Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142920.912 | 105672.7583 | 37248.1537 | 107413.7342 | 122683.999 | -15270.2648 |
Total P&L (%) | 142.9209 | 105.6728 | 37.2482 | 107.4137 | 122.684 | -15.2703 |
Avg Daily Profit (%) | 1.6464 | 1.2173 | 0.4291 | 0.8439 | 0.9265 | -0.1907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42166 | -20278 | -40954 | -43340 | -15197 | -42054 |
Profit Factor | 1.8032 | 3.5001 | 1.2746 | 1.5973 | 4.5314 | 0.8948 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 47.4286 | 40.9091 | 54.023 | 47.4286 | 40.9091 | 54.023 |
Ratio Avg Win / Avg Loss | 1.9987 | 5.0556 | 1.0847 | 1.7705 | 6.5453 | 0.7615 |
Largest Winning Trade | 121343 | 121343 | 69211 | 132735 | 132735 | 44741 |
Largest Losing Trade | -22185 | -2943 | -22185 | -20594 | -2845 | -20594 |
Avg Bars in Trades | 141 | 15 | 269 | 141 | 15 | 269 |
Avg Bars in Winners | 137 | 15 | 231 | 137 | 15 | 231 |
Avg Bars in Losers | 145 | 16 | 313 | 145 | 16 | 313 |
Bars Traded | 24804 | 1385 | 23419 | 24804 | 1385 | 23419 |
Profit Streak | 0.0473 | 0.0716 | 0 | 0.0473 | 0.0716 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395467 | 385040 | 190578 | 355681 | 403180 | -582524 |
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{ "first_band": { "type": "dcu", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 3 } } }
# | 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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