Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339367.1196 | 1281753.4458 | 57613.6738 | 436497.4463 | -682596.259 | 1119093.7053 |
Total P&L (%) | 1339.3671 | 1281.7534 | 57.6137 | 436.4974 | -682.5963 | 1119.0937 |
Avg Daily Profit (%) | 0.7231 | 0.692 | 0.0311 | 0.0907 | 0 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162129 | -173625 | -39854 | -4144572 | -4987955 | -689643 |
Profit Factor | 3.6252 | 4.3483 | 1.4523 | 1.0449 | 0.912 | 1.5672 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 45.7143 | 40.3846 | 50.9434 | 45.7143 | 40.3846 | 50.9434 |
Ratio Avg Win / Avg Loss | 4.305 | 6.4189 | 1.3985 | 1.2408 | 1.3462 | 1.5091 |
Largest Winning Trade | 1247512 | 1247512 | 25293 | 2847383 | 2847383 | 607249 |
Largest Losing Trade | -41131 | -41131 | -9766 | -1547437 | -1547437 | -207108 |
Avg Bars in Trades | 49 | 82 | 16 | 49 | 82 | 16 |
Avg Bars in Winners | 61 | 118 | 16 | 61 | 118 | 16 |
Avg Bars in Losers | 39 | 58 | 16 | 39 | 58 | 16 |
Bars Traded | 5168 | 4295 | 873 | 5168 | 4295 | 873 |
Profit Streak | 0 | 97.4884 | 0 | 0 | 97.4884 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 644685 | -163675 | -330802 | -244376 | -762346 | -189091 |
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{ "first_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "offset": 0 } } }
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# | 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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