Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261189.082 | 253460.56 | 7728.522 | -2455.8218 | -1268.1898 | -1187.632 |
Total P&L (%) | 261.1891 | 253.4606 | 7.7285 | -2.4558 | -1.2682 | -1.1876 |
Avg Daily Profit (%) | 0.2423 | 0.2351 | 0.0072 | -0.0023 | -0.0012 | -0.0011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135157 | -83663 | -65842 | -379945 | -336298 | -155200 |
Profit Factor | 1.6188 | 1.9781 | 1.0474 | 0.9981 | 0.9984 | 0.9974 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.6188 | 1.9781 | 1.0474 | 0.9981 | 0.9984 | 0.9974 |
Largest Winning Trade | 319843 | 319843 | 32776 | 325503 | 325503 | 90536 |
Largest Losing Trade | -41074 | -30976 | -41074 | -138409 | -138409 | -75788 |
Avg Bars in Trades | 37 | 48 | 25 | 37 | 48 | 25 |
Avg Bars in Winners | 39 | 54 | 24 | 39 | 54 | 24 |
Avg Bars in Losers | 34 | 42 | 27 | 34 | 42 | 27 |
Bars Traded | 3126 | 2047 | 1079 | 3126 | 2047 | 1079 |
Profit Streak | 0 | 0 | 69.9809 | 0 | 0 | 69.9809 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405778 | 422011 | -516503 | -580553 | -580734 | -579898 |
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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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