1243 |
Buy And Hold Return (%) | 15.6905 | 15.6905 | 15.6905 | 15.6905 | 15.6905 | 15.6905 |
Max Trade Drawdown | -92520 | -86888 | -52974 | -579086 | -490918 | -246593 |
Profit Factor | 1.7622 | 1.9517 | 1.5325 | 1.4014 | 1.3268 | 1.5042 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 49.5652 | 47.3684 | 51.7241 | 49.5652 | 47.3684 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.7931 | 2.1685 | 1.4304 | 1.426 | 1.4743 | 1.4039 |
Largest Winning Trade | 147894 | 147894 | 35326 | 203397 | 203397 | 141873 |
Largest Losing Trade | -34185 | -34185 | -33382 | -254560 | -254560 | -114974 |
Avg Bars in Trades | 60 | 75 | 46 | 60 | 75 | 46 |
Avg Bars in Winners | 72 | 86 | 59 | 72 | 86 | 59 |
Avg Bars in Losers | 49 | 66 | 31 | 49 | 66 | 31 |
Bars Traded | 6981 | 4312 | 2669 | 6981 | 4312 | 2669 |
Profit Streak | 85.2471 | 89.9138 | 85.2471 | 85.2471 | 89.9138 | 85.2471 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487492 | -168282 | -238986 | 363351 | -215857 | -204225 |
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "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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