Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1865628.5428 | 1704054.7265 | 161573.8163 | 13030348.8486 | 5408416.5386 | 7621932.31 |
Total P&L (%) | 1865.6285 | 1704.0547 | 161.5738 | 13030.3488 | 5408.4165 | 7621.9323 |
Avg Daily Profit (%) | 0.8213 | 0.7502 | 0.0711 | 0.215 | 0.1766 | 0.1915 |
Buy And Hold Return (%) | 168.0894 | 168.0894 | 168.0894 | 168.0894 | 168.0894 | 168.0894 |
Max Trade Drawdown | -101359 | -51855 | -101998 | -9254012 | -7452820 | -3624463 |
Profit Factor | 5.1234 | 8.4409 | 1.7231 | 1.4944 | 1.3692 | 1.651 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 40.5405 | 37.8378 | 43.2432 | 40.5405 | 37.8378 | 43.2432 |
Ratio Avg Win / Avg Loss | 7.5144 | 13.8672 | 2.2616 | 2.1918 | 2.2494 | 2.1669 |
Largest Winning Trade | 1175942 | 1175942 | 55730 | 6656074 | 6656074 | 4070949 |
Largest Losing Trade | -36082 | -22782 | -36082 | -3346247 | -3346247 | -1863123 |
Avg Bars in Trades | 59 | 51 | 68 | 59 | 51 | 68 |
Avg Bars in Winners | 117 | 103 | 129 | 117 | 103 | 129 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 4434 | 1906 | 2528 | 4434 | 1906 | 2528 |
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 | -51386 | 595593 | -263098 | -61907 | 170346 | 304917 |
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{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 43, "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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