Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431649.3579 | 1348326.5601 | 83322.7978 | 1655676.5954 | 781161.3468 | 874515.2486 |
Total P&L (%) | 1431.6494 | 1348.3266 | 83.3228 | 1655.6766 | 781.1613 | 874.5152 |
Avg Daily Profit (%) | 0.7595 | 0.7153 | 0.0442 | 0.1521 | 0.1155 | 0.1209 |
Buy And Hold Return (%) | 366.372 | 366.372 | 366.372 | 366.372 | 366.372 | 366.372 |
Max Trade Drawdown | -126938 | -84374 | -88122 | -2858583 | -1708408 | -1653590 |
Profit Factor | 3.5399 | 5.3835 | 1.3254 | 1.1609 | 1.1267 | 1.2121 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 45.6522 | 36.9565 | 54.3478 | 45.6522 | 36.9565 | 54.3478 |
Ratio Avg Win / Avg Loss | 4.2142 | 9.1837 | 1.1133 | 1.3821 | 1.922 | 1.0182 |
Largest Winning Trade | 973051 | 973051 | 47589 | 1407582 | 1407582 | 1060736 |
Largest Losing Trade | -59000 | -34357 | -59000 | -1019036 | -969415 | -1019036 |
Avg Bars in Trades | 38 | 52 | 25 | 38 | 52 | 25 |
Avg Bars in Winners | 53 | 82 | 34 | 53 | 82 | 34 |
Avg Bars in Losers | 26 | 34 | 15 | 26 | 34 | 15 |
Bars Traded | 3572 | 2395 | 1177 | 3572 | 2395 | 1177 |
Profit Streak | 53.6106 | 137.1106 | 53.6106 | 53.6106 | 137.1106 | 53.6106 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604050 | 503039 | -297930 | -38091 | -128470 | -34531 |
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{ "first_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "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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